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The dollar and real interest rates
8 references·16 citing·42 second hop
The dollar and real interest rates (1987)The dollar and real interest ratesAn empirical investigation of the long-run behavior of real exchange rates (1987)An empirical investigation of…Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Nominal exchange rate regimes…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…Forward and spot exchange rates (1984)Forward and spot exchange rat…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Inflation, real returns and capital investment (1982)Inflation, real returns and c…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Economic Report of the President. (1955)The Economic Report of the Pr…Review Article: Perspectives on the Future of Asset Pricing (2020)Review Article: Perspectives …Liquidity and Exchange Rates: An Empirical Investigation (2018)Liquidity and Exchange Rates:…Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics (2009)Changing Monetary Policy Rule…Taylor Rules and the Deutschmark-Dollar Real Exchange Rate (2006)Taylor Rules and the Deutschm…Taylor Rules and the Deutschmark-Dollar Real Exchange Rate (2004)Taylor Rules and the Deutschm…Filtering the BEER: A permanent and transitory decomposition (2000)Filtering the BEER: A permane…Exchange Rates and Oil Prices (1998)Exchange Rates and Oil PricesUnderstanding spot and forward exchange rate regressions (1997)Understanding spot and forwar…Real exchange-rate prediction over long horizons (1997)Real exchange-rate prediction…Regime switching as a test for exchange rate bubbles (1996)Regime switching as a test fo…Australia's Real Exchange Rate–Is it Explained by the Terms of Trade or by Real Interest Differentials?* (1994)Australia's Real Exchange Rat…A Survey of Empirical Research on Nominal Exchange Rates (1994)A Survey of Empirical Researc…Nominal exchange rate regimes and the real exchange rate (1991)Nominal exchange rate regimes…A Variance Decomposition for Stock Returns (1990)A Variance Decomposition for …International portfolio nondiversification and exchange rate variability (1989)International portfolio nondi…Monetary Policy Lessons of Recent Inflation and Disinflation (1988)Monetary Policy Lessons of Re…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)Testing for a Unit Root in Time Series Regression (1988)Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era (1997)The dynamics of exchange rate volatility: A panel VAR approach (2014)Time Series Analysis, Forecasting and Control. 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this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1955The Economic Report of the President.665 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 1987An empirical investigation of the long-run behavior of real exchange rates395 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited

Cited by

  • 1998Exchange Rates and Oil Prices303 cited
  • 1990A Variance Decomposition for Stock Returns266 cited
  • 1991Nominal exchange rate regimes and the real exchange rate238 cited
  • 2006Taylor Rules and the Deutschmark-Dollar Real Exchange Rate185 cited
  • 2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate180 cited
  • 2000Filtering the BEER: A permanent and transitory decomposition174 cited
  • 1989International portfolio nondiversification and exchange rate variability169 cited

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1997
Understanding spot and forward exchange rate regressions
155 cited
  • 2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics143 cited
  • 1996Regime switching as a test for exchange rate bubbles143 cited
  • 1997Real exchange-rate prediction over long horizons111 cited
  • 1994Australia's Real Exchange Rate–Is it Explained by the Terms of Trade or by Real Interest Differentials?*110 cited
  • 1994A Survey of Empirical Research on Nominal Exchange Rates109 cited
  • 2020Review Article: Perspectives on the Future of Asset Pricing100 cited
  • 2018Liquidity and Exchange Rates: An Empirical Investigation97 cited
  • 1988Monetary Policy Lessons of Recent Inflation and Disinflation91 cited