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Exchange Rates and Economic Fundamentals
12 references·16 citing·29 second hop
Exchange Rates and Economic Fundamentals (1998)Exchange Rates and Economic FundamentalsThe forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Empirical research on nominal exchange rates (1995)Empirical research on nominal…Real exchange rates and real interest differentials (1994)Real exchange rates and real …A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990 (1993)A re-assessment of the relati…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…The exchange rate system (1983)The exchange rate systemEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Revisiting the real exchange rate misalignment‐economic growth nexus via the across‐sector misallocation channel (2023)Revisiting the real exchange …Real Exchange Rate Misalignments in the Euro Area (2020)Real Exchange Rate Misalignme…Optimality of a monetary union: New evidence from exchange rate misalignments in West Africa (2013)Optimality of a monetary unio…On Currency Misalignments within the Euro Area (2013)On Currency Misalignments wit…Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies (2011)Does Euro or Dollar Pegging I…Currency misalignments and growth: a new look using nonlinear panel data methods (2011)Currency misalignments and gr…Real Equilibrium Exchange Rate in China. Is the Renminbi Undervalued? (2008)Real Equilibrium Exchange Rat…Real equilibrium exchange rate in China is the renminbi undervalued? (2007)Real equilibrium exchange rat…Assessing Equilibrium Exchange Rates in CEE Acceding Countries: Can We Have DEER with BEER without FEER? A Critical Survey of the Literature (2007)Assessing Equilibrium Exchang…Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models (2005)Equilibrium exchange rates in…Comparing international consumption patterns (2005)Comparing international consu…Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (2002)Empirical Exchange Rate Model…Real Exchange Rate Misalignment in China: An Empirical Investigation (2001)Real Exchange Rate Misalignme…Exchange rate management and manufactured exports in Sub-Saharan Africa (2000)Exchange rate management and …What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …What determines real exchange rates? (1998)What determines real exchange…Expectations and Exchange Rate Dynamics (1976)Macroeconomics 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)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Generalized autoregressive conditional heteroskedasticity (1986)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries (1988)EXCHANGE RATE MISALIGNMENT IN DEVELOPING COUNTRIES (1989)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)Bounds testing approaches to the analysis of level relationships (2001)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers (1998)Oil prices and the rise and fall of the US real exchange rate (1998)Forecast comparisons in unstable environments (2010)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)Mixed MNL models for discrete response (2000)Discrete Choice Methods with Simulation (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1995Empirical research on nominal exchange rates521 cited
  • 1983The exchange rate system470 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 1994Real exchange rates and real interest differentials282 cited
  • 1993A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990275 cited

Cited by

  • 2000Exchange rate management and manufactured exports in Sub-Saharan Africa162 cited
  • 2002Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?148 cited
  • 2001Real Exchange Rate Misalignment in China: An Empirical Investigation

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

139 cited
  • 2020Real Exchange Rate Misalignments in the Euro Area138 cited
  • 2011Currency misalignments and growth: a new look using nonlinear panel data methods120 cited
  • 2008Real Equilibrium Exchange Rate in China. Is the Renminbi Undervalued?88 cited
  • 2005Comparing international consumption patterns79 cited
  • 2007Assessing Equilibrium Exchange Rates in CEE Acceding Countries: Can We Have DEER with BEER without FEER? A Critical Survey of the Literature77 cited
  • 2013On Currency Misalignments within the Euro Area75 cited
  • 1999What do We Really Know about Real Exchange Rates?74 cited
  • 2005Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models73 cited
  • 2007Real equilibrium exchange rate in China is the renminbi undervalued?69 cited
  • 1998What determines real exchange rates?66 cited
  • 2023Revisiting the real exchange rate misalignment‐economic growth nexus via the across‐sector misallocation channel66 cited
  • 2011Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies65 cited
  • 2013Optimality of a monetary union: New evidence from exchange rate misalignments in West Africa63 cited