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  • © 1992

The Monetary Model of Exchange Rates and Cointegration

Estimation, Testing and Prediction

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 385)

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Table of contents (11 chapters)

  1. Front Matter

    Pages I-X
  2. Introduction

    • Javier Gardeazabal, Marta Regúlez
    Pages 1-6
  3. The Monetary Model of Exchange Rate Determination

    • Javier Gardeazabal, Marta Regúlez
    Pages 7-17
  4. Long run Exchange Rate Determination I

    • Javier Gardeazabal, Marta Regúlez
    Pages 18-40
  5. Long Run Exchange Rate Determination II

    • Javier Gardeazabal, Marta Regúlez
    Pages 41-72
  6. Short Run Exchange Rate Determination

    • Javier Gardeazabal, Marta Regúlez
    Pages 73-80
  7. Effect of Non-Normal Disturbances on Likelihood Ratio Tests

    • Javier Gardeazabal, Marta Regúlez
    Pages 81-104
  8. Estimation of The Time Series Model

    • Javier Gardeazabal, Marta Regúlez
    Pages 105-118
  9. Prediction in Cointegrated Systems

    • Javier Gardeazabal, Marta Regúlez
    Pages 119-128
  10. Nominal Exchange Rate Prediction

    • Javier Gardeazabal, Marta Regúlez
    Pages 129-149
  11. A Simulation Exercise

    • Javier Gardeazabal, Marta Regúlez
    Pages 150-177
  12. Conclusions

    • Javier Gardeazabal, Marta Regúlez
    Pages 178-182
  13. Back Matter

    Pages 183-198

Authors and Affiliations

  • Instituto de Economía Pública, Universidad del País Vasco, Lejona-Vizcaya, Spain

    Javier Gardeazabal, Marta Regúlez

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access