SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
16 references·16 citing·37 second hopsampled
Accounting for real and nominal exchange rate movements in the post-Bretton Woods period (1997)Accounting for real and nominal exchange …International Business Cycles (2009)International Business CyclesThe monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994)The monetary model of the exc…The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting (1993)The Monetary Approach to the …Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…The Foreign Exchange Market: Theory and Econometric Evidence. (1990)The Foreign Exchange Market: …Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The dynamic effects of aggregate demand and supply disturbance (1988)The dynamic effects of aggreg…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes (1988)Arima and Cointegration Tests…Cointegration and models of exchange rate determination (1987)Cointegration and models of e…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…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…Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S. (2019)Is the exchange rate a shock …Exchange rate dynamics in a Taylor rule framework (2016)Exchange rate dynamics in a T…Real exchange rate fluctuations and the relative importance of nontradables (2012)Real exchange rate fluctuatio…Understanding Asian Equity Flows, Market Returns and Exchange Rates (2008)Understanding Asian Equity Fl…Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey (2007)Panel analysis of the monetar…An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach (2006)An investigation into the sou…Adopting the Euro in Central Europe: Challenges of the Next Step in European Integration (2005)Adopting the Euro in Central …Sources of exchange rate fluctuations: empirical evidence from six emerging market countries (2004)Sources of exchange rate fluc…Exchange Rates in Central Europe (2004)Exchange Rates in Central Eur…A new test for the success of inflation targeting (2003)A new test for the success of…Sources of real exchange rate movements in Saudi Arabia (2002)Sources of real exchange rate…Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary (2000)Sources of Real Exchange Rate…Income effects on the trade balance in small open economies (2000)Income effects on the trade b…Sources of Real and Nominal Exchange Rate Fluctuations in Transition Economies. (1998)Sources of Real and Nominal E…Monetary policy and inflation targeting (1997)Monetary policy and inflation…Real disturbances, relative prices and purchasing power parity (1996)Real disturbances, relative p…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)The Economics of Exchange Rates (2003)Introductory Econometrics for Finance (2008)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)Purchasing Power Parity and the Real Exchange Rate (2002)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Testing for a unit root in variables with a double change in the mean (1998)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)Trends and random walks in macroeconmic time series (1982)COMMON TRENDS AND COMMON CYCLES (1993)Nonlinear Dynamic Structures (1993)A Primer on Cointegration with an Application to Money and Income (1994)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk295 cited
  • 2009International Business Cycles271 cited
  • 1987Cointegration and models of exchange rate determination263 cited
  • 1988Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes253 cited
  • 1993The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

222 cited
  • 1990The Foreign Exchange Market: Theory and Econometric Evidence.197 cited
  • Cited by

    • 2005Adopting the Euro in Central Europe: Challenges of the Next Step in European Integration105 cited
    • 1997Monetary policy and inflation targeting54 cited
    • 1996Real disturbances, relative prices and purchasing power parity50 cited
    • 2012Real exchange rate fluctuations and the relative importance of nontradables48 cited
    • 2002Sources of real exchange rate movements in Saudi Arabia40 cited
    • 2008Understanding Asian Equity Flows, Market Returns and Exchange Rates35 cited
    • 2000Sources of Real Exchange Rate Fluctuations in Transition Economies: The Case of Poland and Hungary32 cited
    • 2007Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey29 cited
    • 2004Sources of exchange rate fluctuations: empirical evidence from six emerging market countries28 cited
    • 2004Exchange Rates in Central Europe23 cited
    • 2019Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.21 cited
    • 2003A new test for the success of inflation targeting20 cited
    • 2016Exchange rate dynamics in a Taylor rule framework19 cited
    • 2006An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach18 cited
    • 1998Sources of Real and Nominal Exchange Rate Fluctuations in Transition Economies.18 cited
    • 2000Income effects on the trade balance in small open economies17 cited