References

• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1995Exchange Rate Dynamics Redux2,110 cited
• 1982Interest rates and currency prices in a two-country world1,256 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 Period825 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
• 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
• 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
• 2004Exchange Rates and Fundamentals723 cited
• 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers