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A general equilibrium model of exchange market intervention with variable sterilization
10 references·0 citing·34 second hop
A general equilibrium model of exchange market intervention with variable sterilization (1990)A general equilibrium model of exchange m…Tests of the performance of reduced-form exchange rate models (1987)Tests of the performance of r…Forecasting the exchange rate: A monetary or random walk phenomenon? (1986)Forecasting the exchange rate…Exchange Rate Management Under Uncertainty. (1986)Exchange Rate Management Unde…Efficient exchange rate forecasts: Lagged models better than the random walk (1986)Efficient exchange rate forec…The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rate (1985)The monetary approach to exch…The Effect of Alternative Intervention Policies on the Variability of Exchange Rates: The Harrod Effect (1985)The Effect of Alternative Int…Domestic and foreign disturbances in an optimizing model of exchange-rate determination (1985)Domestic and foreign disturba…Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis (1985)Activist monetary policy, imp…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)Empirical exchange rate models of the seventies (1983)Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates (1997)On the relationship between exchange rates and equity returns: A new approach (2011)The market microstructure approach to foreign exchange: Looking back and looking forward (2013)Macroeconomics and Reality (1980)Comparing exchange rate forecasting models (1987)Can learning affect exchange-rate behavior? (1989)Is it signalling? Exchange intervention and the dollar-Deutschemark rate (1992)Econometric Models and Economic Forecasts (1990)Rational Expectations, Market Fundamentals and Housing Price Volatility (1996)Skyscrapers and the Skyline: Manhattan, 1895-2004 (2010)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Aggregate Spending and the Terms of Trade: Is There a Laursen-Metzler Effect? (1982)Exchange-Rate Dynamics (1983)Expansionary Fiscal Shocks and the US Trade Deficit* (2005)Oil shocks and external adjustment (2010)Fiscal consolidation in a currency union: Spending cuts vs. tax hikes (2012)Econometric policy evaluation: A critique (1976)On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean? (2000)How much does economic news influence bilateral exchange rates? (2021)Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance (1995)Changing time scale for short-term forecasting in financial markets (1996)Model‐free evaluation of directional predictability in foreign exchange markets (2007)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Chapter 23 Economic interdependence and coordination of economic policies (1985)Monetary Policies in Interdependent Economies with Stochastic Disturbances: A Strategic Approach (1986)International transmission of monetary and fiscal policy (1993)FIML estimation of the dollar-deutschemark risk premium in a portfolio model (1988)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1985Domestic and foreign disturbances in an optimizing model of exchange-rate determination120 cited
  • 1985The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rate85 cited
  • 1986Efficient exchange rate forecasts: Lagged models better than the random walk67 cited
  • 1987Tests of the performance of reduced-form exchange rate models59 cited
  • 1986Exchange Rate Management Under Uncertainty.51 cited
  • 1986Forecasting the exchange rate: A monetary or random walk phenomenon?50 cited
  • 1985Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis13 cited
  • 1985The Effect of Alternative Intervention Policies on the Variability of Exchange Rates: The Harrod Effect12 cited

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