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Do they fit out of sample
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Do they fit out of sample (1983)Do they fit out of sampleForecasting Economic Time Series (2000)Forecasting Economic Time Ser…In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)In search of the exchange ris…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Spot rates, forward rates and exchange market efficiency (1977)Spot rates, forward rates and…An examination of foreign exchange risk under fixed and floating rate regimes (1977)An examination of foreign exc…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…How Far Can We Push The "Law of One Price"? (1976)How Far Can We Push The "Law …Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (1970)The Estimation of Simultaneou…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Purchasing power parity (1978)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)A model of international asset pricing (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Distribution costs and real exchange rate dynamics during exchange-rate-based stabilizations (2003)Are Government Activities Productive? Evidence from a Panel of U.S. States (1994)Illegal Immigration, Border Enforcement, and Relative Wages: Evidence from Apprehensions at the U.S.-Mexico Border (1999)Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)An Almost Ideal Demand System (1980)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1970The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors406 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
  • 1977An examination of foreign exchange risk under fixed and floating rate regimes

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235 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis199 cited
  • 1977Spot rates, forward rates and exchange market efficiency195 cited
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