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A Study of Monetary Exchange Rate Theory and Models

Author: LinPing
Tutor: LiuSiYue
School: Wuhan University
Course: Finance
Keywords: Monetarist Exchange Rate Theory Exchange rate model Forecast
CLC: F830.7
Type: Master's thesis
Year: 2005
Downloads: 334
Quote: 2
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Abstract


Monetarist exchange rate theory is one of the most important most far-reaching exchange rate theory , it monetary factors added to the exchange rate determination theory , the combination of purchasing power parity and the quantity of money equation , the establishment of a general monetary model , revealing the exchange rate and relative money supply the quantitative relationship between the amount of relative output , relative interest rates and other economic factors , on this basis, the formation of a variety of models , such as sticky-price model , flexible price model . Since its inception in the 1960s , the monetarist exchange rate theory is widely used in the exchange rate forecasts and the government's macro decision-making , but the predicted results are not always satisfactory , even more than but a simple random walk model , random walk model , the monetarist exchange rate model is the monetary model with complete real economic significance , but the result unsatisfactory performance , it is necessary to understand this is one of the causes and the limitations of the monetary model . In this paper reviewed the course of four decades monetarist exchange rate theory and its main representative model, such as initial general monetary model , after the flexible price monetary model , the sticky-price monetary model , actual spreads Model , Hooper and Morton model etc., on this basis of a monetarist exchange rate theory , empirical research , focusing on monetarist exchange rate theory can not explain the changes in exchange rates , changes in exchange rates in the short term , help people to carry out further discussion of these empirical studies exchange rate forecast .

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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Exchange
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