DISCUSSION CURIOUS CASE OF 'SPURIOUS' COINTEGRATION

DISCUSSION CURIOUS CASE OF 'SPURIOUS' COINTEGRATION PDF Author: R.J. O'BRIEN
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ISBN:
Category :
Languages : en
Pages :

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DISCUSSION CURIOUS CASE OF 'SPURIOUS' COINTEGRATION

DISCUSSION CURIOUS CASE OF 'SPURIOUS' COINTEGRATION PDF Author: R.J. O'BRIEN
Publisher:
ISBN:
Category :
Languages : en
Pages :

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The Curious Case of 'spurious' Cointegration

The Curious Case of 'spurious' Cointegration PDF Author: Raymond John O'Brien
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 48

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Further Curiosa in Spurious Cointegration

Further Curiosa in Spurious Cointegration PDF Author: Raymond John O'Brien
Publisher:
ISBN:
Category :
Languages : en
Pages : 45

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Discussion papers on business and economics

Discussion papers on business and economics PDF Author: Jørgen Lauridsen
Publisher:
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Category :
Languages : un
Pages :

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Contents of Recent Economics Journals

Contents of Recent Economics Journals PDF Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 376

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Spurious Regression, Cointegration, and Near Cointegration

Spurious Regression, Cointegration, and Near Cointegration PDF Author: Michaek Jansson
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 40

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British Reports, Translations and Theses

British Reports, Translations and Theses PDF Author: British Library. Document Supply Centre
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 832

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Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change PDF Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Spurious Regressions and Residual-based Tests for Cointegration when Regressors are Cointegrated

Spurious Regressions and Residual-based Tests for Cointegration when Regressors are Cointegrated PDF Author: In Choi
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 22

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Equilibrium Exchange Rates

Equilibrium Exchange Rates PDF Author: Ronald MacDonald
Publisher: Springer Science & Business Media
ISBN: 9401144117
Category : Business & Economics
Languages : en
Pages : 353

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Book Description
How successful is PPP, and its extension in the monetary model, as a measure of the equilibrium exchange rate? What are the determinants and dynamics of equilibrium real exchange rates? How can misalignments be measured, and what are their causes? What are the effects of specific policies upon the equilibrium exchange rate? The answers to these questions are important to academic theorists, policymakers, international bankers and investment fund managers. This volume encompasses all of the competing views of equilibrium exchange rate determination, from PPP, through other reduced form models, to the macroeconomic balance approach. This volume is essentially empirical: what do we know about exchange rates? The different econometric and theoretical approaches taken by the various authors in this volume lead to mutually consistent conclusions. This consistency gives us confidence that significant progress has been made in understanding what are the fundamental determinants of exchange rates and what are the forces operating to bring them back in line with the fundamentals.