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Monetary Policy and the Predictability of Nominal Exchange Rates
16 references·16 citing·33 second hopsampled
Monetary Policy and the Predictability of Nominal Exchange Rates (2020)Monetary Policy and the Predictability of…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Bayesian Analysis of DSGE Models (2007)Bayesian Analysis of DSGE Mod…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Predictive regressions (1999)Predictive regressionsMonetary policy rules in practice (1998)Monetary policy rules in prac…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyInternational Real Business Cycles (1992)International Real Business C…Forward and spot exchange rates (1984)Forward and spot exchange rat…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…The Flight to Safety and International Risk Sharing (2024)The Flight to Safety and Inte…The coevolution effect of central bank digital currency and green bonds on the net-zero economy (2024)The coevolution effect of cen…The Global Dollar Cycle (2023)The Global Dollar CycleThe COVID-19 recession on both sides of the Atlantic: A model-based comparison (2023)The COVID-19 recession on bot…Forecasting the U.S. Dollar in the 21st Century (2023)Forecasting the U.S. Dollar i…Pricing Currency Risks (2022)Pricing Currency RisksMonetary Policy and Redistribution in Open Economies (2022)Monetary Policy and Redistrib…Liquidity and Exchange Rates: An Empirical Investigation (2022)Liquidity and Exchange Rates:…International macroeconomics with imperfect financial markets (2022)International macroeconomics …Why is unemployment so countercyclical? (2021)Why is unemployment so counte…The Story of the Real Exchange Rate (2021)The Story of the Real Exchang…The missing risk premium in exchange rates (2021)The missing risk premium in e…The Flight to Safety and International Risk Sharing (2021)The Flight to Safety and Inte…Government policy approval and exchange rates (2021)Government policy approval an…Exchange Rates and Monetary Policy with Heterogeneous Agents: Sizing up the Real Income Channel (2021)Exchange Rates and Monetary P…The PPP View of Multihorizon Currency Risk Premiums (2020)The PPP View of Multihorizon …Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The General Theory of Employment, Interest, and Money (2018)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Debt, Deficits, and Finite Horizons (1985)Real Business Cycles in a Small Open Economy (1991)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Transition Modeling and Econometric Convergence Tests (2007)Sudden Stops, Financial Crises, and Leverage (2010)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Convergence Across States and Regions (1991)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1992International Real Business Cycles1,842 cited
  • 1999Predictive regressions1,614 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2007Bayesian Analysis of DSGE Models1,367 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited

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Cited by

  • 2022Liquidity and Exchange Rates: An Empirical Investigation85 cited
  • 2024The Flight to Safety and International Risk Sharing80 cited
  • 2022Pricing Currency Risks71 cited
  • 2021The missing risk premium in exchange rates70 cited
  • 2021Exchange Rates and Monetary Policy with Heterogeneous Agents: Sizing up the Real Income Channel61 cited
  • 2021The Flight to Safety and International Risk Sharing52 cited
  • 2022International macroeconomics with imperfect financial markets50 cited
  • 2023Forecasting the U.S. Dollar in the 21st Century40 cited
  • 2021The Story of the Real Exchange Rate36 cited
  • 2021Government policy approval and exchange rates32 cited
  • 2023The Global Dollar Cycle30 cited
  • 2022Monetary Policy and Redistribution in Open Economies29 cited
  • 2024The coevolution effect of central bank digital currency and green bonds on the net-zero economy28 cited
  • 2021Why is unemployment so countercyclical?26 cited
  • 2020The PPP View of Multihorizon Currency Risk Premiums23 cited
  • 2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison17 cited