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Book Prediction Should Fixed Coefficients be Reestimated Every Period for Extrapolation

Download or read book Prediction Should Fixed Coefficients be Reestimated Every Period for Extrapolation written by Paravastu A. V. B. Swamy and published by . This book was released on 1987 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Should Fixed Coefficient be Reestimated Every Period for Extrapolation

Download or read book Should Fixed Coefficient be Reestimated Every Period for Extrapolation written by P.A.V.B. Swamy and published by . This book was released on 1986 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Exchange Rate Determination and Optimal Economic Policy Under Various Exchange Rate Regimes

Download or read book Exchange Rate Determination and Optimal Economic Policy Under Various Exchange Rate Regimes written by Eelke de Jong and published by Springer. This book was released on 2013-12-19 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1.1 Some characteristics of the floating exchange rate system The flexible exchange rate system has functioned far less satisfactorily than many anticipated in 1973, when the major industrialized countries decided to let their currencies float. The dominant currencies' exchange rates have fluctuated more 1 than expected. These fluctuations concern both short-term movement- intraday fluctuations and movements during a week or a month - and long term changes that last for more than a year. Daily percentage changes of one percent are not unusual for the recent float (see MacDonald, 1988, p.8). However, the release of new information can give rise to much larger changes. For example in August 1987 "the dollar moved down 6 percent in two days based on the July trade figures" (Glynn, 1988, p. 36). For the period 1973-1985 MacDonald (1988, p.10) presents minimum and maximum monthly percentage exchange rate changes. These figures clearly illustrate the magnitude of the volatility and also show that the volatility has not diminished as the experience 2 with floating has increased. In addition to this volatility, exchange rates are also characterized by misalignment: "persistent departure of the exchange rate from its long-run equilibrium" (Williamson, 1983, p.l3). Although the measure of misalignment depends upon the exact definition of the exchange rate's long-run equilibrium, there is a widespread feeling that during the greater part of the 1970s the dollar was undervalued, whereas it was overvalued during the first half of the 1980s.

Book The Journal of Agricultural Economics Research

Download or read book The Journal of Agricultural Economics Research written by and published by . This book was released on 1987 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Journal of Agricultural Economics Research

Download or read book Journal of Agricultural Economics Research written by and published by . This book was released on 1988 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Stochastic Coefficients Approach to Econometric Modeling

Download or read book The Stochastic Coefficients Approach to Econometric Modeling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Agricultural Economics Research

Download or read book Agricultural Economics Research written by and published by . This book was released on 1987 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Special Studies Paper

    Book Details:
  • Author : Board of Governors of the Federal Reserve System (U.S.)
  • Publisher :
  • Release : 1987
  • ISBN :
  • Pages : 440 pages

Download or read book Special Studies Paper written by Board of Governors of the Federal Reserve System (U.S.) and published by . This book was released on 1987 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Out of sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change

Download or read book The Out of sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change written by Garry J. Schinasi and published by . This book was released on 1987 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Pricing of Forward Exchange Rates

Download or read book The Pricing of Forward Exchange Rates written by Ross Levine and published by . This book was released on 1987 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Realignment of the Yen dollar Exchange Rate

Download or read book Realignment of the Yen dollar Exchange Rate written by Bonnie E. Loopesko and published by . This book was released on 1987 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Statistical Theory and Method Abstracts

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1990 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book What Do Regressions of Interest Rates on Deficits Imply

Download or read book What Do Regressions of Interest Rates on Deficits Imply written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: