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Exchange Rate Behaviour: are Fundamentals Important?
16 references·16 citing·38 second hopsampled
Exchange Rate Behaviour: are Fundamentals Important? (1999)Exchange Rate Behaviour: are Fundamentals…Exchange Rates and Prices (2017)Exchange Rates and PricesExchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Exchange Rates and Economic F…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…How Wide is the Border? (1995)How Wide is the Border?Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Fixing Exchange Rates: A Virt…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Pricing to market in Japanese manufacturing (1990)Pricing to market in Japanese…Persistent Trade Effects of Large Exchange Rate Shocks (1989)Persistent Trade Effects of L…Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Hysteresis, Import Penetratio…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The exchange rate system (1983)The exchange rate systemEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Purchasing power parity (1978)Purchasing power parityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Oil price shocks and exchange rate movements (2016)Oil price shocks and exchange…The unbeatable random walk in exchange rate forecasting: Reality or myth? (2014)The unbeatable random walk in…An Artificial Neural Network Model to Forecast Exchange Rates (2011)An Artificial Neural Network …International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries (2009)International Financial Integ…Heterogeneity in exchange rate expectations: evidence on the chartist-fundamentalist approach (2009)Heterogeneity in exchange rat…Determinants of capital flows to developing countries: a structural VAR analysis (2008)Determinants of capital flows…The exchange rate – A shock-absorber or source of shocks? A study of four open economies (2006)The exchange rate – A shock-a…A portfolio balance approach to the Canadian–U.S. exchange rate (2006)A portfolio balance approach …Markov switching regimes in a monetary exchange rate model (2004)Markov switching regimes in a…Catching up: The role of demand, supply and regulated price effects on the real exchange rates of four accession countries (2004)Catching up: The role of dema…The performance of non‐linear exchange rate models: a forecasting comparison (2002)The performance of non‐linear…Convergence in the ERM and Declining Numbers of Common Stochastic Trends (2002)Convergence in the ERM and De…Are the effects of monetary policy in the euro area greater in recessions than in booms? 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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1995How Wide is the Border?1,059 cited
  • 1989Persistent Trade Effects of Large Exchange Rate Shocks934 cited
  • 1989Hysteresis, Import Penetration, and Exchange Rate Pass-Through870 cited
  • 2017Exchange Rates and Prices762 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 1993Fixing Exchange Rates: A Virtual Quest for Fundamentals613 cited
  • 1990Pricing to market in Japanese manufacturing594 cited
  • 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers587 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1978Purchasing power parity557 cited
  • 1983

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The exchange rate system
470 cited

Cited by

  • 2008Determinants of capital flows to developing countries: a structural VAR analysis225 cited
  • 2004Markov switching regimes in a monetary exchange rate model118 cited
  • 2004Catching up: The role of demand, supply and regulated price effects on the real exchange rates of four accession countries100 cited
  • 2006The exchange rate – A shock-absorber or source of shocks? A study of four open economies89 cited
  • 2016Oil price shocks and exchange rate movements89 cited
  • 2009Heterogeneity in exchange rate expectations: evidence on the chartist-fundamentalist approach81 cited
  • 2014The unbeatable random walk in exchange rate forecasting: Reality or myth?69 cited
  • 2002Are the effects of monetary policy in the euro area greater in recessions than in booms?65 cited
  • 2002The performance of non‐linear exchange rate models: a forecasting comparison65 cited
  • 2011An Artificial Neural Network Model to Forecast Exchange Rates60 cited
  • 2001Methodology for Current Account and Exchange Rate Assessments59 cited
  • 2000A Post Keynesian View of Interest Parity Theorems52 cited
  • 2006A portfolio balance approach to the Canadian–U.S. exchange rate45 cited
  • 2001Exchange Rate Theory and “the Fundamentals”45 cited
  • 2009International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries45 cited
  • 2002Convergence in the ERM and Declining Numbers of Common Stochastic Trends42 cited