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Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle
16 references·4 citing·36 second hop
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2010Financial Factors in Economic Fluctuations709 cited
  • 2009Back to the basics in banking? A micro-analysis of banking system stability662 cited
  • 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market

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539 cited
  • 2004The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations437 cited
  • Cited by

    • 2012Measuring and Testing for the Systemically Important Financial Institutions47 cited
    • 2012(Not So) Easy Come, (Still) Easy Go? Footloose Multinationals Revisited43 cited
    • 2010Trade in Services: IT and Task Content20 cited
    • 2010The Taylor Principle and (In-)Determinacy in a New Keynesian Model with Hiring Frictions and Skill Loss16 cited