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Exchange Rate Modelling
Hardcover
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 37
ISBN13: 9780792386681
Publisher: Springer Nature
Published: Nov 30 1999
Pages: 222
Weight: 1.20
Height: 0.76 Width: 6.64 Depth: 9.54
Language: English
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.
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