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Exchange Rates and International Macroeconomics
About this book
This volume, presenting some of the finest new research on exchange rates and international macroeconomics, contains papers and critical commentary by thirty-two leading economists. Taken together, these papers provide sound evidence about the effects of real and monetary factors on exchange rates and extend the analyses of exchange rates and international macroeconomics by outlining the kinds of behavior and institutional arrangements that can be incorporated into such analyses.
Both empirical and theoretical research are represented, and the contributors analyze such issues as the performance of various models of exchange rate determination, the role of risk and speculation in the forward market for foreign exchange, the rational expectations hypothesis in such markets, the performance of monetary policy in ten industrial countries, the role that labor market contracts play in exchange rate policies, the effect of he oil shocks on the evolution of exchange rates, and the output cost of bringing down inflation in the open economy.
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Yes, you can access Exchange Rates and International Macroeconomics by Jacob A. Frenkel in PDF and/or ePUB format, as well as other popular books in Business & Business General. We have over one million books available in our catalogue for you to explore.
Information
Publisher
University of Chicago PressYear
2010Print ISBN
9780226262505, 9780226262499eBook ISBN
9780226262536Table of contents
- Contents
- Preface
- 1. An Introduction to Exchange Rates and International Macroeconomics
- 2. An Accounting Framework and Some Issues for Modeling How Exchange Rates Respond to the News
- 3. The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
- 4. Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
- 5. Rational Expectations and the Foreign Exchange Market
- 6. The Use of Monetary Policy for Internal and External Balance in Ten Industrial Countries
- 7. Staggered Contracts and Exchange Rate Policy
- 8. Oil Shocks and Exchange Rate Dynamics
- 9. Real Adjustment and Exchange Rate Dynamics
- 10. Real Exchange Rate Overshooting and the Output Cost of Bringing Down Inflation: Some Further Results
- List of Contributors
- Author Index
- Subject Index