Analyzing Monetary Policy

Mehmet Ivrendi

Revision with unchanged content. This book analyzes the relationships among monetary policy, stock prices and exchange rates. Afte... Mehr

Format:	Kartonierter Einband (Kt)
EAN:	9783639417579
Anzahl Seiten:	252

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Titel :	Analyzing Monetary Policy
Untertitel :	Stock Prices and Exchange Rate
Autor:	Mehmet Ivrendi
EAN:	9783639417579
ISBN :	978-3-639-41757-9
Format:	Kartonierter Einband (Kt)
Herausgeber:	AV Akademikerverlag
Genre:	Übrige Sachbücher & Sonstiges
Anzahl Seiten:	252
Gewicht:	392g
Größe:	H220mm x B150mm x T15mm
Jahr:	2012
Auflage :	Aufl.
Sprache:	Englisch

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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.

Autorentext

is an Assistant Professor in the department of economics at Pamukkale University, Denizli, Turkey. He holds a Ph.D in economics from North Carolina State University, Raleigh, North Carolina and a Master's degree in economics from Old Dominion University, Norfolk, Virginia.

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