Download or read book Structural Models of the Dollar written by Mr.Bankim Chadha and published by International Monetary Fund. This book was released on 1990-11-01 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper addresses several questions about the time series processes followed by dollar exchange rates. The stochastic process for exchange rates implied by structural models and the conditions under which they would be described by random walks are examined. Tests on the univariate time series for dollar exchange rates are undertaken to determine if there is evidence for departures from a random walk. Multivariate tests examine whether longer-run movements in the dollar are linked to those in other economic variables, and whether deviations from these long-run relationships contain information for predicting exchange rate movements.
Download or read book Structural models of the dollar written by Charles; Dooley Adams (M.P.; Horiguchi, Y.) and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Structural Models of the Dollar written by Charles L. Adams and published by . This book was released on 2006 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper addresses several questions about the time series processes followed by dollar exchange rates. The stochastic process for exchange rates implied by structural models and the conditions under which they would be described by random walks are examined. Tests on the univariate time series for dollar exchange rates are undertaken to determine if there is evidence for departures from a random walk. Multivariate tests examine whether longer-run movements in the dollar are linked to those in other economic variables, and whether deviations from these long-run relationships contain information for predicting exchange rate movements.
Download or read book Structural Models of the Dollar written by Charles Adams and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Functioning of the International Monetary System written by Mr.Jacob A. Frenkel and published by International Monetary Fund. This book was released on 1996-04-24 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fiftieth anniversary of the Bretton Woods Conference served as an opportunity to reappraise the desirability of strengthening the IMF's oversight of the functioning of the international monetary system. Whatever the design of an exchange rate system and the arrangements for the provision of international liquidity, it is widely accepted that to be effective such oversight must rest on a strong analytic foundation. These two volumes, edited by Jacob A. Frenkel and Morris Goldstein, present 30 analytic papers on the system as it functioned during 1987-91 and aim at conveying the flavor of those issues that commanded close attention in the Fund's research program.
Download or read book A Simple Structural Model of the Swiss Franc US Dollar Exchange Rate written by Ulrich Robert Kohli and published by . This book was released on 1987 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The United States Economy written by Mr.Yusuke Horiguchi and published by International Monetary Fund. This book was released on 1992-01-15 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, by a staff team headed by Yusuke Horiguchi, examines U.S. economic policy and performance in the 1980s, during which the United States enjoyed its longest peacetime expansion. Notwithstanding the buoyant growth and declines in inflation, the economy experienced low savings, current account deficits, swings in the dollar exchange rate, and structural problems--relating to the strength of financial institutions, the tax system, health care, and productivity.
Download or read book Encyclopedia of Financial Models Volume I written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2012-09-26 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models has been created to help a broad spectrum of individuals ranging from finance professionals to academics and students understand financial modeling and make use of the various models currently available. Incorporating timely research and in-depth analysis, Volume 1 of the Encyclopedia of Financial Models covers both established and cutting-edge models and discusses their real-world applications. Edited by Frank Fabozzi, this volume includes contributions from global financial experts as well as academics with extensive consulting experience in this field. Organized alphabetically by category, this reliable resource consists of thirty-nine informative entries and provides readers with a balanced understanding of today's dynamic world of financial modeling. Volume 1 addresses Asset Pricing Models, Bayesian Analysis and Financial Modeling Applications, Bond Valuation Modeling, Credit Risk Modeling, and Derivatives Valuation Emphasizes both technical and implementation issues, providing researchers, educators, students, and practitioners with the necessary background to deal with issues related to financial modeling The 3-Volume Set contains coverage of the fundamentals and advances in financial modeling and provides the mathematical and statistical techniques needed to develop and test financial models Financial models have become increasingly commonplace, as well as complex. They are essential in a wide range of financial endeavors, and the Encyclopedia of Financial Models will help put them in perspective.
Download or read book Structural change in the euro dollar market written by Rodney H. Mills and published by . This book was released on 1973 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Forecasting Exchange Rate for the Australian Dollar Vis a vis US Dollar written by Asraul Hoque and published by . This book was released on 1992 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of International Economics written by G.M. Grossman and published by Elsevier. This book was released on 1995-12-13 with total page 902 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference accords recognition to the recent revolution in macroeconomics wrought by imperfect competition. Grossman and Rogoff (Princeton U.) present chapters by two dozen contributors on two prime areas of research interest: international trade theory and policy (e.g. strategic trade patterns and policies, the relationship between trade and technological progress), and open economy macroeconomics and international finance (covering such topics as exchange rates, foreign lending, and policy coordination). The volume commences with Krugman's overview of the positive theory of international trade, and concludes with analyses of sovereign debt. Annotation copyrighted by Book News, Inc., Portland, OR.
Download or read book The Theory And Empirics Of Exchange Rates written by Imad A Moosa and published by World Scientific. This book was released on 2009-07-15 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.
Download or read book Forecast Performance of Exchange Rate Structural Models written by Sahat Pardede and published by . This book was released on 1993 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Structural Change in the Euro dollar Market written by and published by . This book was released on 1973 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book IMF Staff papers written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 1991-01-01 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trade liberalization in developing countries is frequently opposed on the grounds that, because it is likely to cause a deterioration in the external balance, it may not be a viable policy option for countries facing foreign exchange constraints. Recent literature suggests, however, an ambiguous relationship between tariff changes and the current account. This paper shows that if liberalization involves reducing tariffs on imported intermediate inputs (a reform that has figured prominently in developing countries), then the current account may improve or deteriorate, depending on the level of initial trade distortions and the structure of the economy.[JEL F13, F32, F41]
Download or read book Structural Econometric Exchange Rate Models written by Jun Nagayasu and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of International Economics written by Ronald Winthrop Jones and published by Elsevier. This book was released on 1984 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This Handbook adopts a traditional definition of the subject, and focuses primarily on the explanation of international transactions in goods, services, and assets, and on the main domestic effects of those transactions. The first volume deals with the "real side" of international economics. It is concerned with the explanation of trade and factor flows, with their main effects on goods and factor prices, on the allocation of resources and income distribution and on economic welfare, and also with the effects on national policies designed explicitly to influence trade and factor flows. In other words, it deals chiefly with microeconomic issues and methods. The second volume deals with the "monetary side" of the subject. It is concerned with the balance of payments adjustment process under fixed exchange rates, with exchange rate determination under flexible exchange rates, and with the domestic ramifications of these phenomena. Accordingly, it deals mainly with economic issues, although microeconomic methods are frequently utilized, especially in work on expectations, asset markets, and exchange rate behavior."--Publisher's information
