Recent developments on exchange rates

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書誌事項

Recent developments on exchange rates

edited by Sandrine Lardic and Valérie Mignon

（Applied Econometrics Association series）

Palgrave Macmillan, 2004

大学図書館所蔵 件 / 全22件

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

This collection examines recent developments in exchange rate analysis. In the first part, two exchange rate models are proposed: a model which combines heterogeneous agents and transaction costs, and a dynamic general-equilibrium two-country sticky-price model. The second part of the book deals with econometric aspects of the exchange rate dynamics linked to regime-switching and structural breaks. In the third part of the book, an analysis of speculative attacks and monetary policy is presented.

目次

  • PART I: EXCHANGE RATE MODELS Heterogeneity of Beliefs and Exchange Rate Dynamics
  • P.De Grauwe & M.Grimaldi Real Exchange Rate Persistence in DGE Sticky-Price Models: An Analytical Characterization
  • H.Bouakez PART II: STRUCTURAL BREAKS AND REGIME SWITCHING Real Exchange Rate Dynamics: An Alternative Approach
  • Y-W Cheung & U.Erlandsson Structural Break and Unit Roots in Black Market Real Exchange
  • M.Cerrato & N.Sarantis PART III: SPECULATIVE ATTACKS AND MONETARY POLICY The Role of Foreign Speculators during Speculative Attacks: The Case of 1998
  • G.Bjønnes, D.Rime & H.O.A.A.Solheim Exchange Rate Policy and Foreign Debt: When is a Fear of Floating Optimal?
  • W.Berger Learning and Coordination Against a Fixed Exchange Rate
  • C.Charmley

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