£110.74

Springer Exchange Rate Modelling: 37 (Advanced Studies in Theoretical and Applied Econometrics, 37)

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Last 49 days • 49 data points (No recent data available)

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£113.76 £103.75 £105.93 £108.12 £110.30 £112.49 £114.67 13 March 2026 25 March 2026 06 April 2026 18 April 2026 30 April 2026

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Description

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? 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.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
19 November 2010
Listed Since
06 July 2010

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