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Analyzing Monetary Policy

 

Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
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  • Product Description
 
Revision with unchanged content. This book analyzes the relationships among monetary policy, stock prices and exchange rates. After introducing the relationship among the variables of interest and the problems of measuring the effects of monetary policy on stock prices or exchange rates, the simultaneous relationship between monetary policy and stock prices is examined. Also, the simultaneous relationship between monetary policy and the exchange rate is investigated. Multivariate relationships among monetary policy, stock prices and the exchange rate are examined by using various multivariate methods such as the VECM, VAR, VARX and VAR-GARCH. The literature on measuring the reaction of monetary policy to macroeconomic variables or vice versa has focused either on a single equation of monetary response, which is subject to the simultaneity bias problem, or the VAR analysis, which is subject to the heteroscedasticity problem. We employ the ITH method to estimate the reaction of monetary policy to stock prices and the reaction of monetary policy to the exchange rate. The ITH method overcomes the simultaneous bias problem and it uses heteroskedasticity to estimate the parameter of interest. The book is addressed to professionals, Ph.D and Master?s students in the fields of economics and finance.
Product Specifications
SKU :COC12685
AuthorMehmet Ivrendi
LanguageEnglish
BindingPaperback
Number of Pages252
Publishing Year5/25/2012
ISBN978-3639417579
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-17 00:00:00