Author: R.J. O'BRIEN
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
DISCUSSION CURIOUS CASE OF 'SPURIOUS' COINTEGRATION
Author: R.J. O'BRIEN
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
The Curious Case of 'spurious' Cointegration
Author: Raymond John O'Brien
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 48
Book Description
Further Curiosa in Spurious Cointegration
Author: Raymond John O'Brien
Publisher:
ISBN:
Category :
Languages : en
Pages : 45
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 45
Book Description
Discussion papers on business and economics
Author: Jørgen Lauridsen
Publisher:
ISBN:
Category :
Languages : un
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : un
Pages :
Book Description
Contents of Recent Economics Journals
Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 376
Book Description
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 376
Book Description
Spurious Regression, Cointegration, and Near Cointegration
Author: Michaek Jansson
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 40
Book Description
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 40
Book Description
British Reports, Translations and Theses
Author: British Library. Document Supply Centre
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 832
Book Description
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 832
Book Description
Unit Roots, Cointegration, and Structural Change
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528
Book Description
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
Author: In Choi
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 22
Book Description
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 22
Book Description
Equilibrium Exchange Rates
Author: Ronald MacDonald
Publisher: Springer Science & Business Media
ISBN: 9401144117
Category : Business & Economics
Languages : en
Pages : 353
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.
Publisher: Springer Science & Business Media
ISBN: 9401144117
Category : Business & Economics
Languages : en
Pages : 353
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.