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Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals
14 references·0 citing·47 second hop
Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals (1997)Testing the Canonical Model of Exchange R…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Simulation estimation of time-series models (1991)Simulation estimation of time…Simulated Moments Estimation of Markov Models of Asset Prices (1990)Simulated Moments Estimation …The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)The dynamics of exchange rate…Stochastic Process Switching: Some Simple Solutions (1989)Stochastic Process Switching:…Exchange rates, innovations and forecasting (1988)Exchange rates, innovations a…CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)CONTINUOUS TIME STOCHASTIC MO…On Unit Roots and the Empirical Modeling of Exchange Rates (1982)On Unit Roots and the Empiric…The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility (1981)The Monetary Approach to Exch…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…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)The Case of the Missing Money (1976)Empirical exchange rate models of the seventies (1983)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Exchange Rate Dynamics Redux (1995)On the Principles of Political Economy, and Taxation (2014)The Quarterly Journal of Economics (2024)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)ARCH modeling in finance (1992)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2003)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A PANIC Attack on Unit Roots and Cointegration (2004)Realized Variance and Market Microstructure Noise (2006)Formulating and estimating dynamic linear rational expectations models (1980)Time to Build and Aggregate Fluctuations (1982)Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Shocks (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Testing for a Unit Root in Time Series Regression (1988)Trends and random walks in macroeconomic time series (1988)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Exchange rate expectations and monetary policy (1976)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Intertemporal Substitution in Consumption (1981)A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)Simulation and the Asymptotics of Optimization Estimators (1989)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Consumption Over the Life Cycle (2002)Forecasting Volatility in Financial Markets: A Review (2003)No Single Currency Regime is Right for All Countries or At All Times (1999)The Economics of Exchange Rates (2003)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,393 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence996 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
  • 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1991Simulation estimation of time-series models395 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 1984CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME208 cited
  • 1989Stochastic Process Switching: Some Simple Solutions64 cited
  • 1981The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility52 cited
  • 1988Exchange rates, innovations and forecasting42 cited

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