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A Macroeconomic Balance Framework for Estimating Equilibrium Exchange Rates
16 references·11 citing·40 second hop
A Macroeconomic Balance Framework for Estimating Equilibrium Exchange Rates (1999)A Macroeconomic Balance Framework for Est…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyA financial history of Western Europe (1993)A financial history of Wester…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Market Liquidity, Hedging, and Crashes (1990)Market Liquidity, Hedging, an…Lectures on Macroeconomics. (1990)Lectures on Macroeconomics.Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Handbook of international economics (1986)Handbook of international eco…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…World Economic Outlook (1983)World Economic OutlookEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Exchange Rate Prediction Redux: New Models, New Data, New Currencies (2017)Exchange Rate Prediction Redu…Determinants of Current Account Developments in the Central and East European EU Member States - Consequences for the Enlargement of the Euro Area (2016)Determinants of Current Accou…World-consistent equilibrium exchange rates (2009)World-consistent equilibrium …SHORT‐RUN AND LONG‐RUN DETERMINANTS OF THE REAL EXCHANGE RATE IN MEXICO (2008)SHORT‐RUN AND LONG‐RUN DETERM…FEER for the CFA franc (2008)FEER for the CFA francEmpirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (2008)Empirical Exchange Rate Model…Behavioural equilibrium exchange rate estimates and implied exchange rate adjustments for ten countries (2007)Behavioural equilibrium excha…Empirical Exchange Rate Models of the Nineties (2004)Empirical Exchange Rate Model…The Measurement of Real Effective Exchange Rates: A Survey and Applications to East Asia (2002)The Measurement of Real Effec…Methodology for Current Account and Exchange Rate Assessments (2001)Methodology for Current Accou…The Empirical Determinants of the Euro: Short and Long Run Perspectives (2000)The Empirical Determinants of…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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time to Build and Aggregate Fluctuations (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Order Flow and Exchange Rate Dynamics (1999)The Economics of Exchange Rates (2003)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)The role of exchange rates in a popular model of international trade (1991)An area-wide model for the euro area (2004)Exchange rate volatility and trade flows: a review article (2007)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)An Aging Society: Opportunity or Challenge? (1990)Price-level determinacy without control of a monetary aggregate (1995)Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? (2000)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1990Lectures on Macroeconomics.1,252 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1990Market Liquidity, Hedging, and Crashes550 cited
  • 1983World Economic Outlook546 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1986Handbook of international economics494 cited
  • 1993A financial history of Western Europe485 cited

Cited by

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  • 2016Determinants of Current Account Developments in the Central and East European EU Member States - Consequences for the Enlargement of the Euro Area62 cited
  • 2001Methodology for Current Account and Exchange Rate Assessments59 cited
  • 2009World-consistent equilibrium exchange rates43 cited
  • 2007Behavioural equilibrium exchange rate estimates and implied exchange rate adjustments for ten countries31 cited
  • 2008FEER for the CFA franc30 cited
  • 2008SHORT‐RUN AND LONG‐RUN DETERMINANTS OF THE REAL EXCHANGE RATE IN MEXICO24 cited
  • 2002The Measurement of Real Effective Exchange Rates: A Survey and Applications to East Asia22 cited
  • 2000The Empirical Determinants of the Euro: Short and Long Run Perspectives19 cited
  • 2004Empirical Exchange Rate Models of the Nineties18 cited
  • 2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies18 cited
  • 2008Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?15 cited