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The Monetary Model of Exchange Rates and Cointegration. Estimation, Testing and Prediction.
Gardeazabal, Javier; Regulez, Marta
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Description for The Monetary Model of Exchange Rates and Cointegration. Estimation, Testing and Prediction.
Paperback. The authors draw from the theory of cointegration in order to test the monetary model of exchange rate determination. They focus on the issue of optimal prediction in partially non-stationary multivariate time series models. In particular, they carry out an exchange rate prediction exercise. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 204 pages, biography. BIC Classification: KCA; KCBM; KCL. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 11. Weight in Grams: 374.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1992
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
204
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
194
Place of Publication
Berlin, Germany
ISBN
9783540556350
SKU
V9783540556350
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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