Ronald MacDonald

(Author)

Exchange Rate Modelling (1999)Hardcover - 1999, 30 November 1999

Exchange Rate Modelling (1999)
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Part of Series
Advanced Studies in Theoretical and Applied Econometrics
Print Length
222 pages
Language
English
Publisher
Springer
Date Published
30 Nov 1999
ISBN-10
079238668X
ISBN-13
9780792386681

Description

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems.
Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable.

Product Details

Authors:
Ronald MacDonaldIan Marsh
Book Edition:
1999
Book Format:
Hardcover
Country of Origin:
US
Date Published:
30 November 1999
Dimensions:
24.23 x 16.87 x 1.93 cm
ISBN-10:
079238668X
ISBN-13:
9780792386681
Language:
English
Location:
New York, NY
Pages:
222
Publisher:
Weight:
544.31 gm

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