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Exchange Rate Modelling
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Exchange Rate Modelling (1999)Exchange Rate ModellingMacro Approaches to Foreign Exchange Determination (2012)Macro Approaches to Foreign E…Does the nominal exchange rate regime affect the real interest parity condition? (2010)Does the nominal exchange rat…The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely (2009)The Long Swings Puzzle: What …Research on Exchange Rates and Monetary Policy: An Overview (2007)Research on Exchange Rates an…Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues (2006)Equilibrium Exchange Rates in…Coalition Government Formation and Foreign Exchange Markets: Theory and Evidence from Europe (2006)Coalition Government Formatio…Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen (2003)Currency spillovers and tri-p…US dollar/Euro exchange rate: a monthly econometric model for forecasting (2002)US dollar/Euro exchange rate:…Expectations and Exchange Rate Dynamics (1976)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Debt thresholds and real exchange rates: An emerging markets perspective (2016)Real exchange rate persistence and country characteristics: A global analysis (2019)Cryptocurrencies and Cagan’s model of hyperinflation (2021)Empirical exchange rate models of the seventies (1983)Goods Prices and Exchange Rates: What Have We Learned? (1996)Foundations of International Macroeconomics (1997)Comparing Predictive Accuracy (1994)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Information transmission across currency futures markets: Evidence from frequency domain tests (2011)Statistical analysis of cointegration vectors (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry (2014)Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence (2015)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Balassa–Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained (2009)Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence (2010)Searching for a Theory That Fits the Data: A Personal Research Odyssey (2021)Spurious regression and residual-based tests for cointegration in panel data (1999)Equilibrium exchange rates in South Eastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) diseased? (2005)Exchange rates in the new EU accession countries: What have we learned from the forerunners? (2005)Handbook of Economic Growth (2005)The transition economies: A NATREX evaluation of research1 (2006)
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  • 2006Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues44 cited
  • 2006Coalition Government Formation and Foreign Exchange Markets: Theory and Evidence from Europe25 cited
  • 2010Does the nominal exchange rate regime affect the real interest parity condition?23 cited
  • 2012Macro Approaches to Foreign Exchange Determination23 cited
  • 2007Research on Exchange Rates and Monetary Policy: An Overview22 cited
  • 2003Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen20 cited
  • 2009The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely17 cited
  • 2002US dollar/Euro exchange rate: a monthly econometric model for forecasting13 cited

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