International macroeconomics and finance: theory and econometric methods
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Malden, Mass. [u.a.]
Blackwell Publ.
2001
|
| Edition: | 1. publ. |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009526767&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XI, 283 S. graph. Darst. |
| ISBN: | 0631222871 063122288X 9780631222880 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV013922643 | ||
| 003 | DE-604 | ||
| 005 | 20151207 | ||
| 007 | t| | ||
| 008 | 010921s2001 xxud||| |||| 00||| eng d | ||
| 020 | |a 0631222871 |9 0-631-22287-1 | ||
| 020 | |a 063122288X |9 0-631-22288-X | ||
| 020 | |a 9780631222880 |9 978-0-631-22288-0 | ||
| 035 | |a (OCoLC)45618357 | ||
| 035 | |a (DE-599)BVBBV013922643 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-1047 |a DE-473 |a DE-355 |a DE-N2 |a DE-703 |a DE-19 |a DE-521 |a DE-11 |a DE-188 |a DE-384 |a DE-634 | ||
| 050 | 0 | |a HG3881.M3334 2001 | |
| 082 | 0 | |a 339 |2 21 | |
| 082 | 0 | |a 339 21 | |
| 084 | |a QC 300 |0 (DE-625)141265: |2 rvk | ||
| 084 | |a QK 640 |0 (DE-625)141673: |2 rvk | ||
| 084 | |a QM 331 |0 (DE-625)141778: |2 rvk | ||
| 100 | 1 | |a Mark, Nelson C. |d 1955- |e Verfasser |0 (DE-588)128758945 |4 aut | |
| 245 | 1 | 0 | |a International macroeconomics and finance |b theory and econometric methods |c Nelson C. Mark |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Malden, Mass. [u.a.] |b Blackwell Publ. |c 2001 | |
| 300 | |a XI, 283 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 650 | 7 | |a Econometrie |2 gtt | |
| 650 | 4 | |a Finances internationales | |
| 650 | 7 | |a Internationale financiën |2 gtt | |
| 650 | 7 | |a Macro-economie |2 gtt | |
| 650 | 4 | |a Macro-économie | |
| 650 | 7 | |a Wiskundige modellen |2 gtt | |
| 650 | 7 | |a Wisselkoersen |2 gtt | |
| 650 | 4 | |a Économétrie | |
| 650 | 4 | |a International finance | |
| 650 | 4 | |a Macroeconomics | |
| 650 | 4 | |a Econometrics | |
| 650 | 0 | 7 | |a Weltwirtschaft |0 (DE-588)4065468-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Internationaler Kreditmarkt |0 (DE-588)4120506-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Geldtheorie |0 (DE-588)4121333-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Außenwirtschaftstheorie |0 (DE-588)4120953-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Monetäre Außenwirtschaftstheorie |0 (DE-588)4724045-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Außenwirtschaftstheorie |0 (DE-588)4120953-9 |D s |
| 689 | 0 | 1 | |a Geldtheorie |0 (DE-588)4121333-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Monetäre Außenwirtschaftstheorie |0 (DE-588)4724045-3 |D s |
| 689 | 1 | |5 DE-188 | |
| 689 | 2 | 0 | |a Weltwirtschaft |0 (DE-588)4065468-0 |D s |
| 689 | 2 | 1 | |a Internationaler Kreditmarkt |0 (DE-588)4120506-6 |D s |
| 689 | 2 | 2 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |D s |
| 689 | 2 | |5 DE-188 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009526767&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009526767 | |
Record in the Search Index
| _version_ | 1819334483779780608 |
|---|---|
| adam_text | I Contents
Preface ix
1 Some institutional background 1
1.1 International financial markets 1
1.2 National accounting relations 11
1.3 The central bank s balance sheet 15
2 Some useful time series methods 17
2.1 Unrestricted vector autoregressions 18
2.2 The generalized method of moments 26
2.3 The simulated method of moments 29
2.4 Unit roots 31
2.5 Panel unit root tests 39
2.6 Cointegration 49
2.7 Filtering 52
3 The monetary model 62
3.1 Purchasing power parity 62
3.2 The monetary model of the balance of payments 65
vi Contents
3.3 The monetary model under flexible exchange rates 67
3.4 Fundamentals and exchange rate volatility 70
3.5 Testing monetary model predictions 73
Problems 80
4 The Lucas model 82
4.1 The barter economy 83
4.2 The one money monetary economy 88
4.3 The two money monetary economy 92
4.4 An introduction to the calibration method 96
4.5 Calibrating the Lucas model 98
Appendix: Markov chains 104
Problems 106
5 International real business cycles 107
5.1 Calibrating the one sector growth model 107
5.2 Calibrating a two country model 118
6 Foreign exchange market efficiency 127
6.1 Deviations from UIP 128
6.2 Rational risk premia 136
6.3 Testing Euler equations 139
6.4 Apparent violations of rationality 143
6.5 The peso problem 146
6.6 Noise traders 152
Problems 159
7 The real exchange rate 163
7.1 Some preliminary issues 164
7.2 Deviations from the law of one price 164
7.3 Long run determinants of the real exchange rate 167
Contents vii
7.4 Long run analyses of real exchange rates 170
Problem 178
8 The Mundell Fleming model 179
8.1 A static Mundell Fleming model 179
8.2 Dornbusch s dynamic Mundell Fleming model 185
8.3 A stochastic Mundell Fleming model 189
8.4 VAR analysis of Mundell Fleming 194
Appendix: Solving the Dornbusch model 200
Problems 203
9 The new international macroeconomics 205
9.1 The Redux model 206
9.2 Pricing to market 224
Problems 238
10 Target zone models 240
10.1 Fundamentals of stochastic calculus 240
10.2 The continuous time monetary model 243
10.3 Infinitesimal marginal intervention 245
10.4 Discrete intervention 250
10.5 Eventual collapse 252
10.6 Imperfect target zone credibility 253
11 Balance of payments crises 256
11.1 A first generation model 257
11.2 A second generation model 262
Bibliography 270
Author index 277
Subject index 279
|
| any_adam_object | 1 |
| author | Mark, Nelson C. 1955- |
| author_GND | (DE-588)128758945 |
| author_facet | Mark, Nelson C. 1955- |
| author_role | aut |
| author_sort | Mark, Nelson C. 1955- |
| author_variant | n c m nc ncm |
| building | Verbundindex |
| bvnumber | BV013922643 |
| callnumber-first | H - Social Science |
| callnumber-label | HG3881 |
| callnumber-raw | HG3881.M3334 2001 |
| callnumber-search | HG3881.M3334 2001 |
| callnumber-sort | HG 43881 M3334 42001 |
| callnumber-subject | HG - Finance |
| classification_rvk | QC 300 QK 640 QM 331 |
| ctrlnum | (OCoLC)45618357 (DE-599)BVBBV013922643 |
| dewey-full | 339 33921 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339 339 21 |
| dewey-search | 339 339 21 |
| dewey-sort | 3339 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02865nam a2200721 c 4500</leader><controlfield tag="001">BV013922643</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20151207 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">010921s2001 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0631222871</subfield><subfield code="9">0-631-22287-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">063122288X</subfield><subfield code="9">0-631-22288-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780631222880</subfield><subfield code="9">978-0-631-22288-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)45618357</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013922643</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1047</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG3881.M3334 2001</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">339</subfield><subfield code="2">21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">339 21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 300</subfield><subfield code="0">(DE-625)141265:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 640</subfield><subfield code="0">(DE-625)141673:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 331</subfield><subfield code="0">(DE-625)141778:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mark, Nelson C.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128758945</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">International macroeconomics and finance</subfield><subfield code="b">theory and econometric methods</subfield><subfield code="c">Nelson C. Mark</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Malden, Mass. [u.a.]</subfield><subfield code="b">Blackwell Publ.</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 283 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Hier auch später erschienene, unveränderte Nachdrucke</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finances internationales</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Internationale financiën</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Macro-economie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macro-économie</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wiskundige modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wisselkoersen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économétrie</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">International finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Weltwirtschaft</subfield><subfield code="0">(DE-588)4065468-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Internationaler Kreditmarkt</subfield><subfield code="0">(DE-588)4120506-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Geldtheorie</subfield><subfield code="0">(DE-588)4121333-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Außenwirtschaftstheorie</subfield><subfield code="0">(DE-588)4120953-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Monetäre Außenwirtschaftstheorie</subfield><subfield code="0">(DE-588)4724045-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4123623-3</subfield><subfield code="a">Lehrbuch</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Außenwirtschaftstheorie</subfield><subfield code="0">(DE-588)4120953-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Geldtheorie</subfield><subfield code="0">(DE-588)4121333-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Monetäre Außenwirtschaftstheorie</subfield><subfield code="0">(DE-588)4724045-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Weltwirtschaft</subfield><subfield code="0">(DE-588)4065468-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Internationaler Kreditmarkt</subfield><subfield code="0">(DE-588)4120506-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="2"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009526767&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009526767</subfield></datafield></record></collection> |
| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV013922643 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:55:56Z |
| institution | BVB |
| isbn | 0631222871 063122288X 9780631222880 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009526767 |
| oclc_num | 45618357 |
| open_access_boolean | |
| owner | DE-1047 DE-473 DE-BY-UBG DE-355 DE-BY-UBR DE-N2 DE-703 DE-19 DE-BY-UBM DE-521 DE-11 DE-188 DE-384 DE-634 |
| owner_facet | DE-1047 DE-473 DE-BY-UBG DE-355 DE-BY-UBR DE-N2 DE-703 DE-19 DE-BY-UBM DE-521 DE-11 DE-188 DE-384 DE-634 |
| physical | XI, 283 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Blackwell Publ. |
| record_format | marc |
| spellingShingle | Mark, Nelson C. 1955- International macroeconomics and finance theory and econometric methods Econometrie gtt Finances internationales Internationale financiën gtt Macro-economie gtt Macro-économie Wiskundige modellen gtt Wisselkoersen gtt Économétrie International finance Macroeconomics Econometrics Weltwirtschaft (DE-588)4065468-0 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd Geldtheorie (DE-588)4121333-6 gnd Außenwirtschaftstheorie (DE-588)4120953-9 gnd Monetäre Außenwirtschaftstheorie (DE-588)4724045-3 gnd |
| subject_GND | (DE-588)4065468-0 (DE-588)4120506-6 (DE-588)4074486-3 (DE-588)4121333-6 (DE-588)4120953-9 (DE-588)4724045-3 (DE-588)4123623-3 |
| title | International macroeconomics and finance theory and econometric methods |
| title_auth | International macroeconomics and finance theory and econometric methods |
| title_exact_search | International macroeconomics and finance theory and econometric methods |
| title_full | International macroeconomics and finance theory and econometric methods Nelson C. Mark |
| title_fullStr | International macroeconomics and finance theory and econometric methods Nelson C. Mark |
| title_full_unstemmed | International macroeconomics and finance theory and econometric methods Nelson C. Mark |
| title_short | International macroeconomics and finance |
| title_sort | international macroeconomics and finance theory and econometric methods |
| title_sub | theory and econometric methods |
| topic | Econometrie gtt Finances internationales Internationale financiën gtt Macro-economie gtt Macro-économie Wiskundige modellen gtt Wisselkoersen gtt Économétrie International finance Macroeconomics Econometrics Weltwirtschaft (DE-588)4065468-0 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Makroökonomisches Modell (DE-588)4074486-3 gnd Geldtheorie (DE-588)4121333-6 gnd Außenwirtschaftstheorie (DE-588)4120953-9 gnd Monetäre Außenwirtschaftstheorie (DE-588)4724045-3 gnd |
| topic_facet | Econometrie Finances internationales Internationale financiën Macro-economie Macro-économie Wiskundige modellen Wisselkoersen Économétrie International finance Macroeconomics Econometrics Weltwirtschaft Internationaler Kreditmarkt Makroökonomisches Modell Geldtheorie Außenwirtschaftstheorie Monetäre Außenwirtschaftstheorie Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009526767&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT marknelsonc internationalmacroeconomicsandfinancetheoryandeconometricmethods |