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Modeling the ECU Against the U.S. Dollar: A Structural Monetary Interpretation
16 references·6 citing·32 second hop
Modeling the ECU Against the U.S. Dollar: A Structural Monetary Interpretation (2000)Modeling the ECU Against the U.S. Dollar:…Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence (1995)Long-Run Exchange Rate Modeli…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Banking on currency forecasts: How predictable is change in money? (1995)Banking on currency forecasts…The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994)The monetary model of the exc…The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting (1993)The Monetary Approach to the …Long-Run Purchasing Power Parity: Is it for Real? (1993)Long-Run Purchasing Power Par…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)Monetary and Exchange Rate Po…Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models (1987)Time-Varying Parameters and t…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS (2010)FORECASTING THE UK/US EXCHANG…Non‐linearities in the relation between the exchange rate and its fundamentals (2008)Non‐linearities in the relati…A long-run structural model of the UK (2006)A long-run structural model o…The Long-Run Validity of the Monetary Exchange Rate Model for a High Inflation Country and Misalignment : The Case of Turkey (2004)The Long-Run Validity of the …How well can monetary factors explain the exchange rate of the euro? (2004)How well can monetary factors…The Monetary Models of the Turkish Lira/U.S. Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics, and Forecasting (2003)The Monetary Models of the Tu…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)Statistical analysis of cointegration vectors (1988)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)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Can the Markov switching model forecast exchange rates? (1994)Long-run PPP may not hold after all (2000)Currency traders and exchange rate dynamics: a survey of the US market (2001)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)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)Convergence Across States and Regions (1991)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited
  • 1994The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk295 cited
  • 1993The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting222 cited
  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 1988Monetary and Exchange Rate Policies for International Financial Stability: A Proposal

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188 cited
  • 1987Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models177 cited
  • 1993Long-Run Purchasing Power Parity: Is it for Real?166 cited
  • Cited by

    • 2008Non‐linearities in the relation between the exchange rate and its fundamentals25 cited
    • 2004The Long-Run Validity of the Monetary Exchange Rate Model for a High Inflation Country and Misalignment : The Case of Turkey20 cited
    • 2004How well can monetary factors explain the exchange rate of the euro?18 cited
    • 2003The Monetary Models of the Turkish Lira/U.S. Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics, and Forecasting17 cited
    • 2010FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS14 cited
    • 2006A long-run structural model of the UK14 cited