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3-month interbank ADFDF ADFO Angelini Arch Belgium Bertola and Svensson Box-Pierce Chart Chow F cointegrating countries currency substitution D.F. Hendry demand for money demand for real Deutsche Mark economic properties EEFF effects on money estimated equations expected devaluation expected rate explanatory variables Fase and Winder financial innovation forward premium France French franc GDP deflator Germany Hendry and Rinaldi indicators and tests inflation interbank rate Italian lira Italy Jarque-Bera levels of restrictions liberalisation Ljung-Box Log Likelihood long-run elasticity long-term interest rates long-term rates Marginal significance levels monetary aggregates monetary policy money balances money demand equations money holdings money stock Netherlands price homogeneity price level rate on money real balances Real GDP real income elasticities Recursive RESET(3 restrictions on coefficients S E R Sample breakpoint 88.1 Savings deposits Short-term interest rate short-term rates spot exchange rate stability Statistical indicators studies trend unit root United Kingdom vis-a-vis the Deutsche