The Econometrics of Exchange Rates

Efthymios Pavlidis, Ivan Paya () and David Peel

Chapter 22 in Palgrave Handbook of Econometrics, 2009, pp 1025-1083 from Palgrave Macmillan

Abstract: Abstract We provide a selective overview of the econometric methods employed in modeling some of the key relationships which determine the behavior of exchange rates and the efficacy of models employed to forecast them.

Keywords: Exchange Rate; Unit Root; Real Exchange Rate; Purchase Power Parity; Money Demand (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (3)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-24440-5_22

Ordering information: This item can be ordered from
http://www.palgrave.com/9780230244405

DOI: 10.1057/9780230244405_22

Access Statistics for this chapter

More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().