Recent developments on exchange rates
著者
書誌事項
Recent developments on exchange rates
（Applied Econometrics Association series）
Palgrave Macmillan, 2004
大学図書館所蔵 全22件
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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