The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems - Javier Gardeazabal - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540556350 - August 5, 1992
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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1992 edition

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The authors draw from the theory of cointegration in order to test the monetary model of exchange rate determination. They focus on the issue of optimal prediction in partially non-stationary multivariate time series models. In particular, they carry out an exchange rate prediction exercise.


212 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 5, 1992
ISBN13 9783540556350
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 194
Dimensions 170 × 244 × 11 mm   ·   344 g
Language German  

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