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Macroeconomics --- -AA / International- internationaal --- 330.00 --- 330.3 --- 339 --- Economics --- Economische en sociale theorieën: algemeenheden. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Economische en sociale theorieën: algemeenheden --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- -Macroeconomics -
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Macroeconomics --- Economic policy and planning (general) --- Management --- Business & Economics --- Management Theory --- AA / International- internationaal --- 331.31 --- 330.3 --- Economisch beleid. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Economic policy --- Mathematical models --- Congresses --- Economisch beleid --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics
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Business cycles --- Mathematical models --- 330.33 --- -AA / International- internationaal --- 331.00 --- 330.3 --- Economic cycles --- Economic fluctuations --- Cycles --- Financial crises --- Conjunctuurtheorieen. Krisistheorieen. Kondratiefcyclus --- Economische bewegingen: algemeenheden. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Mathematical models. --- 330.33 Conjunctuurtheorieen. Krisistheorieen. Kondratiefcyclus --- AA / International- internationaal --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Economische bewegingen: algemeenheden --- Business cycles - Mathematical models
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Methodology of economics --- Economics --- economie --- AA / International- internationaal --- 330.1 --- 330.00 --- 330.3 --- Economic theory --- Political economy --- Social sciences --- Economic man --- Domein en natuur van de staathuishoudkunde. --- Economische en sociale theorieën: algemeenheden. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Economics. --- Economische en sociale theorieën: algemeenheden --- Domein en natuur van de staathuishoudkunde --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics
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Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a "naive" random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.
International finance --- Business & Economics --- Economic Theory --- AA / International- internationaal --- 330.3 --- 333.450 --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit
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Quantitative methods (economics) --- Econometrics --- Econometrics. --- AA / International- internationaal --- 303.8 --- 330.115 --- 330.3 --- Econometrische behandeling van een onderwerp. --- Econometrie --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- 330.115 Econometrie --- Economics, Mathematical --- Statistics --- Econometrische behandeling van een onderwerp --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics
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Microeconomics --- Equilibrium (Economics) --- Congresses --- AA / International- internationaal --- 331.05 --- 330.3 --- 330.01 --- NBB congres --- Econometrische analyse van de economische bewegingen en cycli. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Theorie van het economisch evenwicht. --- Conferences - Meetings --- Theorie van het economisch evenwicht --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Econometrische analyse van de economische bewegingen en cycli
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