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The monetary approach to the exchange rate
9 references·16 citing·33 second hop
The monetary approach to the exchange rate (1991)The monetary approach to the exchange rateThe Economics of Exchange Rates (2004)The Economics of Exchange Rat…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Cointegration and models of exchange rate determination (1987)Cointegration and models of e…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? (1986)Testing for Bubbles in Exchan…Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions (2009)Monetary Model of Exchange Ra…The monetary approach to exchange rate determination for Malaysia (2007)The monetary approach to exch…A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION (2007)A GUIDED TOUR OF THE MARKET M…The monetary approach to exchange rates in the CEECs1 (2005)The monetary approach to exch…Macroeconomic Management (2002)Macroeconomic ManagementCointegration and the Monetary Exchange Rate Model Revisited* (2002)Cointegration and the Monetar…The predictive power of the monetary model of exchange rate determination (2001)The predictive power of the m…The monetary approach to the exchange rate: empirical observations from Korea (2000)The monetary approach to the …Exchange rate overshooting in Turkey (2000)Exchange rate overshooting in…Long-Run Exchange Rate Modeling (1995)Long-Run Exchange Rate Modeli…The monetary model of exchange rates revisited (1994)The monetary model of exchang…The monetary exchange rate model in the long run: An empirical investigation (1994)The monetary exchange rate mo…Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—90 (1994)Reexamining the monetary appr…Cointegration between exchange rates and relative prices: another view (1990)Cointegration between exchang…Optimal international hedging in commodity and currency forward markets (1985)Optimal international hedging…Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Chapter 19 Empirical studies …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)More on a Stochastic Asset Model for Actuarial Use (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Oil price fluctuations and U.S. dollar exchange rates (2009)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Famous First Bubbles (1990)On Testing for Speculative Bubbles (1990)Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for a Unit Root in Time Series Regression (1988)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The persistence of the ‘peso problem’ when policy is noisy (1988)A chaotic model of the exchange rate: The role of fundamentalists and chartists (1993)Exchange rates and commodity prices: Measuring causality at multiple horizons (2015)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Conditional variance and the risk premium in the foreign exchange market (1985)The econometric analysis of models with risk terms (1988)Banking on currency forecasts: How predictable is change in money? (1995)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1987Cointegration and models of exchange rate determination263 cited

Cited by

  • 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 2005The monetary approach to exchange rates in the CEECs172 cited
  • 1990Cointegration between exchange rates and relative prices: another view71 cited
  • 2001The predictive power of the monetary model of exchange rate determination49 cited

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2007
A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION
44 cited
  • 2002Cointegration and the Monetary Exchange Rate Model Revisited*43 cited
  • 1994The monetary exchange rate model in the long run: An empirical investigation38 cited
  • 1994Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—9037 cited
  • 2000Exchange rate overshooting in Turkey34 cited
  • 1994The monetary model of exchange rates revisited32 cited
  • 2002Macroeconomic Management29 cited
  • 2000The monetary approach to the exchange rate: empirical observations from Korea28 cited
  • 1995Long-Run Exchange Rate Modeling27 cited
  • 2009Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions26 cited
  • 2007The monetary approach to exchange rate determination for Malaysia26 cited