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Nonlinear Exchange Rate Adjustment and the Monetary Model
16 references·0 citing·38 second hop
Nonlinear Exchange Rate Adjustment and the Monetary Model (2013)Nonlinear Exchange Rate Adjustment and th…The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000)Nonlinear adjustment, long-ru…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Banking on currency forecasts: How predictable is change in money? (1995)Banking on currency forecasts…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…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…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)The Case of the Missing Money (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Stastistical Analysis of Cointegration for I(2) Variables (1995)Food versus fuel: What do prices tell us? (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Exchange rate expectations and monetary policy (1976)The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)Convergence Across States and Regions (1991)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,182 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence836 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?801 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
  • 1980

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Exchange Rate Economics: Where Do We Stand?
453 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited
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