| 书目名称 | Real Exchange Rate Movements |
| 副标题 | An Econometric Inves |
| 编辑 | Sven-Morten Mentzel |
| 视频video | |
| 丛书名称 | Contributions to Economics |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 1998 |
| 关键词 | Außenwirtschaft; Geldpolitk; Makroökonomik; cointegration; econometrics; economics; exchange rates; forecas |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-59017-7 |
| isbn_softcover | 978-3-7908-1081-3 |
| isbn_ebook | 978-3-642-59017-7Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
| issn_series | 1431-1933 |
| copyright | Springer-Verlag Berlin Heidelberg 1998 |
发表于 2025-3-21 18:14:45
