Applied Econometrics Association Series

Lardic, S.; Mignon, V.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2004-01-29

Format: Hardcover

ISBN-13: 9781403934871

DOI:

Dimensions: 234cm x156cm

Pages: 144