Predictable movements in yen/DM exchange rates /
Saved in:
| Author / Creator: | Kong, Qingying. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, European I Dept., ©2000. |
| Description: | 1 online resource (36 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/00/143 IMF working paper ; WP/00/143. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12496647 |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | 12496647 | ||
| 006 | m o d | ||
| 007 | cr bn||||||abp | ||
| 007 | cr bn||||||ada | ||
| 008 | 100712s2000 dcua ob i000 0 eng d | ||
| 005 | 20240822221420.5 | ||
| 019 | |a 230949008 | ||
| 035 | 9 | |a (OCLCCM-CC)647087736 | |
| 035 | |a (OCoLC)647087736 |z (OCoLC)230949008 | ||
| 040 | |a OCLCE |b eng |e pn |c OCLCE |d CUS |d OCLCA |d OCLCQ |d HDC |d LLB |d OCLCQ |d OCLCF |d UWO |d OCLCQ |d OCLCO | ||
| 042 | |a dlr | ||
| 049 | |a MAIN | ||
| 050 | 4 | |a HG3881.5.I58 |b W67 no.00/143 | |
| 100 | 1 | |a Kong, Qingying. | |
| 245 | 1 | 0 | |a Predictable movements in yen/DM exchange rates / |c Qingying Kong. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, European I Dept., |c ©2000. | ||
| 300 | |a 1 online resource (36 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/00/143 | |
| 504 | |a Includes bibliographical references (pages 17-20). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | 3 | |a This paper examines the relevance of PPP, the adjustment channel of real exchange rate and the predictability of the movement in nominal exchange rate by studying the behavior of yen/DM exchange rate, using cointegration method. Results support PPP and find that the real exchange rate is mean-reverting. The change in the nominal exchange rate exhibits significant auto-regressive property. These findings imply that movements in the nominal yen/DM exchange rate is actually predictable. The error-correction model and a simple first order autoregressive model both outperform the random walk model in out-of-sample forecasting. | |
| 650 | 0 | |a Foreign exchange rates |x Forecasting |x Econometric models. | |
| 650 | 0 | |a Yen, Japanese |x Econometric models. | |
| 650 | 0 | |a Mark, German |x Econometric models. | |
| 650 | 0 | |a Purchasing power parity |x Econometric models. | |
| 650 | 0 | |a Prices |x Forecasting |x Econometric models. | |
| 650 | 6 | |a Taux de change |x Prévision |x Modèles économétriques. | |
| 650 | 6 | |a Yen |x Modèles économétriques. | |
| 650 | 6 | |a Deutsche Mark |x Modèles économétriques. | |
| 650 | 6 | |a Parités de pouvoir d'achat |x Modèles économétriques. | |
| 650 | 6 | |a Prix |x Prévision |x Modèles économétriques. | |
| 650 | 7 | |a Foreign exchange rates |x Forecasting |x Econometric models. |2 fast |0 (OCoLC)fst00931821 | |
| 650 | 7 | |a Purchasing power parity |x Econometric models. |2 fast |0 (OCoLC)fst01084300 | |
| 710 | 2 | |a International Monetary Fund. |b European I Department. | |
| 776 | 0 | 8 | |i Print version: |a Kong, Qingying. |t Predictable movements in yen/dm exchange rates. |d [Washington, D.C.] : International Monetary Fund, European I Dept., ©2000 |w (OCoLC)45177640 |
| 830 | 0 | |a IMF working paper ; |v WP/00/143. | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2000/143/001.2000.issue-143-en.xml |y INTERNATIONAL MONETARY FUND |
| 929 | |a oclccm | ||
| 999 | f | f | |i 82657831-95f2-53f9-875b-00328f2b5ae6 |s f41d403c-59ff-5737-b8e8-3b72a6ab85d6 |
| 928 | |t Library of Congress classification |a HG3881.5.I58W67 no.00/143 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2000/143/001.2000.issue-143-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12140677 | ||