Your Waterstones card is changing, introducing...
TELL ME MORE
The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems 385 (Paperback)
  • The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems 385 (Paperback)
zoom

The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems 385 (Paperback)

(author), (author)
£89.99
Paperback 194 Pages / Published: 05/08/1992
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket
This monograph is the result of merging parts of the authors's doctoral dissertations presented at The University of Pennsylvania in the spring of 1991. We would like to thank the members of our dissertation committees, Francis X. Diebold, Roberto S. Mariano and Marc Nerlove for their guidance and helpful comments. We received very good comments from Albert Ando, Yin-Wong Cheung, William English, S0ren Johansen, W. Krelle, Bruce Mizrach and seminar participants at the University of Pennsylvania and the XV Simposio de Analisis Econ6mico in Barcelona. Our thanks also to Werner A. MUller of Springer-Verlag for his help. Of course, any remaining errors are ours. We are indebted to Departamento de Trabajo del Gobierno Vasco and the Department of Economics at the University of Pennsylvania for financial support through our graduate studies. The research underlying this work was partially supported by two Alfred P. Sloan Foundation Fellowships. We could not have written this monograph without the support received from our families. Sections wi thin chapters are numbered using roman numerals. References to equations within the same chapter are of the form (11.7 ) whereas if they correspond to different chapters are (2.1V.4). TABLE OF CONTENTS CHAPTER 1. Introduction 1 CHAPTER 2. The Monetary Model of Exchange Rate Determination. I. Introduction...7 II. Monetary Models ...8 III. The Asset Market View 13 IV. Empirical Evidence 15 V. Treatment of Nonstationary Variables 16 CHAPTER 3. Long Run Exchange Rate Determination I.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540556350
Number of pages: 194
Weight: 374 g
Dimensions: 244 x 170 x 11 mm
Edition: Softcover reprint of the original 1st ed. 199

You may also be interested in...

Wealth of Nations
Added to basket
£3.99
Paperback
The Wealth of Nations
Added to basket
The Worldly Philosophers
Added to basket
The Wealth of Nations
Added to basket
Game Theory: A Very Short Introduction
Added to basket
Capital
Added to basket
£3.99
Paperback
How Markets Fail
Added to basket
£9.99
Paperback
Keynes Hayek
Added to basket
£12.99
Paperback
The Essential Keynes
Added to basket
The Theory of Moral Sentiments
Added to basket
Capitalism and Freedom
Added to basket
The Wealth Of Nations
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.