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Monetary/asset models of exchange rate determination
16 references·9 citing·32 second hop
Monetary/asset models of exchange rate determination (1987)Monetary/asset models of exchange rate de…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…The exchange rate system (1983)The exchange rate systemEmpirical 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 …Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…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…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics (2013)Exchange rates and fundamenta…The exchange rate and macroeconomic determinants: Time-varying transitional dynamics (2011)The exchange rate and macroec…An Essay on Exchange Rate Dynamics (2010)An Essay on Exchange Rate Dyn…Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures (2008)Testing Forecast Accuracy of …Forecasting exchange rates: A robust regression approach (2006)Forecasting exchange rates: A…Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance (1995)Structural, VAR and BVAR mode…The performance of alternative VAR models in forecasting exchange rates (1994)The performance of alternativ…Forecast performance of exchange rate models revisited (1991)Forecast performance of excha…Exchange rate determination: Single-equation or economy-wide models? (1990)Exchange rate determination: …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)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)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)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries (1988)EXCHANGE RATE MISALIGNMENT IN DEVELOPING COUNTRIES (1989)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Convergence Across States and Regions (1991)Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)On the Complexities of Complex Economic Dynamics (1999)Perspectives on the recent currency crisis literature (1999)On Jump Processes in the Foreign Exchange and Stock Markets (1988)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

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 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
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1983The exchange rate system470 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

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433 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
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    • 2006Forecasting exchange rates: A robust regression approach71 cited
    • 2008Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures45 cited
    • 1994The performance of alternative VAR models in forecasting exchange rates39 cited
    • 1995Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance38 cited
    • 2013Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics37 cited
    • 1990Exchange rate determination: Single-equation or economy-wide models?32 cited
    • 2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics31 cited
    • 1991Forecast performance of exchange rate models revisited26 cited
    • 2010An Essay on Exchange Rate Dynamics23 cited