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Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
16 references·16 citing·42 second hopsampled
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate (2004)Taylor Rules and the Deutschmark-Dollar R…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Term structure evidence on interest rate smoothing and monetary policy inertia (2002)Term structure evidence on in…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach (2001)Optimal Monetary Policy in Op…Open-Economy Inflation Targeting (2000)Open-Economy Inflation Target…Monetary Policy Rules (1999)Monetary Policy RulesSmall-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Monetary policy rules in practice (1998)Monetary policy rules in prac…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Puzzles in International Financial Markets (1994)Puzzles in International Fina…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules (2018)The uncovered interest parity…Fundamentals and exchange rate forecastability with simple machine learning methods (2018)Fundamentals and exchange rat…Interest rate and the exchange rate: A non-monotonic tale (2013)Interest rate and the exchang…The contribution of economic fundamentals to movements in exchange rates (2012)The contribution of economic …Factor Model Forecasts of Exchange Rates (2012)Factor Model Forecasts of Exc…ASIAN BUSINESS CYCLE SYNCHRONIZATION (2012)ASIAN BUSINESS CYCLE SYNCHRON…Taylor Rules and the Euro (2011)Taylor Rules and the EuroBond risk premia, macroeconomic fundamentals and the exchange rate (2011)Bond risk premia, macroeconom…The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication (2010)The High‐Frequency Response o…Monetary Policy, Model Uncertainty and Exchange Rate Volatility (2010)Monetary Policy, Model Uncert…Monetary Policy and the Uncovered Interest Parity Puzzle (2010)Monetary Policy and the Uncov…Exchange Rates and Fundamentals: Footloose or Evolving Relationship? (2009)Exchange Rates and Fundamenta…Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics (2009)Changing Monetary Policy Rule…Taylor rules with real-time data: A tale of two countries and one exchange rate (2008)Taylor rules with real-time d…Order Flows and The Exchange Rate Disconnect Puzzle (2008)Order Flows and The Exchange …Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion] (2007)Exchange Rate Models Are Not …Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? 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(2012)Exchange Rate Predictability (2013)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Investor Psychology and Asset Pricing (2001)Carry Trades and Currency Crashes (2008)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Low inflation, pass-through, and the pricing power of firms (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1999Monetary Policy Rules1,705 cited
  • 2000Open-Economy Inflation Targeting1,428 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2002Term structure evidence on interest rate smoothing and monetary policy inertia772 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence614 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy566 cited
  • 2001Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach561 cited
  • 1994

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Puzzles in International Financial Markets
523 cited

Cited by

  • 2007Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion]176 cited
  • 2009Exchange Rates and Fundamentals: Footloose or Evolving Relationship?154 cited
  • 2008Taylor rules with real-time data: A tale of two countries and one exchange rate152 cited
  • 2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics143 cited
  • 2011Bond risk premia, macroeconomic fundamentals and the exchange rate134 cited
  • 2010The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication113 cited
  • 2012Factor Model Forecasts of Exchange Rates95 cited
  • 2010Monetary Policy and the Uncovered Interest Parity Puzzle86 cited
  • 2008Order Flows and The Exchange Rate Disconnect Puzzle86 cited
  • 2018Fundamentals and exchange rate forecastability with simple machine learning methods83 cited
  • 2011Taylor Rules and the Euro81 cited
  • 2018The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules72 cited
  • 2010Monetary Policy, Model Uncertainty and Exchange Rate Volatility71 cited
  • 2012The contribution of economic fundamentals to movements in exchange rates67 cited
  • 2013Interest rate and the exchange rate: A non-monotonic tale66 cited
  • 2012ASIAN BUSINESS CYCLE SYNCHRONIZATION63 cited