Essays on Estimation and Inference in Linear Rational Expectations Models
Title | Essays on Estimation and Inference in Linear Rational Expectations Models PDF eBook |
Author | Angelo Melino |
Publisher | |
Pages | 422 |
Release | 1983 |
Genre | Rational expectations (Economic theory) |
ISBN |
Essays on Estimation and Inference in Linear Rational Expectations Models [microform] : a Thesis
Title | Essays on Estimation and Inference in Linear Rational Expectations Models [microform] : a Thesis PDF eBook |
Author | Melino, Angelo |
Publisher | Ann Arbor, Mich. : University Microfilms International |
Pages | 422 |
Release | 1983 |
Genre | Rational expectations (Economic theory) |
ISBN |
Essays on Estimation and Inference in Models with Deterministic Trends with and Without Structural Change
Title | Essays on Estimation and Inference in Models with Deterministic Trends with and Without Structural Change PDF eBook |
Author | Jingjing Yang |
Publisher | |
Pages | 141 |
Release | 2010 |
Genre | Electronic dissertations |
ISBN | 9781124380599 |
Estimation and Learning in Models of Rational Expectations
Title | Estimation and Learning in Models of Rational Expectations PDF eBook |
Author | Mark David Feldman |
Publisher | |
Pages | 142 |
Release | 1982 |
Genre | |
ISBN |
The Foreign Exchange Market
Title | The Foreign Exchange Market PDF eBook |
Author | Richard T. Baillie |
Publisher | Cambridge University Press |
Pages | 280 |
Release | 1989 |
Genre | Business & Economics |
ISBN | 9780521396905 |
The flotation of exchange rates in the early 1970s saw a significant increase in the importance of foreign exchange markets and in the interest shown in them. Apart from the consequent institutional changes, this period also witnessed a revolution in macroeconomic analysis and finance theory based on the concept of rational expectations. This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It begins by charting the institutional background and looks at the recent history of movements in some of the major exchange rates. The theoretical sections focus on the economic and finance theory of the asset market approach, the macroeconomic models developed from this approach, and on interest rate parity theory. The empirical chapters draw on the authors' own research from a high quality set of exchange rate and interest rate data. The statistical properties of exchange rates are analysed; the relationship between spot and forward rates is examined; and the modelling and impact of new information on the forward and spot relationship is considered. The final chapter is devoted to the estimation and testing of exchange rate models.
Essays in Honour of Fabio Canova
Title | Essays in Honour of Fabio Canova PDF eBook |
Author | Juan J. Dolado |
Publisher | Emerald Group Publishing |
Pages | 203 |
Release | 2022-09-21 |
Genre | Business & Economics |
ISBN | 1803828315 |
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.
Working Paper Series
Title | Working Paper Series PDF eBook |
Author | |
Publisher | |
Pages | 630 |
Release | 2000 |
Genre | Economics |
ISBN |