Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics) - Tapa blanda

MacDonald, Ronald; Marsh, Ian

 
9781441951137: Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics)
Tapa blanda
ISBN 10: 144195113X ISBN 13: 9781441951137
Editorial: Springer, 2010

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2010
Idioma
Inglés
ISBN 10 
144195113X
ISBN 13 
9781441951137
Encuadernación
Tapa blanda
Número de páginas
240
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9780792386681: Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics)

Edición Destacada

ISBN 10:  079238668X ISBN 13:  9780792386681
Editorial: Springer, 1999
Tapa dura