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Macro Approaches to Foreign Exchange Determination
16 references·2 citing·27 second hop
Macro Approaches to Foreign Exchange Determination (2012)Macro Approaches to Foreign Exchange Dete…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Monetary policy rules in practice (1998)Monetary policy rules in prac…Foundations of International Macroeconomics (1997)Foundations of International …The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …The handbook of international economics (1995)The handbook of international…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Real exchange rate persistence and country characteristics: A global analysis (2019)Real exchange rate persistenc…Debt thresholds and real exchange rates: An emerging markets perspective (2016)Debt thresholds and real exch…Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
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References

  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1995The handbook of international economics1,373 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2004

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The Purchasing Power Parity Debate
1,034 cited

Cited by

  • 2016Debt thresholds and real exchange rates: An emerging markets perspective31 cited
  • 2019Real exchange rate persistence and country characteristics: A global analysis19 cited