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University of Kentucky Doctoral Dissertations
Exchange Rates|Vector Autoregression|Current Account|Purchasing Power Parity|Half-life
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Three Essays On Exchange Rate Economics, Gil Kim
Three Essays On Exchange Rate Economics, Gil Kim
University of Kentucky Doctoral Dissertations
A country’s economy is becoming more and more dynamic and complicated in its scale and mobility. So, the concerns of exchange rate economics have become more popular. My research interest is in international economics with its major factor, exchange rates and other macroeconomic variables. Chapter 1 presents a brief introduction of the three studies.
Chapter Two investigate the role of exchange rate changes with particular attention to international capital flows. With liberalization of capital movements, international capital movements became free and unrestricted in many emerging market economies as well as developed countries. Using a Vector Auto-regressive (VAR) model for a …