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Exchange Rates in South America's Emerging Markets
16 references·0 citing·31 second hop
Exchange Rates in South America's Emerging Markets (2020)Exchange Rates in South America's Emergin…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyForecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Combination of Forecasts (1969)The Combination of ForecastsApplied Economic Forecasting (1967)Applied Economic ForecastingThe Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…A Tract on Monetary Reform (1924)A Tract on Monetary ReformMacroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)The Next Generation of the Penn World Table (2015)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 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
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

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