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An equilibrium foundation of the Soros chart
9 references·3 citing·41 second hop
An equilibrium foundation of the Soros chart (2015)An equilibrium foundation of the Soros ch…Exchange Rates and Interest Parity (2014)Exchange Rates and Interest P…The contribution of economic fundamentals to movements in exchange rates (2012)The contribution of economic …The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? (2009)The Feeble Link between Excha…Exchange Rates and Fundamentals: A Generalization (2008)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Solving Linear Rational Expectations Models (2002)Solving Linear Rational Expec…Consumption and real exchange rates in dynamic economies with non-traded goods (1993)Consumption and real exchange…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Money stock versus monetary base in time–frequency exchange rate determination (2020)Money stock versus monetary b…Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies (2017)Spillover Effects of Japan's …Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan (2017)Effects of Anticipated Fiscal…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Cointegrated TFP Processes and International Business Cycles (2009)On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals (2009)The Taylor Rule and Interval Forecast for Exchange Rates (2009)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 Solution of Linear Difference Models under Rational Expectations (1980)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Generalizing the Taylor Principle (2007)Identification in Macroeconomics (2018)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Pricing to Market when the Exchange Rate Changes (1986)Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)International Risk Sharing and the Transmission of Productivity Shocks (2008)International Liquidity and Exchange Rate Dynamics * (2015)Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Statistical and Economic Methods for Evaluating Exchange Rate Predictability (2012)Dynamic expectation formation in the foreign exchange market (2013)An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks (2021)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Does investor attention matter? The attention-return relationships in FX markets (2017)Our currency, your attention: Contagion spillovers of investor attention on currency returns (2018)Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach (2020)Exchange Rate Dynamics Redux (1995)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Symmetries or Asymmetries: How MSCI Index Advanced European Markets’ Exchange Rates Respond to Macro-Economic Fundamentals (2024)Comparing Predictive Accuracy (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Global trends in interest rates (2019)U.S. Monetary Policy and International Risk Spillovers (2019)Banking, Trade, and the Making of a Dominant Currency (2020)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)How do business and financial cycles interact? (2012)Exchange Rate Predictability (2013)Predictive regressions (1999)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2002Solving Linear Rational Expectations Models1,104 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1993Consumption and real exchange rates in dynamic economies with non-traded goods750 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2014Exchange Rates and Interest Parity284 cited
  • 2012The contribution of economic fundamentals to movements in exchange rates67 cited
  • 2009The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?37 cited
  • 2008Exchange Rates and Fundamentals: A Generalization21 cited

Cited by

  • 2020Money stock versus monetary base in time–frequency exchange rate determination15 cited
  • 2017Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies13 cited
  • 2017Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan11 cited

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