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Theorie Und Empirie Flexibler Wechselkurse: Eine Okonometrische Untersuchung Mit Methoden Der Kointegration Und Der Multivariaten Zeitreihenanalyse

Theorie Und Empirie Flexibler Wechselkurse: Eine Okonometrische Untersuchung Mit Methoden Der Kointegration Und Der Multivariaten Zeitreihenanalyse (Paperback)

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Synopsis

Mit Hilfe neuer okonometrischer Ansatze zeigt die Arbeit die Moglichkeit und Grenzen der Erklarung und der Prognose von Wechselkursanderungen. Teil 1 liefert in kompakter Form einen Uberblick uber die verschiedenen theoretischen Wechselkursmodelle. Im empirischen Teil werden die Analysetraditionen Okonometrie und Zeitreihenanalyse kombiniert. Durch die Untersuchung auf langfristige Kointegrationsbeziehungen und die kurzfristige Dynamik lassen sich im Rahmen von VAR-Modellen Ruckschlusse auf die Wechselwirkungen zwischen den Modellvariablen ziehen. Es werden die wichtigsten Wechselkurse uber den Zeitraum von 1973-1991 untersucht. Durch eine Kombination der Analyseansatze lassen sich makrookonomische Variablen konsistent auf dynamische Anpassungsprozesse und auf langfristige Gleichgewichtsbeziehungen untersuchen.

BusinessEconomicsEconomic theory & philosophy Publisher: Physica-Verlag GmbH & Co Publication Date: 28/07/1994 ISBN-13: 9783790807806  Details: Type: Paperback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

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