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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems Javier Gardeazabal Softcover reprint of the original 1st ed. 1992 edition
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The Monetary Model of Exchange Rates and Cointegration: Estimation, Testing and Prediction - Lecture Notes in Economics and Mathematical Systems
Javier Gardeazabal
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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1992. gada 5. augusts |
| ISBN13 | 9783540556350 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 194 |
| Izmēri | 170 × 244 × 11 mm · 344 g |
| Valoda | Vācu |
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