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Exchange rate determination: Single-equation or economy-wide models?
16 references·5 citing·34 second hop
Exchange rate determination: Single-equation or economy-wide models? (1990)Exchange rate determination: Single-equat…Empirical Macroeconomics for Interdependent Economies. (1989)Empirical Macroeconomics for …Cointegration and models of exchange rate determination (1987)Cointegration and models of e…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)CONTINUOUS TIME STOCHASTIC MO…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …Qualitative analysis and econometric estimation of continuous time dynamic models (1982)Qualitative analysis and econ…Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982)Fluctuations in the dollar: A…The Methodology of Economics. (1981)The Methodology of Economics.Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…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…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Econometric Estimation of Stochastic Differential Equation Systems (1972)Econometric Estimation of Sto…Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? (2012)Effects of Monetary Policy on…The exchange rate and macroeconomic determinants: Time-varying transitional dynamics (2011)The exchange rate and macroec…The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (2011)The Euro/Dollar exchange rate…Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets (1999)Out-of-sample forecasting per…Continuous-time models in macroeconomics: specification and estimation (1993)Continuous-time models in mac…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)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)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Perspectives on the recent currency crisis literature (1999)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Convergence Across States and Regions (1991)Uncertainty and Economic Analysis (1985)The impact of social and human capital on the income attainment of Dutch managers (1991)Rational Action Theory for Sociology (1998)Exchange rate forecasting: the errors we’ve really made (2003)Global Current Account Imbalances and Exchange Rate Adjustments (2005)The Share of Systematic Variation in Bilateral Exchange Rates (2017)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 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
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1981The Methodology of Economics.599 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
  • 1987Cointegration and models of exchange rate determination263 cited
  • 1982Fluctuations in the dollar: A model of nominal and real exchange rate determination258 cited
  • 1984CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME208 cited
  • 1989Empirical Macroeconomics for Interdependent Economies.151 cited
  • 1982

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Qualitative analysis and econometric estimation of continuous time dynamic models
139 cited
  • 1972Econometric Estimation of Stochastic Differential Equation Systems132 cited
  • Cited by

    • 2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics31 cited
    • 2011The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs22 cited
    • 2012Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?22 cited
    • 1999Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets22 cited
    • 1993Continuous-time models in macroeconomics: specification and estimation21 cited