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The Monetary Model of Exchange Rates and Cointegration

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Cover of 'The Monetary Model of Exchange Rates and Cointegration'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 The Monetary Model of Exchange Rate Determination
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    Chapter 3 Long run Exchange Rate Determination I
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    Chapter 4 Long Run Exchange Rate Determination II
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    Chapter 5 Short Run Exchange Rate Determination
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    Chapter 6 Effect of Non-Normal Disturbances on Likelihood Ratio Tests
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    Chapter 7 Estimation of The Time Series Model
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    Chapter 8 Prediction in Cointegrated Systems
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    Chapter 9 Nominal Exchange Rate Prediction
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    Chapter 10 A Simulation Exercise
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    Chapter 11 Conclusions
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