The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction (Lecture Notes in Economics and Mathematical Systems)
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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction (Lecture Notes in Economics and Mathematical Systems) (1992)
EN PB USISBN: 9780387556352 bzw. 0387556354, in Englisch, 194 Seiten, Springer-Verlag, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, b4cause.
These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even though the monetary equations of exchange rate determination may be bad indicators of how exchange rates are determined in the short run, they could still describe long run equilibrium relationships between the exchange rate and its fundamentals. Stationary deviations from those long run relationships are allowed in the short run. This book also addresses several issues on Cointegration. Chapter 6 studies the small sample distribution of the likelihood ratio test statistics (on the dimension and restrictions on the cointegrating space) under deviations from normality. This monograph also focuses on the issue of optimal prediction in partially nonstationary multivariate time series models. In particular, it caries out an exchange rate prediction exercise. Paperback, Label: Springer-Verlag, Springer-Verlag, Produktgruppe: Book, Publiziert: 1992-08, Studio: Springer-Verlag, Verkaufsrang: 14036020.
Von Händler/Antiquariat, b4cause.
These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even though the monetary equations of exchange rate determination may be bad indicators of how exchange rates are determined in the short run, they could still describe long run equilibrium relationships between the exchange rate and its fundamentals. Stationary deviations from those long run relationships are allowed in the short run. This book also addresses several issues on Cointegration. Chapter 6 studies the small sample distribution of the likelihood ratio test statistics (on the dimension and restrictions on the cointegrating space) under deviations from normality. This monograph also focuses on the issue of optimal prediction in partially nonstationary multivariate time series models. In particular, it caries out an exchange rate prediction exercise. Paperback, Label: Springer-Verlag, Springer-Verlag, Produktgruppe: Book, Publiziert: 1992-08, Studio: Springer-Verlag, Verkaufsrang: 14036020.
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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction (Lecture Notes in Economics and Mathematical Systems) (1992)
EN PBISBN: 9780387556352 bzw. 0387556354, in Englisch, Springer-Verlag, Taschenbuch.
Von Händler/Antiquariat, Brinkullivan_Books [52012732], Takoma Park, MD, U.S.A.
Paperback. Unmarked. A little scuffing along spine. Lower corner has a little shelf wear but is still substantially crisp. Binding solid.
Paperback. Unmarked. A little scuffing along spine. Lower corner has a little shelf wear but is still substantially crisp. Binding solid.
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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction (Lecture Notes in Economics and Mathematical Systems) (1992)
EN PB RPISBN: 9780387556352 bzw. 0387556354, in Englisch, Springer, Taschenbuch, Nachdruck.
Von Händler/Antiquariat, Ergodebooks [8304062], RICHMOND, TX, U.S.A.
This item is printed on demand.
This item is printed on demand.
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The Monetary Model of Exchange Rates and Cointegration Estimation Testing and Prediction Vol 385 by and J Gardeazabal 1992 Paperback (1992)
EN PB USISBN: 9780387556352 bzw. 0387556354, Band: 385, in Englisch, Springer, Deutschland, Taschenbuch, gebraucht.
Von Händler/Antiquariat, Castle Rock [54302400], Pittsford, NY, U.S.A.
Book Condition: Very Good.
Book Condition: Very Good.
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The Monetary Model of Exchange Rates and Cointegration (1992)
EN PB USISBN: 9780387556352 bzw. 0387556354, in Englisch, Springer, Berlin, Germany, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Verandgebiet: DOM.
Von Händler/Antiquariat, 2011, CA, Danville, [RE:4].
Trade paperback.
Von Händler/Antiquariat, 2011, CA, Danville, [RE:4].
Trade paperback.
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