International macroeconomics and finance : theory and econometric methods

Başlık:

Yazar:

Mark, Nelson C. (Nelson Chung), 1955-

ISBN:

9780631222873

9780631222880

Ek Yazar:

Mark, Nelson C. (Nelson Chung), 1955-

Yayım Bilgisi:

Malden, MA : Blackwell Publishers, c2001.

Fiziksel Tanım:

xi, 283 p. : ill. ; 26 cm.

Contents:

Some institutional background -- Some useful time-series methods -- The monetary model -- The Lucas model -- International real business cycles -- Foreign exchange market efficiency -- The real exchange rate -- The Mundell-Fleming model -- The new international macroeconomics -- Target-zone models -- Balance-of-payments crises.

Abstract:

This short, concrete, and to-the-point book guides students through the vast field of conflicting opinions that is international macroeconomics and finance. The book is based on the premise that students benefit most from seeing a balanced treatment of all available views.

Genre:

Lehrbuch.

Electronic Access:

Table of contents http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009526767&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Inhaltsverzeichnis International macroeconomics and finance

Mevcut:*

Library	Materyal Türü	Barkod	Yer Numarası	Durum
Searching... Pamukkale Merkez Kütüphanesi	Kitap	0066455	HG3881 .M3334 2001	Searching... Unknown

1 Some Institutional Background

International Financial Markets

National Accounting Relations

The Central Bank's Balance Sheet

2 Some Useful Time-Series Methods

Unrestricted Vector Autoregressions

The Generalized Method of Moments

The Simulated Method of Moments

Unit Roots

Panel Unit-Root Tests

Cointegration

Filtering

3 The Monetary Model

Purchasing-Power Parity

The Monetary Model of the Balance of Payments

The Monetary Model under Flexible Exchange Rates

Fundamentals and Exchange Rate Volatility

Testing Monetary Model Predictions

Problems

4 The Lucas Model

The Barter Economy

The One-Money Monetary Economy

The Two-Money Monetary Economy

An Introduction to the Calibration Method

Calibrating the Lucas Model

Appendix: Markov Chains

Problems

5 International Real Business Cycles

Calibrating the One-Sector Growth Model

Calibrating a Two-Country Model

6 Foreign Exchange Market Efficiency

Deviations from UIP

Rational Risk Premia

Testing Euler Equations

Apparent Violations of Rationality

The "Peso Problem"

Noise Traders

Problems

7 The Real Exchange Rate

Some Preliminary Issues

Deviations from the "Law-of-One-Price"

Long-Run Determinants of the Real Exchange Rate

Long-Run Analyses of Real Exchange Rates

Problem

8 The Mundell -Fleming Model

A Static Mundell -Fleming Model

Dornbusch's Dynamic Mundell -Fleming Model

A Stochastic Mundell -Fleming Model

VAR Analysis of Mundell -Fleming

Appendix: Solving the Dornbusch Model

Problems

9 The New International Macroeconomics:The Redux Model

Pricing to market

Problems

10 Target-Zone Models:Fundamentals of Stochastic Calculus

The Continuous-Time Monetary Model

Infinitesimal Marginal Intervention

Discrete Intervention

Eventual Collapse

Imperfect Target-Zone Credibility

11 Balance-of-Payments Crises:A First-Generation Model

A Second-Generation Model

Bibliography

Author Index

Subject Index

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