Real Exchange Rate Movements: An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates
Author:   Sven-Morten Mentzel
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   Softcover reprint of the original 1st ed. 1998
ISBN:  

9783790810813


Pages:   109
Publication Date:   15 January 1998
Format:   Paperback
Availability:   In Print   Availability explained
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Real Exchange Rate Movements: An Econometric Investigation into Causes of Fluctuations in Some Dollar Real Exchange Rates


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Overview

One aim of this book is to examine the causes of fluctuations in the mark/dollar, pound/dollar, and yen/dollar real exchange rates for the period 1972-1994 with quarterly data to determine appropriate policy recommendations to reduce these movements. A second aim is to investigate whether the three real exchange rates are covariance-stationary or not and to which extent they are covariance-stationary, respectively. These aims are reached by using a two-country overshooting model for real exchange rates with real government expenditure and by applying Johansen's maximum likelihood cointegration procedure and a factor model of Gonzalo and Granger to this model.

Full Product Details

Author:   Sven-Morten Mentzel
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Physica-Verlag GmbH & Co
Edition:   Softcover reprint of the original 1st ed. 1998
Dimensions:   Width: 15.50cm , Height: 0.60cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9783790810813


ISBN 10:   3790810819
Pages:   109
Publication Date:   15 January 1998
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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