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Simple Vs Generalized Interest Rate And Purchasing Power Parity Models Of Exchange Rates
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Book Synopsis Simple Vs. Generalized Interest Rate and Purchasing Power Parity Models of Exchange Rates by : Saeid Mahdavi
Download or read book Simple Vs. Generalized Interest Rate and Purchasing Power Parity Models of Exchange Rates written by Saeid Mahdavi and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We construct a model in which the real exchange rate is affected by the real interest rate and price differentials as well as real factors that cause shocks to the expected flexible-price equilibrium value of the real exchange rate. The model is then employed to test for the "generalized" uncovered interest rate parity and purchasing power parity relations using the data for eight advanced countries and the cointegration technique. Simple versions of the parity conditions are also tested for the purpose of comparisons. We find evidence of cointegration only for the generalized version of the parity relations. Also, out-of-sample forecasts generated from error-correction models indicate that they are more accurate relative to those obtained from a random walk model for half of the countries in the sample.
Author :Mr.Francisco Nadal De Simone Publisher :International Monetary Fund ISBN 13 :1451856164 Total Pages :42 pages Book Rating :4.4/5 (518 download)
Book Synopsis Nominal Exchange Rates and Nominal Interest Rate Differentials by : Mr.Francisco Nadal De Simone
Download or read book Nominal Exchange Rates and Nominal Interest Rate Differentials written by Mr.Francisco Nadal De Simone and published by International Monetary Fund. This book was released on 1999-10-01 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reexamines some unsettled theoretical and empirical issues regarding the relationship between nominal exchange rates and interest rate differentials and provides a model for the behavior of exchange rates in the long run, where interest rates are determined in the bond market. The model predicts that an increase in the interest rate differential appreciates the home currency. We test the model for the U.S. dollar against the Deutsche mark, the British pound, the Japanese yen, and the Canadian dollar. The first two pairs of exchange rates—for which purchasing power parity seems to hold—display a strong relationship with interest rate differentials.
Book Synopsis The Monetary Approach to the Balance of Payments by : Jacob Frenkel
Download or read book The Monetary Approach to the Balance of Payments written by Jacob Frenkel and published by Routledge. This book was released on 2013-07-18 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects together the basic documents of an approach to the theory and policy of the balance of payments developed in the 1970s. The approach marked a return to the historical traditions of international monetary theory after some thirty years of departure from them – a departure occasioned by the international collapse of the 1930s, the Keynesian Revolution and a long period of war and post-war reconstruction in which the international monetary system was fragmented by exchange controls, currency inconvertibility and controls over international trade and capital movements.
Book Synopsis Essays on Exchange Rate Models Under a Taylor Rule Type Monetary Policy by : Hyeongwoo Kim
Download or read book Essays on Exchange Rate Models Under a Taylor Rule Type Monetary Policy written by Hyeongwoo Kim and published by . This book was released on 2006 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Policy Modelling of Foreign Exchange Rates by : John F. Helliwell
Download or read book Policy Modelling of Foreign Exchange Rates written by John F. Helliwell and published by . This book was released on 1979 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Currencies, Commodities and Consumption by : Kenneth W. Clements
Download or read book Currencies, Commodities and Consumption written by Kenneth W. Clements and published by Cambridge University Press. This book was released on 2013-01-31 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses economic issues associated with exchange rates, commodity prices, the economic size of countries and alternatives to PPP exchange rates.
Book Synopsis The Economics of Exchange Rates by : Lucio Sarno
Download or read book The Economics of Exchange Rates written by Lucio Sarno and published by . This book was released on 2002 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents
Book Synopsis Purchasing Power Parity and Real Exchange Rates by : Mark P. Taylor
Download or read book Purchasing Power Parity and Real Exchange Rates written by Mark P. Taylor and published by Routledge. This book was released on 2013-09-13 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: The term Purchasing Power Parity may date from the early twentieth century, when it was coined by the Swedish economist Gustav Cassel, but the underlying concept had been enjoying varying degrees of success since its development in sixteenth century Spain. Even towards the end of the twentieth century, and especially since the breakdown of the Bretton Woods system of fixed exchange rates, PPP and the stability of real exchange rates continued to be the subject of academic debate. This volume brings together essays covering aspects of current thinking on Purchasing Power Parity, from the various ways in which to test for its existence, to its appearance in different economies around the world, to examinations of the explanations given when PPP does not appear to hold This book was published as a special issue of Applied Financial Economics. The academic editor of this journal is Mark P. Taylor.
Book Synopsis Factors Determining Exchange Rates by : Peter Isard
Download or read book Factors Determining Exchange Rates written by Peter Isard and published by . This book was released on 1980 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of International Economics by : R.W. Jones
Download or read book Handbook of International Economics written by R.W. Jones and published by North Holland. This book was released on 1984 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Textbook, research papers on international economic theory, economic policy and practice - includes a literature survey of theoretical studies in trade relations; covers evolution of economic models explaining the determinants of trade structure, capital flow, labour mobility, trade in natural resources, etc.; examines macroeconomics aspects of balance of payments, exchange rate, international monetary system, economic relations and dependence, etc. Bibliography, graphs, statistical tables.
Book Synopsis Empirical Modeling of Exchange Rate Dynamics by : Francis X. Diebold
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:
Book Synopsis Predicting Real Exchange Rates from Real Interest Rate Differentials and Net Foreign Asset Stocks by : Carsten-Patrick Meier
Download or read book Predicting Real Exchange Rates from Real Interest Rate Differentials and Net Foreign Asset Stocks written by Carsten-Patrick Meier and published by . This book was released on 1999 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Theory and Empirics of Exchange Rates by : Imad A. Moosa
Download or read book The Theory and Empirics of Exchange Rates written by Imad A. Moosa and published by World Scientific Publishing Company. This book was released on 2010 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive survey of of the theory of and empirical evidence on the determination and effects of exchange rates. It utilises both diagrammatic and mathematical representation of the underlying models, resulting in a comprehensive reference for those engaged in this field of study.
Book Synopsis Purchasing Power Parities of Currencies by : D. S. Prasada Rao
Download or read book Purchasing Power Parities of Currencies written by D. S. Prasada Rao and published by Edward Elgar Publishing. This book was released on 2009 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: This up-to-date book demonstrates how the purchasing power parities (PPPs) of currencies are being increasingly used in place of exchange rates for a variety of purposes. These include: comparisons of real income, measurements of global inequality and poverty, calculation of the human development index and assessment of nations economic performance. Despite the increasing popularity of PPPs, many users have very little appreciation of the data and methods used in their derivation. This timely monograph brings together a number of significant contributions from leading researchers in the field, offering a comprehensive review of the latest methods used in the construction and application of PPPs. The authors provide a broad overview of the current state-of-the-art both in terms of techniques as well as current practice with various international organisations. Given the increasing application of PPPs in this truly globalised world, this book will be a stimulating read for researchers and academics involved in international comparisons and development economics, general economists and economist statisticians.
Book Synopsis Asset Prices and Monetary Policy by : John Y. Campbell
Download or read book Asset Prices and Monetary Policy written by John Y. Campbell and published by University of Chicago Press. This book was released on 2008-11-15 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic growth, low inflation, and financial stability are among the most important goals of policy makers, and central banks such as the Federal Reserve are key institutions for achieving these goals. In Asset Prices and Monetary Policy, leading scholars and practitioners probe the interaction of central banks, asset markets, and the general economy to forge a new understanding of the challenges facing policy makers as they manage an increasingly complex economic system. The contributors examine how central bankers determine their policy prescriptions with reference to the fluctuating housing market, the balance of debt and credit, changing beliefs of investors, the level of commodity prices, and other factors. At a time when the public has never been more involved in stocks, retirement funds, and real estate investment, this insightful book will be useful to all those concerned with the current state of the economy.
Book Synopsis An International Comparison of Prices and Exchange Rates by : Meher Manzur
Download or read book An International Comparison of Prices and Exchange Rates written by Meher Manzur and published by . This book was released on 1988 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Rise and Fall of Sterling by : Hali J. Edison
Download or read book The Rise and Fall of Sterling written by Hali J. Edison and published by . This book was released on 1983 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
