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Title: The monetary integration of Central and Eastern European economies : essays in applied econometrics
Author: Spiru, Alina Maria
ISNI:       0000 0001 3475 4343
Awarding Body: University of Reading
Current Institution: University of Reading
Date of Award: 2007
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The expected adherence to the European Monetary Union of a number of Central and Eastern European economies provides an opportunity to assess the effectiveness of the monetary and exchange rate policies pursued by these countries during the complex transition and accession period. This thesis assumes this challenge and performs a stocktaking exercise in the confines of an econometric investigation. The four topics selected for the empirical analysis are: the causal link between money and output, the inflation convergence process, die mean reversion of real change rates and the presence of nonlinear features in real exchange rate dynamics. Although the chapters that address these issues can be regarded as self-contained essays, the common denominator is represented by the subject matter and the features of the econometric assessment, which relies upon recent developments in the area of nonstationary time series and panel data techniques.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available