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Paper pushers or paper money? Empirical assessment of fiscal and monetary models of exchange rate determination
16 references·8 citing·22 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period

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825 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • Cited by

    • 2009Predicting daily exchange rate with singular spectrum analysis89 cited
    • 2002A panel cointegration approach to the estimation of the peseta real exchange rate31 cited
    • 1999On the won and other East Asian currencies24 cited
    • 2012Macro Approaches to Foreign Exchange Determination23 cited
    • 2001The Euro and the Productivity Puzzle: An Alternative Interpretation22 cited
    • 2004Empirical Exchange Rate Models of the Nineties18 cited
    • 2012Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea16 cited
    • 2008Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?15 cited