international macroeconomics and finance theory and empirical methods 1st edition by Nelson Mark – Ebook PDF Instant Download/Delivery.063122288X,9780631222880
Full download international macroeconomics and finance theory and empirical methods 1st edition after payment
Product details:
ISBN 10:063122288X
ISBN 13: 9780631222880
Author: Nelson Mark
This short, concrete, and to-the-point book guides students through this vast field of conflicting opinions. The book begins from the premise that students benefit most from seeing a balanced treatment of all available views. For instance, this book provides coverage of both ad hoc and optimizing models. It also explores divisions such as flexible price versus sticky price models, rationality versus irrationality, and calibration versus statistical inference. By giving consideration to each of these ‘mini debates;, this book shows how each approach has its good and bad points
international macroeconomics and finance theory and empirical methods 1st Table of contents:
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.
People also search for international macroeconomics and finance theory and empirical methods 1st:
international macroeconomics and finance bocconi
global research forum on international macroeconomics and finance
international macroeconomics and finance theory and econometric methods
international macroeconomics and finance theory and empirical methods
international finance and open economy macroeconomics
You may also like…
eBook PDF
Political Theory and International Relations 1st edition by Charles Beitz 9781400822928 1400822920
