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The Commodity Price and Exchange Rate Dynamics
12 references·1 citing·48 second hopsampled
The Commodity Price and Exchange Rate Dynamics (2017)The Commodity Price and Exchange Rate Dyn…What Drives the New Zealand Dollar (2004)What Drives the New Zealand D…Commodity currencies and the real exchange rate (2004)Commodity currencies and the …Commodity currencies (2003)Commodity currenciesExchange Rates and Fundamentals: Evidence from Commodity Economies (2002)Exchange Rates and Fundamenta…Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries (1996)Real Exchange Rate Levels, Pr…Australia's Real Exchange Rate–Is it Explained by the Terms of Trade or by Real Interest Differentials?* (1994)Australia's Real Exchange Rat…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…A Theory of Exchange Rate Determination (1980)A Theory of Exchange Rate Det…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations (1977)A Model of Exchange Rate Dete…Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis (2018)Nonlinear effects of financia…An Analysis of the Accuracy of Four Macroeconometric Models (1979)Interpreting Economic Time Series (1981)The Adjustment of Stock Prices to Information About Inflation (1981)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Expectations and Exchange Rate Dynamics (1976)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Can Exchange Rates Forecast Commodity Prices? * (2010)How to Understand High Food Prices (2010)Natural Resources: Curse or Blessing? (2011)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)ARCH modeling in finance (1992)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Forward and spot exchange rates (1984)A Theory of the Term Structure of Interest Rates (1985)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)A Pragmatic View of Knowledge and Boundaries: Boundary Objects in New Product Development (2002)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Fully modified OLS for heterogeneous cointegrated panels (2004)A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)How Far Can We Push The "Law of One Price"? (1976)The Economics of Exchange Rates (2003)Unanticipated Money Growth and Unemployment in the United States (1976)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)International Liquidity and Exchange Rate Dynamics * (2015)Statistical analysis of cointegration vectors (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Commodity currencies and currency commodities (2008)The turning black tide: energy prices and the Canadian dollar (2008)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Puzzling Persistence of the Distance Effect on Bilateral Trade (2008)Oil prices, exchange rates and emerging stock markets (2011)
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References

  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2003Commodity currencies513 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 2004Commodity currencies and the real exchange rate482 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?432 cited
  • 1980A Theory of Exchange Rate Determination405 cited
  • 1977A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations341 cited
  • 1996Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries172 cited
  • 1994Australia's Real Exchange Rate–Is it Explained by the Terms of Trade or by Real Interest Differentials?*110 cited
  • 2002Exchange Rates and Fundamentals: Evidence from Commodity Economies31 cited
  • 2004What Drives the New Zealand Dollar14 cited

Cited by

  • 2018Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis69 cited

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