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The failure of the monetary model of exchange rate determination
16 references·0 citing·33 second hop
The failure of the monetary model of exchange rate determination (2015)The failure of the monetary model of exch…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Banking on currency forecasts: How predictable is change in money? (1995)Banking on currency forecasts…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Exchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating (1976)The Exchange Rate, the Balanc…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…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)The Case of the Missing Money (1976)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)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Book Review: Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Exchange rate expectations and monetary policy (1976)Convergence Across States and Regions (1991)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 Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)The behavior of real exchange rates during the post-Bretton Woods period (1998)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Purchasing Power Parity Debate (2004)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2003The Economics of Exchange Rates1,327 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
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence836 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating485 cited
  • 2004The Economics of Exchange Rates448 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited
  • 1976The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating

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366 cited
  • 1983Exchange Rates and International Macroeconomics321 cited
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