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Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data
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Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data (1999)Models of Exchange Rate Expectations: Het…International Money and Finance (2024)International Money and Finan…FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)FOREIGN EXCHANGE RATE EXPECTA…Analysis of Panel Data (2003)Analysis of Panel DataTrade Patterns Inside the Single Market (1997)Trade Patterns Inside the Sin…Intra-Industry Trade: Methodological Issues Reconsidered (1997)Intra-Industry Trade: Methodo…The Transmission of Monetary Policy in European Countries (1996)The Transmission of Monetary …Currency forecasters are heterogeneous: confirmation and consequences (1996)Currency forecasters are hete…Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence (1995)Long-Run Exchange Rate Modeli…A Survey of Empirical Research on Nominal Exchange Rates (1995)A Survey of Empirical Researc…Further evidence on exchange rate expectations (1993)Further evidence on exchange …Exchange Rate Expectations: A Survey of Survey Studies (1991)Exchange Rate Expectations: A…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The impact of central bank intervention on exchange-rate forecast heterogeneity (2005)The impact of central bank in…Trade Liberalisation and “Revealed” Comparative Advantage 1 (1965)Increasing returns, monopolistic competition, and international trade (1979)Scale Economies, Product Differentiation, and the Pattern of Trade (1990)A Consistent, Ad-Valorem Equivalent Measure of Applied Protection Across the World: The Macmap-Hs6 Database (2005)How do Italian footwear industrial districts face globalization? (2006)Upgrading to Compete: Global Value Chains, Clusters, and SMEs in Latin America (2006)Expectations and Exchange Rate Dynamics (1976)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Agent-based computational finance: Suggested readings and early research (2000)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Rational Expectations and the Theory of Price Movements (1961)Pricing to Market when the Exchange Rate Changes (1986)Currency traders and exchange rate dynamics: a survey of the US market (2001)Social Mood and Financial Economics (2005)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)What Determines Real Exchange Rates? The Long and the Short of It (1999)Estimation of the Equilibrium Real Exchange Rate for South Africa (2003)The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective (2010)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Forward Discount Bias: Is it an Exchange Risk Premium? (1989)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Relationship Banking, Fragility, and the Asset-Liability Matching Problem (2007)Predictability in financial markets: What do survey expectations tell us? (2008)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Order Flow and Exchange Rate Dynamics (1999)Investor psychology in capital markets: evidence and policy implications (2002)Heterogeneous Agent Models in Economics and Finance (2005)Behavioral heterogeneity in stock prices (2007)
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References

  • 2003Analysis of Panel Data7,858 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation804 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1997Intra-Industry Trade: Methodological Issues Reconsidered282 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor255 cited
  • 1991Exchange Rate Expectations: A Survey of Survey Studies221 cited
  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 2024International Money and Finance147 cited
  • 1996Currency forecasters are heterogeneous: confirmation and consequences147 cited
  • 1995A Survey of Empirical Research on Nominal Exchange Rates146 cited
  • 1993Further evidence on exchange rate expectations133 cited
  • 1997Trade Patterns Inside the Single Market133 cited

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  • 1996The Transmission of Monetary Policy in European Countries104 cited
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    • 2005The impact of central bank intervention on exchange-rate forecast heterogeneity38 cited