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The Equilibrium Approach to Exchange Rates

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References

1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1976Expectations and Exchange Rate Dynamics4,704 cited
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1991Optimal Inference in Cointegrated Systems1,110 cited
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1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
1980A Theory of Exchange Rate Determination404 cited
1987An empirical investigation of the long-run behavior of real exchange rates395 cited
1983Exchange-Rate Dynamics304 cited
1982The determination of the real exchange rate244 cited

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Cited by

2004The Purchasing Power Parity Debate156 cited
1995International monetary arrangements for the 21st century136 cited
1994A Survey of Empirical Research on Nominal Exchange Rates109 cited
2001Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary101 cited
1997Real Exchange Rates and Macroeconomics: Evidence and Theory99 cited
1988The Flexible Exchange Rate System: Experience and Alternatives93 cited
2000Determinants of Current Account Deficits in Developing Countries90 cited
2001Toward a New Paradigm in Open Economy Modeling: Where Do We Stand?85 cited
1993Unit Roots in Macroeconomic Time Series: Some Critical Issues79 cited
1999What do We Really Know about Real Exchange Rates?74 cited
1988Real exchange-rate variability under pegged and floating nominal exchange-rate systems: An equilibrium theory68 cited
1987The Flexible Exchange Rate System: Experience and Alternatives66 cited
1993Tests of long-run Purchasing Power Parity using alternative methodologies60 cited
1999Productivity differentials, the relative price of non-tradables and real exchange rates57 cited
1995Money and the real exchange rate with sticky prices and increasing returns49 cited
2001The Adjustment of Prices and the Adjustment of the Exchange Rate49 cited