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Sunday, July 26, 2020 | History

2 edition of An econometric model of Canada under the fluctuating exchange rate found in the catalog.

An econometric model of Canada under the fluctuating exchange rate

Lawrence H. Officer

An econometric model of Canada under the fluctuating exchange rate

by Lawrence H. Officer

  • 113 Want to read
  • 39 Currently reading

Published by Harvard University Press in Cambridge, MA .
Written in English

    Subjects:
  • Canada -- Economic conditions -- Econometric models

  • Edition Notes

    Statementby Lawrence H. Officer.
    SeriesHarvard economic studies
    The Physical Object
    Pagination319 p. ;
    Number of Pages319
    ID Numbers
    Open LibraryOL23848640M

    The author presents a model of the steel industry featuring relative price effects on trade and consumption volumes as well as price, volume, productivity and wage responses to demand pressure. Simulations over the period QQ1 suggest that the industry's output and profits have benefited from the depreciation of the Canadian dollar. the exchange rate of the type investigated by Meese and Rogoff (a, b) are also introduced. The results of the forecast exercise are discussed in section 3. Section 4 concludes the paper. 2. Structural models of the exchange rate The Michigan Quarterly Econometric Model’.

    I'm doing a research to examine the impact of real exchange rate, volatility and GDP per capita for visiting country for Zimbabwe's tourism arrivals with 35 countries from to using. Abstract. In Chapter 4, Section , a two-equation wage-price model is discussed which extends the single-equation models of the preceding sections, in which wage change is shown to be a function of price change and unemployment, to suggest that wage changes also contribute towards price changes so that prices and wages become jointly reflects a belief that although it seems Author: R. F. Wynn, K. Holden.

    Other articles where Econometric model is discussed: Jan Tinbergen: noted for his development of econometric models. He was the cowinner (with Ragnar Frisch) . So my DV is the change in the mean interest rate of several countries, while the IV is the abnormal return for each country's interest rate following the event. The theory is that markets should react to changes peer group countries' interest rates, so as the IV increases (it .


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An econometric model of Canada under the fluctuating exchange rate by Lawrence H. Officer Download PDF EPUB FB2

An Econometric Model of Canada Under the Fluctuating Exchange Rate (Harvard Economic Studies #) (Hardcover) By Lawrence H. Officer. Harvard University Press,pp. Publication Date: January 1, Get this from a library. An econometric model of Canada under the fluctuating exchange rate.

[Lawrence H Officer]. Between Septemand May 2,the value of the Canadian dollar was allowed to fluctuate. This situation, in conjunction with an abundance of Canadian quantitative data, provided Lawrence Officer with a unique opportunity to test theories concerning an economy under the influence of a fluctuating exchange rate.

In order to explain the fluctuations that occurred, Officer set up a. An econometric model of Canada under the fluctuating exchange rate An econometric model of Canada under the fluctuating exchange rate by Officer, Lawrence H.

Publication date Topics Borrow this book to access EPUB and PDF files. IN COLLECTIONS. Books to : An Econometric Model of Canada under the Fluctuating Exchange Rate. By LAWRENCE H. OFFICER. Harvard Econometric Studies Cambridge: Harvard University Press, Pp. x, $ The construction of econometric models of the Canadian economy got off to a flying start after World War II with the development of an annual model.

Most of the available evidence refers in fact to the pre-crisis period. For instance, Sartore et al. () consider a structural econometric model for the real $ exchange rate in VECM form, using. An econometric model then is a set of joint probability distributions to which the true joint probability distribution of the variables under study is supposed to belong.

In the case in which the elements of this set can be indexed by a finite number of real-valued parameters, the model is called a parametric model ; otherwise it is a. An Econometric Model of Canada Under the Fluctuating Exchange Rate. Harvard University Press; ISBN p.↑ A.

Claire Cutler. Canadian Foreign Policy and International Economic Regimes. UBC Press; 1 November ISBN p. “Dollar-Sterling Mint Parity and Exchange Rates, ,” source of exchange-rate series in B. Mitchell, British Historical Statistics. Cambridge: Cambridge University Press,p.

(Data originally published in “Dollar-Sterling Mint Parity and Exchange Rates. Susan Houseman’s book presents some of the first hard evidence on the economic effects of providing job security, evidence gathered during the restructuring of the European Community’s steel industry in the s and author reviews personnel practices by the Community’s leading steel companies, basing her analysis on extensive interviews with employers, workers, and government.

An Econometric Model of Canada Under the Fluctuating Exchange Rate by Lawrence H. Officer avg rating — 0 ratings — published The Bank of Canada (BoC; French: Banque du Canada) is a Crown corporation and Canada's central bank. Chartered in under the Bank of Canada Act, it is responsible for formulating Canada's monetary policy, and for the promotion of a safe and sound financial system within Canada.

The Bank of Canada is the sole issuing authority of Canadian banknotes, provides banking services and money Governor: Stephen Poloz. An Econometric Model of The Term Structure of Interest Rates Under Regime-Switching Risk Shu Wu and Yong Zeng Abstract This paper develops and estimates a continuous-time model of the term structure of interests under regime shifts.

The model uses an analytically simple rep-File Size: KB. To correctly model the conditional variance of exchange rates, one must model the conditional mean.

If Ω t−1 is the information set at time t−1, the exchange rate return, y t, is usually modeled as follows: y t = E(y t|Ω t−1)+ε t, () where E.|.) denotes the conditional expectation operator and File Size: 1MB. The Brookings quarterly econometric model of the United States.

Chicago and Amsterdam: Rand McNally & Co. and North-Holland. An econometric model of Canada under the fluctuating exchange rate. Cambridge: Harvard University Press. Google Scholar. Welfe W. () Macroeconometric Models of the United States and Canada. In Cited by: 2. The simple econometric models for the exchange rate, according to recent researches, generates the forecasts with the highest degree of accuracy.

This type of models (Simultaneous Equations Model, MA(1) Procedure, Model with lagged variables) is used to describe the evolution of the average exchange rate in Romanian in January March There are many econometric models on the determinants of of which are country specific which are quite similar to my model.

Bayo () studied that fiscal deficit, money supply, interest rate and exchange rate are positively impacted on inflation rate in Nigeria during File Size: KB. One aim of this book is to examine the causes of fluctuations in the mark/dollar, pound/dollar, and yen/dollar real exchange rates for the period with quarterly data to determine appropriate policy recommendations to reduce these : Sven-Morten Mentzel.

An Econometric Model of Canada Under the Fluctuating Exchange Rate avg rating — 0 ratings — published Want to Read saving /5.

the exchange rate, while the performance of the NNs clearly improves when they are trained on monthly data. Keywords Exchange rate forecasting, purchasing power parity, econometric models, neural networks.

') University of Cagliari and CRENoS, Wale Fra' Ignazio, 78, I - Cagliari (Italy); Tel:File Size: KB. US Dollar/Euro Exchange Rate: A Monthly Econometric Model for Forecasting Abstract The intent of this paper is the construction of an econometric model able to produce reliable and reasonable forecasts for the US dollar/Euro real exchange rate.

In order to achieve this aim, we analyse an area-wide model. The aggregation is motivated by the factCited by: The TRACE model is a nonlinear econometric model of the Canadian economy built using annual data.

Its name derives from “Toronto annual Canadian econometric” model. The various versions are referred to by the year in which they were constructed.

TRACE was the first version and was reported on by Choudhry, Kotowitz, Sawyer, and Winder.The purpose of this paper is to build a model which successfully predicts the medium/long term USD/INR exchange rate movement.

There has been a lot of research and analysis work already in the area of exchange rate prediction as this is an area of interest for Scholars, Business houses, Investors and .