Authors:
Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 37)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (8 chapters)
-
Front Matter
-
Back Matter
About this book
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.
Authors and Affiliations
-
University of Strathclyde, UK
Ronald MacDonald
-
City University Business School, UK
Ian Marsh
Bibliographic Information
Book Title: Exchange Rate Modelling
Authors: Ronald MacDonald, Ian Marsh
Series Title: Advanced Studies in Theoretical and Applied Econometrics
DOI: https://doi.org/10.1007/978-1-4757-2997-9
Publisher: Springer New York, NY
-
eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media Dordrecht 1999
Hardcover ISBN: 978-0-7923-8668-1Published: 30 November 1999
Softcover ISBN: 978-1-4419-5113-7Published: 19 November 2010
eBook ISBN: 978-1-4757-2997-9Published: 17 April 2013
Series ISSN: 1570-5811
Series E-ISSN: 2214-7977
Edition Number: 1
Number of Pages: XII, 222
Topics: Econometrics, Macroeconomics/Monetary Economics//Financial Economics, International Economics