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Is the sticky price assumption reasonable for exchange rate models?
16 references·0 citing·40 second hop
Is the sticky price assumption reasonable for exchange rate models? (1984)Is the sticky price assumption reasonable…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? (1982)The out-of-sample failure of …The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …Sticky Prices in the United States (1982)Sticky Prices in the United S…Price Inertia and Policy Ineffectiveness in the United States, 1890-1980 (1982)Price Inertia and Policy Inef…On Unit Roots and the Empirical Modeling of Exchange Rates (1982)On Unit Roots and the Empiric…Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982)Fluctuations in the dollar: A…A Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market (1981)Explanations of exchange-rate…Rational Expectations and Macroeconomic Stabilization Policy: An Overview (1980)Rational Expectations and Mac…Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…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…The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (1970)The Estimation of Simultaneou…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …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)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Variance Bounds Tests and Stock Price Valuation Models (1986)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Intra-Day and Inter-Market Volatility in Foreign Exchange Rates (1991)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Exchange Rates and the Current Account. (1980)Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Asset Markets, Exchange Rates and the Balance of Payments (1984)Haircuts or hysteresis? Sources of movements in real exchange rates (1995)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)Time Series Analysis: Forecasting and Control (1977)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary Policy According to HANK (2018)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Perspectives on the recent currency crisis literature (1999)Are Government Activities Productive? Evidence from a Panel of U.S. States (1994)Illegal Immigration, Border Enforcement, and Relative Wages: Evidence from Apprehensions at the U.S.-Mexico Border (1999)Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)Convergence Across States and Regions (1991)Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Oil prices and the rise and fall of the US real exchange rate (1998)Forecast comparisons in unstable environments (2010)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1982Sticky Prices in the United States1,917 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1970The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors406 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination269 cited
  • 1982Fluctuations in the dollar: A model of nominal and real exchange rate determination258 cited
  • 1980Rational Expectations and Macroeconomic Stabilization Policy: An Overview247 cited
  • 1982Price Inertia and Policy Ineffectiveness in the United States, 1890-1980210 cited
  • 1982

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The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?
167 cited
  • 1981Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market62 cited
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