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On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential]
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On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential] (1981)On the Mark: Comment [On the Mark: A Theo…The monetary approach to the exchange rate: empirical observations from Korea (2000)The monetary approach to the …The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis (1997)The monetary exchange rate mo…The monetary exchange rate model in the long run: An empirical investigation (1994)The monetary exchange rate mo…Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—90 (1994)Reexamining the monetary appr…Comparing exchange rate forecasting models (1987)Comparing exchange rate forec…An empirical investigation into the causes of failure of the monetary model of the exchange rate (1986)An empirical investigation in…Is the sticky price assumption reasonable for exchange rate models? (1984)Is the sticky price assumptio…The asset market model of the balance of payments and the exchange rate: A survey of empirical evidence (1983)The asset market model of the…Empirical tests of the monetary approach to exchange-rate determination (1983)Empirical tests of the moneta…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Exchange Rate Economics: Where Do We Stand? (1980)Empirical exchange rate models of the seventies (1983)Economic evaluation of commodity price forecasting models (1993)Combining exchange rate forecasts: What is the optimal consensus measure? (1994)The unbeatable random walk in exchange rate forecasting: Reality or myth? (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Measures of Fit for Rational Expectations Models (2002)The stock market and the ringgit exchange rate: a note (2002)New evidence on the monetary approach of exchange rate determination in Mexico 1994–2007: A cointegrated SVAR model (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The monetary dynamics of hyperinflation (1956)Expectations and Exchange Rate Dynamics (1976)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Unstable Money Demand and the Monetary Model of the Exchange Rate (1988)FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS (2010)Time Series Regression with a Unit Root (1987)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)The monetary approach to exchange rate determination for Malaysia (2007)Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions (2009)Empirical Assessment of Money Demand Stability Under India’s Open Economy: Non-linear ARDL Approach (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples (1998)Rupee-Dollar Exchange Rate and Macroeconomic Fundamentals: An Empirical Analysis Using Flexible-Price Monetary Model (2011)Exchange Rate Dynamics and Monetary Fundamentals: A Cointegrated SVAR Approach for Nigeria (2014)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Sticky Prices in the United States (1982)
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Cited by

  • 1987Comparing exchange rate forecasting models74 cited
  • 1994The monetary exchange rate model in the long run: An empirical investigation38 cited
  • 1994Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—9037 cited
  • 2000The monetary approach to the exchange rate: empirical observations from Korea28 cited
  • 1986An empirical investigation into the causes of failure of the monetary model of the exchange rate23 cited
  • 1984Is the sticky price assumption reasonable for exchange rate models?20 cited
  • 1983The asset market model of the balance of payments and the exchange rate: A survey of empirical evidence17 cited
  • 1997The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis16 cited
  • 1983Empirical tests of the monetary approach to exchange-rate determination15 cited

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