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The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China
16 references·2 citing·40 second hop
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1987International Economics: Theory and Policy1,309 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1988Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries368 cited
  • 1999Exchange rate misalignment : concepts and measurement for developing countries344 cited
  • 2000Long-run PPP may not hold after all299 cited
  • 1990Currency Fluctuations in the Post-Bretton Woods Era284 cited
  • 2001Long-Horizon Exchange Rate Predictability?197 cited
  • 1987Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approach142 cited
  • 2001Real Exchange Rate Misalignment in China: An Empirical Investigation139 cited

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  • 1989The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change114 cited
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    • 2006The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China33 cited
    • 2007Can the Chinese Trade Surplus Be Reduced Through Exchange Rate Policy?33 cited