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A Neoclassical Explanation of Nominal Exchange Rate Volatility
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A Neoclassical Explanation of Nominal Exchange Rate Volatility (2005)A Neoclassical Explanation of Nominal Exc…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Potential Pitfalls for the Pu…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Tax Policy and Aggregate Demand Management Under Catching Up with the Joneses (2000)Tax Policy and Aggregate Dema…Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2000)Can Sticky Price Models Gener…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Happiness and Economic Performance (1997)Happiness and Economic Perfor…Satisfaction and comparison income (1996)Satisfaction and comparison i…Accounting for Forward Rates in Markets for Foreign Currency (1993)Accounting for Forward Rates …Understanding Consumption (1992)Understanding ConsumptionStatistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…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)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)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Does Economic Growth Improve the Human Lot? Some Empirical Evidence (1974)Subjective Well-Being (1984)The Macroeconomics of Happiness (2003)Is Well-Being U-Shaped Over the Life Cycle? (2007)Report by the commission on the measurement of economic performance and social progress (2011)Взаимосвязь статуса занятости и пола с уровнем психологического благополучия (2026)A Theory of Social Comparison Processes (1954)The nature and causes of job satisfaction (1976)Motivation and Personality (1997)A Theory of Fairness, Competition, and Cooperation (1999)Well-being : the foundations of hedonic psychology (1999)Developments in the Measurement of Subjective Well-Being (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Endogenous Technological Change (1990)Dynamic Econometrics (1995)Precautionary Saving and Social Insurance (1995)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)International Liquidity and Exchange Rate Dynamics * (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Optimal Currency Areas (2002)Information costs and home bias: an analysis of US holdings of foreign equities (2004)
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996Satisfaction and comparison income2,969 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1997Happiness and Economic Performance1,843 cited
  • 1992Understanding Consumption1,461 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?1,182 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 2001The new open economy macroeconomics: a survey675 cited
  • 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
  • 2000Tax Policy and Aggregate Demand Management Under Catching Up with the Joneses497 cited
  • 2000Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?

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336 cited
  • 1993Accounting for Forward Rates in Markets for Foreign Currency208 cited
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