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• 2005Global Current Account Imbalances and Exchange Rate Adjustments590 cited
• 2017The Share of Systematic Variation in Bilateral Exchange Rates257 cited
• 2003Exchange rate forecasting: the errors we’ve really made244 cited
• 1987Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models177 cited
• 1984On the effects of sterilized intervention165 cited
• 2011Bond risk premia, macroeconomic fundamentals and the exchange rate134 cited
• 2002How Well Do Monetary Fundamentals Forecast Exchange Rates?119 cited
• 1989The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change114 cited
• 1994Australia's Real Exchange Rate–Is it Explained by the Terms of Trade or by Real Interest Differentials?*110 cited
• 2011Short-run forecasting of the euro-dollar exchange rate with economic fundamentals109 cited
• 1997Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates101 cited
• 1996Imperfect Knowledge and Behaviour in the Foreign Exchange Market91 cited
• 1983Exchange rates, inflation, and the sterilization problem80 cited
• 2002Oil prices and Spanish competitiveness