Multiple Attributes Decision Making bei der Konfigurierung

Available from TIB Hannover: RR 5796(42) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEBundesministerium fuer Forschung und Technologie (BMFT), Bonn (Germany)DEGerman

The monetary exchange rate model in the long run: An empirical investigation

F31,

Time-Varying Fundamentals of the Euro-Dollar Exchange Rate

This study examines changes in the impact of the economic fundamentals on the euro-dollar exchange rate. First, the monetary model is augmented with the equity markets and the model is estimated in its structural form. Second, the time-varying impacts of the long-run fundamentals representing equilibrium in different markets on the euro-dollar exchange rate are examined using Kalman filtering. The time-varying structural model indicated that the relative importance of the different fundamentals was not equal and the impact of the fundamentals was time-dependent.Exchange rate, euro-dollar, structural form, Kalman filtering,

Exchange rate uncertainty and the efficiency of the forward market for foreign exchange

F31, G15,