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Can learning affect exchange-rate behavior?
16 references·16 citing·44 second hopsampled
Can learning affect exchange-rate behavior? (1989)Can learning affect exchange-rate behavio…Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? (1986)Testing for Bubbles in Exchan…Rational Expectations Equilibria, Learning, and Model Specification (1986)Rational Expectations Equilib…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Exchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…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 …A Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Monetary Policy during a Transition to Rational Expectations (1975)Monetary Policy during a Tran…The Economic Report of the President (1974)The Economic Report of the Pr…Rational Expectations and the Dynamics of Hyperinflation (1973)Rational Expectations and the…The Demand for Money: Theories and Evidence (1972)The Demand for Money: Theorie…Learning About the Long Run (2021)Learning About the Long RunGradual learning about shocks and the forward premium puzzle (2018)Gradual learning about shocks…The Carry Trade: Risks and Drawdowns (2017)The Carry Trade: Risks and Dr…MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY* (2012)MODEL UNCERTAINTY AND EXCHANG…A Foreign Exchange Intervention in an Era of Restraint (2011)A Foreign Exchange Interventi…Monetary Policy, Model Uncertainty and Exchange Rate Volatility (2010)Monetary Policy, Model Uncert…Central bank intervention and the intraday process of price formation in the currency markets (2010)Central bank intervention and…Heterogeneous expectations in the foreign exchange market (2005)Heterogeneous expectations in…Exchange Rate Dynamics with Chartists, Fundamentalists, and Rational Speculators in the Foreign Exchange Market (1997)Exchange Rate Dynamics with C…3. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market (1996)3. Interdealer Trade and Info…21 Peso problems: Their theoretical and empirical implications (1996)21 Peso problems: Their theor…Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (1993)Modelling and forecasting exc…Learning about monetary regime shifts in an overlapping wage contract model (1993)Learning about monetary regim…Learning about intervention target zones (1993)Learning about intervention t…EVALUATING RATIONAL PARTISAN BUSINESS CYCLE THEORY: A RESPONSE* (1991)EVALUATING RATIONAL PARTISAN …The persistence of the ‘peso problem’ when policy is noisy (1988)The persistence of the ‘peso …Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Expectations and Exchange Rate Dynamics (1976)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)A Stochastic Approximation Method (1951)The monetary dynamics of hyperinflation (1956)Strategic Trading When Agents Forecast the Forecasts of Others (1996)On economic applications of evolutionary game theory (1998)Robust Permanent Income and Pricing (1999)Econometric Implications of the Rational Expectations Hypothesis (1980)Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (1989)Money as a medium of exchange in an economy with artificially intelligent agents (1990)Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)Rational Expectations and the Theory of Price Movements (1961)MONEY, INCOME, AND CAUSALITY (1972)Modern Hyper- and High Inflations (2002)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Exchange Rates and the Current Account. (1980)Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Asset Markets, Exchange Rates and the Balance of Payments (1984)Haircuts or hysteresis? Sources of movements in real exchange rates (1995)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)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)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)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral heterogeneity in stock prices (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1973Rational Expectations and the Dynamics of Hyperinflation441 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1986Rational Expectations Equilibria, Learning, and Model Specification373 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1983Exchange Rates and International Macroeconomics311 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1974The Economic Report of the President254 cited
  • 1972The Demand for Money: Theories and Evidence203 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

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199 cited
  • 1975Monetary Policy during a Transition to Rational Expectations180 cited
  • Cited by

    • 1993Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model118 cited
    • 2021Learning About the Long Run110 cited
    • 199621 Peso problems: Their theoretical and empirical implications85 cited
    • 2017The Carry Trade: Risks and Drawdowns80 cited
    • 2010Monetary Policy, Model Uncertainty and Exchange Rate Volatility71 cited
    • 1988The persistence of the ‘peso problem’ when policy is noisy57 cited
    • 2010Central bank intervention and the intraday process of price formation in the currency markets49 cited
    • 1993Learning about intervention target zones40 cited
    • 2011A Foreign Exchange Intervention in an Era of Restraint38 cited
    • 2005Heterogeneous expectations in the foreign exchange market35 cited
    • 19963. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market30 cited
    • 2012MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*28 cited
    • 1993Learning about monetary regime shifts in an overlapping wage contract model25 cited
    • 2018Gradual learning about shocks and the forward premium puzzle20 cited
    • 1997Exchange Rate Dynamics with Chartists, Fundamentalists, and Rational Speculators in the Foreign Exchange Market18 cited
    • 1991EVALUATING RATIONAL PARTISAN BUSINESS CYCLE THEORY: A RESPONSE*17 cited