Arbeitspapier
Monetary disequilibria and the Euro/Dollar exchange rate
Although stable money demand functions are crucial for the monetary model of the exchange rate, empirical research on exchange rates and money demand is more or less disconnected. This paper tries to fill the gap for the Euro/Dollar exchange rate. We investigate whether monetary disequilibria provided by the empirical literature on U.S. and European money demand functions contain useful information about exchange rate movements. Our results suggest that the empirical performance of the monetary exchange rate model improves when insights from the money demand literature are explicitly taken into account.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper Series 1 ; No. 2005,18
- Klassifikation
-
Wirtschaft
Foreign Exchange
Demand for Money
- Thema
-
Euro/Dollar Exchange Rate
Monetary Model
Money Demand Functions
Geldnachfrage
Wechselkurs
Nicht-Walrasianisches Gleichgewicht
Monetäre Wechselkurstheorie
Schätzung
Vereinigte Staaten
EU-Staaten
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Nautz, Dieter
Ruth, Karsten
- Ereignis
-
Veröffentlichung
- (wer)
-
Deutsche Bundesbank
- (wo)
-
Frankfurt a. M.
- (wann)
-
2005
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Nautz, Dieter
- Ruth, Karsten
- Deutsche Bundesbank
Entstanden
- 2005
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