International Economics, Economic Theory & Schools of Thought, International Business, Mathematics, Foreign Economic Relations, Economics - Mathematical & Quanitative Methods, Macroeconomics, Mathematical Modeling
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Surveys the theory and empirics of international parity conditions: purchasing power parity, covered and uncovered interest parity, and real interest parity, as well as the related Fisher and market efficiency hypotheses. Part I deals with the theory of international parity conditions, including some aspects of the history of economic thought. Part II offers a simplified exposition of methods of econometric testing, with explanations of unit root and cointegration tests written so as to be accessible to nonspecialist readers. Part III presents a survey of the empirical evidence on parity conditions. Annotation c. by Book News, Inc., Portland, Or.Book Details
Published
May 1, 1997
Publisher
Houndmills, Basingstoke, Hampshire : Macmillan Press ; 1997.
Pages
373
Format
Hardcover
ISBN
9780312172626