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OverviewThis 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. Full Product DetailsAuthor: S. Lardic , V. Mignon , Jean H.P. PaelinckPublisher: Palgrave USA Imprint: Palgrave Macmillan Edition: 2004 ed. Dimensions: Width: 15.60cm , Height: 1.90cm , Length: 23.40cm Weight: 0.362kg ISBN: 9781403934871ISBN 10: 1403934878 Pages: 144 Publication Date: 29 January 2004 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsPART 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.CharmleyReviewsAuthor InformationSANDRINE LARDIC is Senior Lecturer in Economics at the University of Paris X (France) and also is consultant for Sinopia Asset Management. She carries on research concerning econometrics in the fields of financial markets and macroeconomics. She is the author of books and papers on theoretical and applied econometrics. - VALERIE MIGNON is Professor of Economics at the University of Paris X (France). She conducts research on theoretical econometric methods and applied econometrics in the fields of financial markets and macroeconomics. Her research interests include long-memory processes and non-linear econometrics. She is the author of books and papers on theoretical and applied econometrics. Tab Content 6Author Website:Countries AvailableAll regions |