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The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency
16 references·10 citing·32 second hop
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References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1994Sources of economic growth1,144 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period

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824 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • Cited by

    • 2012Oil prices and effective dollar exchange rates154 cited
    • 2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?126 cited
    • 2006The Euro and Other Major Currencies Floating Against the U.S. Dollar42 cited
    • 2004Productivity and the Euro-Dollar exchange rate33 cited
    • 2003Productivity and the ('Synthetic') Euro-Dollar Exchange Rate30 cited
    • 2001The Euro and the Productivity Puzzle: An Alternative Interpretation22 cited
    • 2000The Empirical Determinants of the Euro: Short and Long Run Perspectives19 cited
    • 2004How well can monetary factors explain the exchange rate of the euro?18 cited
    • 2013Modeling and Forecasting the US Dollar/Euro Exchange Rate16 cited
    • 2008Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?15 cited