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Efficient Foreign Exchange Markets and the Monetary Approach to Exchange-Rate Determination
15 references·6 citing·43 second hop
Efficient Foreign Exchange Markets and the Monetary Approach to Exchange-Rate Determination (1980)Efficient Foreign Exchange Markets and th…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange (1979)Some Joint Tests of the Effic…The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas) (1978)The Monetary Approach to the …The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1977)The Theory of Flexible Exchan…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…The Demand for Money during Hyperinflations under Rational Expectations: I (1977)The Demand for Money during H…The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics (1976)The Observational Equivalence…The Empirical Evidence on the Monetary Approach to the Balance of Payments and Exchange Rates (1976)The Empirical Evidence on the…Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? (1976)Economically Rational Expecta…Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975 (1976)Analysis of Short-Run Exchang…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…EFFICIENT CAPITAL MARKETS AND THE QUANTITY THEORY OF MONEY (1974)EFFICIENT CAPITAL MARKETS AND…Rational Expectations and the Dynamics of Hyperinflation (1973)Rational Expectations and the…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The Monetary Approach to Exchange Rates: A Brief Review and Empirical Investigation of Debt, Deficit, and Debt Management: Evidence from the United States (2009)The Monetary Approach to Exch…A causal analysis of black and official exchange rates: The turkish case (1989)A causal analysis of black an…Random walk and monetary causality in five exchange markets (1987)Random walk and monetary caus…Some political economy of flexible exchange rates (1986)Some political economy of fle…A test of the incrementally efficient market hypothesis for the London gold market (1985)A test of the incrementally e…Money supply and equity prices (1983)Money supply and equity pricesDomestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (1962)Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes (1962)Spot rates, forward rates and exchange market efficiency (1977)Asset Markets, Exchange Rates and the Balance of Payments (1984)Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models (1987)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The monetary approach to the balance of payments (1977)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)Order Flow and Exchange Rate Dynamics (1999)A Classical Macroeconometric Model for the United States (1976)Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Chapter 50 Neighborhood effects (2004)The conquest of US inflation: Learning and robustness to model uncertainty (2005)Rational Expectations and the Theory of Price Movements (1961)A Model of Exchange Rate Dynamics (1982)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Modern Hyper- and High Inflations (2002)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Time Series Analysis: Forecasting and Control (1977)Rational expectations and the dynamic structure of macroeconomic models (1978)Granger Causality and the Times Series Analysis of Political Relationships (1983)Survey Measures of Expected U.S. Inflation (1999)Time Series Analysis, Forecasting and Control. (1971)Effects of model specification on tests for unit roots in macroeconomic data (1987)Shifting endpoints in the term structure of interest rates (2001)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)The monetary dynamics of hyperinflation (1956)Expectations and Exchange Rate Dynamics (1976)Cointegration and models of exchange rate determination (1987)Chapter 33 Empirical research on nominal exchange rates (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • 1973Rational Expectations and the Dynamics of Hyperinflation441 cited
  • 1978The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)304 cited
  • 1976Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?294 cited
  • 1976The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics289 cited
  • 1977The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy251 cited
  • 1977The Demand for Money during Hyperinflations under Rational Expectations: I174 cited
  • 1979Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange147 cited
  • 1974EFFICIENT CAPITAL MARKETS AND THE QUANTITY THEORY OF MONEY92 cited
  • 1976Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975

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90 cited
  • 1976The Empirical Evidence on the Monetary Approach to the Balance of Payments and Exchange Rates83 cited
  • Cited by

    • 1989A causal analysis of black and official exchange rates: The turkish case27 cited
    • 1985A test of the incrementally efficient market hypothesis for the London gold market23 cited
    • 1983Money supply and equity prices19 cited
    • 2009The Monetary Approach to Exchange Rates: A Brief Review and Empirical Investigation of Debt, Deficit, and Debt Management: Evidence from the United States12 cited
    • 1987Random walk and monetary causality in five exchange markets11 cited
    • 1986Some political economy of flexible exchange rates10 cited