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Author : Zhaonan Chen
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Nonlinear Model of Real Exchange Rate Dynamics, with an Application to the Case of Taiwan written by Zhaonan Chen and published by . This book was released on 1994 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lucio Sarno
Publisher : International Monetary Fund
ISBN 13 : 1451853491
Total Pages : 40 pages
Book Rating : 4.4/5 (518 download)
Download or read book Nonlinear Exchange Rate Models written by Lucio Sarno and published by International Monetary Fund. This book was released on 2003-05-01 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange rates help resolve the "purchasing power parity (PPP) puzzles." The second question is whether recently developed nonlinear, regime-switching vector equilibrium correction models of the nominal exchange rate can beat a random walk model, the standard benchmark in the exchange rate literature, in terms of out-of-sample forecasting performance. Finally, issues related to the adequateness of standard methods of evaluation of (linear and nonlinear) exchange rate models are discussed with reference to different forecast accuracy criteria.
Author : H. L. Leon
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (318 download)
Download or read book Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates written by H. L. Leon and published by International Monetary Fund. This book was released on 2003-07 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines whether deviations from PPP are stationary in the presence of nonlinearity, and whether the adjustment toward PPP is symmetric from above and below. Using alternative nonlinear models, our results support mean reversion and asymmetric adjustment dynamics. We find differences in magnitudes, frequencies, and durations of the deviations of exchange rates from fixed and time-varying thresholds, both between over-appreciations and over-depreciations and between developed and developing countries. In particular, the average cumulative sum of deviations during periods when exchange rates are below forecasts is twice that of the sum during periods of over-appreciation, and is larger for developing than for advanced countries.
Download or read book 經濟論文叢刊 written by and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hsiu-Ling Wu
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (359 download)
Download or read book Testing for the Fundamental Determinants of the Long-run Real Exchange Rate written by Hsiu-Ling Wu and published by . This book was released on 1996 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three things have been suggested in this paper regarding the real exchange rate movements of the Taiwanese dollar with respect to the US dollar. First, the real exchange rates between the Taiwanese and the US dollar did not move as PPP predicts by cointegration test and impulse response function analysis. Also, through the analyses of impulse response functions, innovation in nominal exchange rate, domestic and foreign prices results in permanent changes in the real exchange rate. Finally, in the long-run, differential productivity growth between the traded and non-traded goods and the changes in relative unit labor cost can lead to the changes in the real exchange rates
Author : 張晴如
Publisher :
ISBN 13 :
Total Pages : 61 pages
Book Rating : 4.:/5 (894 download)
Download or read book The Study of Real Exchange Rate Fluctuation - The Case of Taiwan written by 張晴如 and published by . This book was released on 2005 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hyginus Leon
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (849 download)
Download or read book Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates written by Hyginus Leon and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.:/5 (6 download)
Download or read book Pacific Basin Working Paper Series written by and published by . This book was released on 1998 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vei-Lin Chan
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.F/5 ( download)
Download or read book Effects of the Monetary Base and Financial Intermediation on Output and Price Level in a Simple General Equilibrium Model written by Vei-Lin Chan and published by . This book was released on 1994 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Francis X. Diebold
Publisher : Springer
ISBN 13 :
Total Pages : 170 pages
Book Rating : 4.F/5 ( download)
Download or read book Empirical Modeling of Exchange Rate Dynamics written by Francis X. Diebold and published by Springer. This book was released on 1988 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : 陳思寬
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (816 download)
Download or read book Nonlinear Dynamics of the Real Exchange Rate: Evidence from the G-7countries written by 陳思寬 and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (318 download)
Download or read book Research Abstracts written by and published by . This book was released on 1994 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chung-Shu Wu
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (318 download)
Download or read book Money, Exchange Rate and Price written by Chung-Shu Wu and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Richard A. Meese
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (318 download)
Download or read book Exchange Rate Instability written by Richard A. Meese and published by . This book was released on 1997 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Timothy K. Hopper
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.:/5 (528 download)
Download or read book Linear and Nonlinear Dynamics of Real Exchange Rates written by Timothy K. Hopper and published by . This book was released on 2003 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (31 download)
Download or read book The Fed in Print written by and published by . This book was released on 1994 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eric Hansen
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (318 download)
Download or read book Exchange Rates, Non-traded Goods and the Terms-of-trade written by Eric Hansen and published by . This book was released on 1995 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
