| 书目名称 | Exchange Rate Modelling |
| 编辑 | Ronald MacDonald,Ian Marsh |
| 视频video | |
| 丛书名称 | Advanced Studies in Theoretical and Applied Econometrics |
| 图书封面 |  |
| 描述 | Are foreign exchange markets efficient? Are fundamentalsimportant for predicting exchange rate movements? What is thesignal-to-ratio of high frequency exchange rate changes? Is itpossible to define a measure of the equilibrium exchange rate that isuseful from an assessment perspective? .The book is a selective survey of current thinking on key topics inexchange rate economics, supplemented throughout by new empiricalevidence. The focus is on the use of advanced econometric tools tofind answers to these and other questions which are important topractitioners, policy-makers and academic economists. In addition, thebook addresses more technical econometric considerations such as theimportance of the choice between single-equation and system-wideapproaches to modelling the exchange rate, and the reduced form versusstructural equation problems. .Readers will gain both a comprehensive overview of the waymacroeconomists approach exchange rate modelling, and an understandingof how advanced techniques can help them explain and predict thebehavior of this crucial economic variable. |
| 出版日期 | Book 1999 |
| 关键词 | equilibrium; exchange rates; linear optimization; modeling; paraplupub |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-2997-9 |
| isbn_softcover | 978-1-4419-5113-7 |
| isbn_ebook | 978-1-4757-2997-9Series ISSN 1570-5811 Series E-ISSN 2214-7977 |
| issn_series | 1570-5811 |
| copyright | Springer Science+Business Media Dordrecht 1999 |
发表于 2025-3-21 19:21:37
