Taylor Rule Based Model of Exchange Rate with Wealth Effects

Name: Taylor Rule Based Model of Exchange Rate with Wealth Effects
Brand: LAP Lambert Academic Publishing
SKU: 9783659958854
Price: 23945 HUF
Availability: InStock

Szerző: Rudan Wang

Nyelv:

Kötés: Puha kötésű

Kiadó: LAP Lambert Academic Publishing

Elérhetőség: Beszállítói készleten

Küldés 5-8 napon belül

23 945 Ft

Currencies, like other financial assets, fluctuate daily and are influenced by a variety of factors....

Információk a könyvről

Szerző

Rudan Wang

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2016

oldal

216

EAN

9783659958854

Enbook ID

15201488

Kiadó

LAP Lambert Academic Publishing

Súly

303

Méretek

150 x 220 x 11

Teljes leírás

Currencies, like other financial assets, fluctuate daily and are influenced by a variety of factors. The high volatility and complex nature of exchange rates make them very difficult to model. Since the start of the floating exchange rate era, the puzzle as to how exchange rates are linked to macroeconomic fundamentals has been one of the central challenges confronting international economics. This book provides relevant concepts and frameworks for exchange rate studies and discusses exchange rate studies in several aspects. - Overview the history of the FX market and exchange rate regimes - Review of the main macroeconomic exchange rate models in the exchange rate literature, including their forecasting ability and limitations. - Models of the Taylor rule and a Taylor rule based exchange rate model incorporating wealth effects, as represented by both asset prices and asset wealth. - Out-of-sample forecast performance of both the wealth augmented Taylor rule model and Taylor rule exchange rate model. This book can serves as a valuable supplement for courses on economics, international finance at upper-undergraduate and graduate levels.

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Taylor Rule Based Model of Exchange Rate with Wealth Effects

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