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The predictive power of the monetary model of exchange rate determination
16 references·7 citing·26 second hop
The predictive power of the monetary model of exchange rate determination (2001)The predictive power of the monetary mode…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…The power problems of unit root test in time series with autoregressive errors (1992)The power problems of unit ro…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…Exchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Economia Internazionale. (1960)Economia Internazionale.Exchange rates and fundamentals: A bootstrap panel data analysis (2018)Exchange rates and fundamenta…The unbeatable random walk in exchange rate forecasting: Reality or myth? (2014)The unbeatable random walk in…The Exchange Rate Disconnect Puzzle Revisited (2014)The Exchange Rate Disconnect …The monetary model of the exchange rate and equities: an ARDL bounds testing approach (2007)The monetary model of the exc…The monetary model of exchange rate: evidence from The Philippines (2007)The monetary model of exchang…The monetary approach to exchange rate determination for Malaysia (2007)The monetary approach to exch…Error correction exchange rate modeling: Evidence for Mexico (2001)Error correction exchange rat…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)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Bounds testing approaches to the analysis of level relationships (2001)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)Convergence Across States and Regions (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for unit roots in heterogeneous panels (2003)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1960Economia Internazionale.493 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1992The power problems of unit root test in time series with autoregressive errors419 cited
  • 1991Exchange Rate Economics: A Survey397 cited

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  • 1983Exchange Rates and International Macroeconomics311 cited
  • Cited by

    • 2014The unbeatable random walk in exchange rate forecasting: Reality or myth?69 cited
    • 2007The monetary approach to exchange rate determination for Malaysia26 cited
    • 2001Error correction exchange rate modeling: Evidence for Mexico24 cited
    • 2007The monetary model of exchange rate: evidence from The Philippines20 cited
    • 2007The monetary model of the exchange rate and equities: an ARDL bounds testing approach18 cited
    • 2014The Exchange Rate Disconnect Puzzle Revisited17 cited
    • 2018Exchange rates and fundamentals: A bootstrap panel data analysis15 cited