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Citations of
Richard A. Meese

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Richard Meese & Nancy Wallace, 2006. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series 1004, Berkeley Program on Housing and Urban Policy. [Downloadable!]

    Cited by:

    1. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Paper 80, National Institute of Economic Research.
    2. Jean-Daniel Saphores & Ismael Aguilar-Benitez, 2005. "Smelly local polluters and residential property values: A hedonic analysis of four Orange County (California) cities," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 20(2), pages 197-218. [Downloadable!]
    3. Albert Saiz, 2003. "Immigration and housing rents in American cities," Working Papers 03-12, Federal Reserve Bank of Philadelphia. [Downloadable!]
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    4. Bharat Barot, 2001. "An Econometric Demand–Supply Model For Swedish Private Housing," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 417-444, December. [Downloadable!] (restricted)

  2. Richard A. Meese & Andrew K. Rose, 1997. "Exchange rate instability: determinants and predictability," Pacific Basin Working Paper Series 97-03, Federal Reserve Bank of San Francisco.
    Published as:

    Cited by:

    1. Kruger, Mark & Osakwe, Patrick N. & Page, Jennifer, 1998. "Fundamentals, Contagion and Currency Crises: An Empirical Analysis," Working Papers 98-10, Bank of Canada. [Downloadable!]
    2. Frank W. Agbola & Chartri Kunanopparat, 2005. "Determinants of exchange rate practices: some empirical evidence from Thailand," Applied Economics, Taylor and Francis Journals, vol. 37(7), pages 807-816, April. [Downloadable!] (restricted)
    3. von Hagen, Jürgen & Zhou, Jizhong, 2002. "The Choice of Exchange Rate Regimes: An Empirical Analysis for Transition Economies," CEPR Discussion Papers 3289, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  3. Richard A. Meese & Andrew K. Rose, 1989. "An empirical assessment of non-linearities in models of exchange rate determination," International Finance Discussion Papers 367, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    Cited by:

    1. S. Brock Blomberg, 2001. ""Dumb And Dumber" Explanations For Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 187-216, November. [Downloadable!]
    2. Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    4. Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    5. W. H"Ardle & A. Tsybakov & L. Yang, . "Nonparametric Vector Autoregression," Sonderforschungsbereich 373 1996-61, Humboldt Universitaet Berlin.
    6. Bruce Mizrach, 1996. "Mean Reversion in EMS Exchange Rates," Departmental Working Papers 199525, Rutgers University, Department of Economics. [Downloadable!]
    7. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
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    8. Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Manzan, S. & Westerhoff, F., 2002. "Heterogeneous Expectations, Exchange Rate Dynamics and Predictability," CeNDEF Working Papers 02-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    10. David Peel & Alan Speight, 1994. "Testing for non-linear dependence in inter-war exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(2), pages 391-417, June. [Downloadable!] (restricted)
    11. Raul A. Feliz & John H. Welch, 1993. "The credibility and performance of unilateral target zones: a comparison of the Mexican and Chilean cases," Research Paper 9331, Federal Reserve Bank of Dallas. [Downloadable!]
    12. Consuelo Gámez Amián & José L. Torres, 2004. "A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate," Economic Working Papers at Centro de Estudios Andaluces E2004/73, Centro de Estudios Andaluces. [Downloadable!]
    13. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    14. Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000. "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão 432, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    15. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]
    16. Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank. [Downloadable!]
    17. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
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    18. Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority. [Downloadable!]
    19. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series 1033, Department of Economics, UC Santa Cruz. [Downloadable!]
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    20. José Torres, 2007. "A non-parametric analysis of ERM exchange rate fundamentals," Empirical Economics, Springer, vol. 32(1), pages 67-84, April. [Downloadable!] (restricted)
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    21. Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2002. "Markov Switching Regimes in a Monetary Exchange Rate Model," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-266, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    22. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889. [Downloadable!]
    23. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Center for International Economics, Working Paper Series 1010, Center for International Economics, UC Santa Cruz. [Downloadable!]
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    24. Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics. [Downloadable!]
    25. A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 401-405, May. [Downloadable!] (restricted)
    26. L. Yang & W. H"Ardle, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1996-62, Humboldt Universitaet Berlin.
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    27. Shankar, Rashmi, 2002. "Distinguishing between observationally equivalent theories of crises," Policy Research Working Paper Series 2926, The World Bank. [Downloadable!]
    28. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    29. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer, vol. 32(4), pages 383-406, November. [Downloadable!] (restricted)
    30. Mustapha Baghli, 2004. "Modelling the FF/MM rate by threshold cointegration analysis," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 533-548, April. [Downloadable!] (restricted)
    31. John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998. "Persistent Dependence in Foreign Exchange Rates? A Reexamination," Boston College Working Papers in Economics 377, Boston College Department of Economics, revised 21 Apr 2000. [Downloadable!]
    32. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    33. Gianna Boero & Emanuela Marrocu, 1999. "Modelli non lineari per i tassi di cambio: un confronto previsivo," Working Paper CRENoS 199914, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
    34. Gianna Boero & Emanuela Marrocu, 2001. "Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns," Working Paper CRENoS 200110, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
    35. Shankar, Rashmi, 2005. "Insurance and liquidity : panel evidence," Policy Research Working Paper Series 3648, The World Bank. [Downloadable!]
    36. Kenneth W Clements & Yihui Lan & John Roberts, 2007. "Exchange-Rate Economics for the Resources Sector," Economics Discussion / Working Papers 07-13, The University of Western Australia, Department of Economics. [Downloadable!]
    37. Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990. "An Empirical Exploration of Exchange Rate Target-Zones," NBER Working Papers 3543, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    38. Gianna Boero & Emanuela Marrocu, 2000. "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS 200014, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
    39. Ahmad Baharumshah & Venus Liew, 2006. "Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models," Open Economies Review, Springer, vol. 17(2), pages 235-251, April. [Downloadable!] (restricted)
    40. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008. "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers 2008-03, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    41. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    42. Jan Beran & Dirk Ocker, 1999. "SEMIFAR Forecasts, with Applications to Foreign Exchange Rates," CoFE Discussion Paper 99-13, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    43. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society. [Downloadable!]
    44. Kenneth D. West & Hali J. Edison & Dongchul Cho, 1992. "A Utility Based Comparison of Some Models of Exchange Rate Volatility," NBER Technical Working Papers 0128, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    45. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]

  4. Jeffrey A. Frankel & Richard Meese, 1988. "Are Exchange Rates Excessively Variable?," NBER Working Papers 2249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Goldberg, Michael D. & Frydman, Roman, 1991. "Theories Consistent Expectationa and Exchange Rate Dynamics," Working Papers 91-62, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Richard Baldwin & Richard K. Lyons, 1988. "The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices," NBER Working Papers 2677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Jeffrey A. Frankel, 1988. "Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium," NBER Working Papers 2367, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Maurice Obstfeld & Kenneth Rogoff, 1998. "Risk and Exchange Rates," NBER Working Papers 6694, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    6. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    7. Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006. "El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006," MPRA Paper 942, University Library of Munich, Germany, revised Oct 2006. [Downloadable!]
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    8. Alberto Giovannini & Philippe Jorion, 1989. "The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets," NBER Working Papers 2573, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Charles Engel & Kenneth D. West, 2004. "Taylor Rules and the Deutschmark-Dollar Real Exchange Rate," NBER Working Papers 10995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    10. Olivier Jeanne & Andrew K Rose, 1999. "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G99/2, Reserve Bank of New Zealand. [Downloadable!]
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    11. Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Richard Baldwin & Richard Lyons, 1989. "Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments," NBER Working Papers 2828, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Hernández Monsalve, Mauricio A. & Mesa, Ramón Javier, 2006. "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Lecturas de Economia, UNIVERSIDAD DE ANTIOQUIA - CIE. [Downloadable!]
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    14. Robert J. Hodrick, 1989. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    15. Kees G. Koedijk & Mack Ott, 1987. "Risk aversion, efficient markets and the forward exchange rate," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 5-13. [Downloadable!]
    16. Charles Engel, 1996. "A Model of Foreign Exchange Rate Indetermination," NBER Working Papers 5766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. Douglas Elmendorf & Mary Hirshfeld & David Weil, 1992. "The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920," NBER Working Papers 4234, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    18. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
    19. Leonardo Bartolini & Gordon M. Bodnar, 1996. "Are exchange rates excessively volatile? And what does "excessively volatile" mean, anyway?," Research Paper 9601, Federal Reserve Bank of New York. [Downloadable!]
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    20. David WR Gruen & Gordon D Menzies, 1991. "The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?," RBA Research Discussion Papers rdp9103, Reserve Bank of Australia. [Downloadable!]
    21. Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Meese, R. & Rogoff, K., 1988. "Was It Real? The Exchange Rate-Interest Differential Ralation Over The Modern Floating-Rate Period," Working papers 368, Wisconsin Madison - Social Systems.
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    Cited by:

    1. P. de Grauwe & I. Vansteenkiste, 2003. "Exchange Rates and Fundamentals a Non-Linear Relationship?," DNB Staff Reports (discontinued) 78, Netherlands Central Bank. [Downloadable!]
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    2. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley. [Downloadable!]
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    3. M. Ali Kemal & Rana Murad Haider, 2004. "Exchange Rate Behaviour after Recent Float: The Experience of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 829-852. [Downloadable!]
    4. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria. [Downloadable!]
    5. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
    6. Nelson C. Mark, 2005. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," NBER Working Papers 11061, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. G. Booth & Mustafa Chowdhory, 1992. "Canadian foreign exchange policies: Intervention, control, cointegration," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(1), pages 21-33, March. [Downloadable!] (restricted)
    8. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper RWP 01-14, Federal Reserve Bank of Kansas City. [Downloadable!]
    9. Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Department of Economics, University of Glasgow. [Downloadable!]
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    10. Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Chung-Han Kim, 2000. "Balassa-Samuelson Theory And Predictability Of The Us/Uk Real Exchange Rate," International Economic Journal, Korean International Economic Association, vol. 14(3), pages 101-121, October. [Downloadable!] (restricted)
    12. Brian Kahn & Ashok Parikh, 1998. "Does purchasing power parity survive political shocks in South Africa?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 99-116, March. [Downloadable!] (restricted)
    13. Adrian Blundell-Wignall & Frank Browne, 1992. "Real Exchange Rates and the Globalisation of Financial Markets," RBA Research Discussion Papers rdp9203, Reserve Bank of Australia. [Downloadable!]
    14. Luca Antonio Ricci & Ronald MacDonald, . "PPP and the Balassa Samuelson Effect: The Role of the Distribution Sector," IMF Working Papers 01/38, International Monetary Fund. [Downloadable!]
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    15. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA. [Downloadable!]
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    16. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank. [Downloadable!]
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    17. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    18. Andreas Andersson & Pär Österholm, 2006. "Population age structure and real exchange rates in the OECD," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 1-18, March. [Downloadable!] (restricted)
    19. Philip Shively, 2003. "Threshold stationary real exchange rates: a nonlinear, multivariate approach," Economics Bulletin, Economics Bulletin, vol. 6(2), pages 1-11. [Downloadable!]
    20. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, Göteborg University, Department of Economics. [Downloadable!]
    21. Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Department of Economics, University of Glasgow. [Downloadable!]
    22. Juan Carlos Cuestas & Paulo José Regis, 2008. "Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives," Economics Bulletin, Economics Bulletin, vol. 3(27), pages 1-8. [Downloadable!]
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    23. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]
    24. Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics. [Downloadable!]
    25. Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City. [Downloadable!]
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    26. Goldberg, Linda S., 1991. "Exchange Rates and Entry, Exit and Investment in U.S. Industry," Working Papers 91-06, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    27. Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA. [Downloadable!]
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    29. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA. [Downloadable!]
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    30. Yamin Ahmad & Stuart Glosser, 2007. "Searching for Nonlinearities in Real Exchange Rates?," Working Papers 09-01, UW-Whitewater, Department of Economics, revised Jan 2009. [Downloadable!]
    31. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002. "The Euro-Dollar exchange rate: Is it fundamental?," European Economy Group Working Papers 16, European Economy Group. [Downloadable!]
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    32. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series 1033, Department of Economics, UC Santa Cruz. [Downloadable!]
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    33. Alex Luiz Ferreira & Miguel León-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics 0301, Department of Economics, University of Kent. [Downloadable!]
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    34. Shakila Aruman & Mardi Dungey, 2001. "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers 435, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
    35. Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 139-153. [Downloadable!]
    36. ANTHONY de CARVALHO, 2002. "Wage Adjustment, Imperfect Competition and Real Exchange Rate Reversion: An Attempt to Unravel the PPP Puzzle," Discussion Papers 706, The Research Institute of the Finnish Economy. [Downloadable!]
    37. Chan Huh, 1998. "Forecasting industrial production using models with business cycle asymmetry," Economic Review, Federal Reserve Bank of San Francisco, pages 29-41. [Downloadable!]
    38. Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999. [Downloadable!]
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    39. Matthew Higgins & Egon Zakrajsek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    40. Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    41. Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS. [Downloadable!]
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    42. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    43. George Furstenberg, 1998. "From Worldwide Capital Mobility to International Financial Integration: A Review Essay," Open Economies Review, Springer, vol. 9(1), pages 53-84, January. [Downloadable!] (restricted)
    44. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA. [Downloadable!]
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    45. Kilian, Lutz, 1999. "Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 491-510, Sept.-Oct. [Downloadable!]
    46. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    47. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society. [Downloadable!]
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    48. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 439-446, April. [Downloadable!] (restricted)
    49. René Lalonde & Patrick Sabourin, 2003. "Modélisation et prévision du taux de change réel effectif américain," Working Papers 03-3, Bank of Canada. [Downloadable!]
    50. Paul Fenton & Alain Paquet, 1997. "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers 56, CREFE, Université du Québec à Montréal, revised Jan 1998. [Downloadable!]
    51. Luis Eduardo Arango & Yanneth R.Betancourth, . "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia 216, Banco de la Republica de Colombia. [Downloadable!]
    52. Mariam Camarero & Cecilio Tamarit, . "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance 01-08, FEDEA. [Downloadable!]
      Other versions:
    53. G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
      Other versions:
    54. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, EconWPA. [Downloadable!]
      Other versions:
    55. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    56. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
    57. Alexius, Annika, 2001. "How to Beat the Random Walk," Working Paper Series 175, Trade Union Institute for Economic Research. [Downloadable!]
    58. Kausik Chaudhuri, 2000. "Chaudhuri Real Exchange Rate Fluctuations in Indian Currency: Role of Real and Nominal Factors," Working Papers 2000-4, University of Sydney, Department of Economics. [Downloadable!]
    59. Alex Luiz Ferreira, 2004. "Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?," Studies in Economics 0407, Department of Economics, University of Kent. [Downloadable!]
    60. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    61. Jan J J Groen & Clare Lombardelli, . "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England. [Downloadable!]
    62. Hyoung-Seok Lim & Masao Ogaki, 2003. "A Theory of Exchange Rates and the Term Structure of Interest Rates," RCER Working Papers 504, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
      Other versions:
    63. Luis E. Arango & Yanneth R. Betancourt, 2005. "A signal of imperfect portfolio capital adjustments from the domestic and foreign Colombian debt," Applied Financial Economics, Taylor and Francis Journals, vol. 15(9), pages 587-597, June. [Downloadable!] (restricted)
    64. Jyh-Lin Wu, 1994. "Government Spending And Movements Of Real Exchange Rates: An Empirical Investigation," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 43-56, June. [Downloadable!] (restricted)
    65. Roger Guerra, 2003. "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March. [Downloadable!]
    66. Ibrahim A. Elbadawi & Raimundo Soto, . "Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries," ILADES-Georgetown University Working Papers inv093, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
      Other versions:
    67. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    68. J.F. Kaashoek & H.K. Van Dijk, 2001. "Neural networks as econometric tool," Econometric Institute Report 213, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    69. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part III: The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 03-07, The University of Western Australia, Department of Economics. [Downloadable!]
    70. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    71. Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," Working Papers 2008/8, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    72. Assaf Razin & Chi-Wa Yuen, 1995. "Can Capital Controls Alter the Inflation-Unemployment Tradeoff?," NBER Working Papers 5239, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    73. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]
    74. Kausik Chaudhuri & Jeffrey Sheen, . "Purchasing Power Parity Across States and Goods Within Australia," Working Papers 2001-2, University of Sydney, Department of Economics. [Downloadable!]
      Other versions:
    75. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335. [Downloadable!]
    76. Choi, In, 1999. "Testing the Random Walk Hypothesis for Real Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 293-308, May-June. [Downloadable!]
    77. Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Working Papers 3684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    78. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    79. Matthew Higgins & Egon Zakrajsek, 1999. "Purchasing power parity: three stakes through the heart of the unit root null," Staff Reports 80, Federal Reserve Bank of New York. [Downloadable!]
    80. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    81. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004 91, Money Macro and Finance Research Group. [Downloadable!]
    82. Bruce Mizrach, 1996. "Forecast Comparison in L2," Departmental Working Papers 199524, Rutgers University, Department of Economics. [Downloadable!]
    83. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March. [Downloadable!]
    84. Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Discussion Papers of DIW Berlin 819, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    85. Darbha, Gangadhar & Patel, Urjit R., 2004. "Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence," Working Papers 04-1, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    86. John E. Floyd, 1998. "Monetary Policy and the Real Exchange Rate: Some Evidence," Working Papers floyd-98-02, University of Toronto, Department of Economics. [Downloadable!]
    87. Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers iewwp404, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  6. Joe Mattey and Richard Meese., 1986. "Empirical Assessment of Present Value Relations," Research Program in Finance Working Papers 162, University of California at Berkeley.
    Published as:

    Cited by:

    1. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007. "Industry and time specific deviations from fundamental values in a random coefficient model," Annals of Finance, Springer, vol. 3(2), pages 257-276, March. [Downloadable!] (restricted)
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    2. Peter Rappoport & Eugene N. White, 1991. "Was there a bubble in the 1929 Stock Market?," NBER Working Papers 3612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Robert P. Flood & Robert J. Hodrick, 1989. "Testable Implications of Indeterminacies in Models with Rational Expectations," NBER Working Papers 2903, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Lucy F. Ackert & William C. Hunter, 2000. "An empirical examination of the price-dividend relation with dividend management," Working Paper Series WP-00-22, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    5. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. John Y. Campbell & Robert J. Shiller, 1988. "The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study," NBER Technical Working Papers 0067, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Richard Meese & Kenneth Rogoff, 1982. "The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?," International Finance Discussion Papers 204, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

    Cited by:

    1. L. Copeland, Ping Wang, 2000. "Forecasting the returns on UK investment trusts: a comparison," European Journal of Finance, Taylor and Francis Journals, vol. 6(3), pages 298-310, September. [Downloadable!] (restricted)
    2. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers 272009, Hong Kong Institute for Monetary Research. [Downloadable!]
    3. HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June. [Downloadable!] (restricted)
    4. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
    5. Maurice Obstfeld & Kenneth Rogoff, 1998. "Risk and Exchange Rates," NBER Working Papers 6694, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers 15008, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Kenneth Rogoff, 2009. "Exchange rates in the modern floating era: what do we really know?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(1), pages 1-12, April. [Downloadable!] (restricted)
    9. Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    10. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 41-69, March. [Downloadable!] (restricted)
    11. Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Juan Ángel Jiménez Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos del Instituto Complutense de Análisis Económico 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    13. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
      Other versions:
    14. Flood, Robert P & Rose, Andrew K, 2008. "Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market," CEPR Discussion Papers 6714, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    15. Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    16. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA. [Downloadable!]
      Other versions:
    17. Rowena A. Pecchenino & Patricia S. Pollard, 2003. "A simple model of international capital flows, exchange rate risk, and portfolio choice," Working Papers 2000-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    18. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 439-446, April. [Downloadable!] (restricted)
    19. Mariam Camarero & Cecilio Tamarit, . "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance 01-08, FEDEA. [Downloadable!]
      Other versions:
    20. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany. [Downloadable!]
    21. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
    22. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    23. Robert J. Hodrick, 1989. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    24. Walter Wasserfallen & Hans Kyburz, 1985. "The behavior of flexible exchange rates in the short run — A systematic investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(4), pages 646-660, December. [Downloadable!] (restricted)
    25. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    26. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995. [Downloadable!]
    27. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Working Papers 09.04, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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    28. Peter Rowland, . "Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift," Borradores de Economia 253, Banco de la Republica de Colombia. [Downloadable!]
    29. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    30. Garry J. Schinasi & P.A.V.B. Swamy, 1987. "The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change," International Finance Discussion Papers 301, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    31. Fabio Canova & Takatoshi Ito, 1991. "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market," NBER Working Papers 2678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    32. Bofinger, Peter & Leitner, Johannes & Schmidt, Robert, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    33. Takatoshi Ito, 1989. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," NBER Working Papers 1493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    34. Moura, Marcelo L. & Lima, Adauto R. S., 2007. "Empirical exchange rate models fit: Evidence from the Brazilian economy," Ibmec Working Papers wpe_85, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    35. John D. Jackson & Henry Thompson & Juliet Zheng, 2005. "Third country news in the monetary model of the exchange rate," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 757-764, July. [Downloadable!] (restricted)
    36. Daniela Federici & Giancarlo Gandolfo, 2002. "Chaos and the exchange rate," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 11(2), pages 111-142, June. [Downloadable!] (restricted)
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    37. John Pippenger, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series 03-04, Department of Economics, UC Santa Barbara. [Downloadable!]
    38. Ken Johnston & David Carter & John Hatem, 2005. "Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice," Applied Economics, Taylor and Francis Journals, vol. 37(16), pages 1915-1924, September. [Downloadable!] (restricted)
    39. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis. [Downloadable!]
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    40. Ahmad Baharumshah & Venus Liew, 2006. "Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models," Open Economies Review, Springer, vol. 17(2), pages 235-251, April. [Downloadable!] (restricted)
    41. Fariña Gómez, Beatriz & Rojo García, José Luis, 2006. "Características de las Distribuciones Mensuales del "Ciclo de Ambiente" de la Economia Española," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 397-425, Abril. [Downloadable!] (restricted)
    42. Charles Engel & James D. Hamilton, 1989. "Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?," NBER Working Papers 3165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    43. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation, Yale University. [Downloadable!]
    44. Shang-Jin Wei & Jeffrey A. Frankel, 1991. "Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?," NBER Working Papers 3910, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    45. Alexius, Annika & Post, Erik, 2005. "Exchange Rates and Asymmetric Shocks in Small Open Economies," Working Paper Series 2005:10, Uppsala University, Department of Economics. [Downloadable!]
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    46. Arturo José Galindo, 1998. "Estimating Credibility In Colombia'S Exchange Rate Target Zone," BORRADORES DE ECONOMIA 002604, BANCO DE LA REPÚBLICA. [Downloadable!]
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    47. Peter Rowland, 2003. "Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift," BORRADORES DE ECONOMIA 002736, BANCO DE LA REPÚBLICA. [Downloadable!]
    48. Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008. "Exchange Rate and Fundamentals: The Case of Brazil," Ibmec Working Papers wpe_112, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    49. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  8. Richard Meese & Kenneth Rogoff, 1981. "Empirical exchange rate models of the seventies: are any fit to survive?," International Finance Discussion Papers 184, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June. [Downloadable!]
      Other versions:
    2. Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics. [Downloadable!]
    3. Margarida Duarte & Diego Restuccia & Andrea L. Waddle, 2007. "Exchange rates and business cycles across countries," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 57-76. [Downloadable!]
    4. Geert Bekaert & Stephen F. Gray, 1999. "Target Zones and Exchange Rates: An Empirical Investigation," NBER Working Papers 5445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. David Chappell, Robert M. Eldridge, 1997. "Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984–1992," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 159-182, June. [Downloadable!] (restricted)
    6. Sebastian Edwards, 1984. "Floating Exchange Rates, Expectations and New Information," NBER Working Papers 1064, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Rudiger Dornbusch, 1983. "Equilibrium and Disequilibrium Exchange Rates," NBER Working Papers 0983, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  9. Richard A. Meese & Kenneth J. Singleton, 1980. "Rational expectations, risk premia, and the market for spot and forward exchange," International Finance Discussion Papers 165, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jeffrey A. Frankel & James H. Stock, 1987. "A Relationship Between Regression Tests and Volatility Tests of Market ncy," NBER Working Papers 1105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Robert E. Cumby & Maurice Obstfeld, 1981. "Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis," NBER Working Papers 0537, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Robert J. Shiller, 1981. "The Use of Volatility Measures in Assessing Market Efficiency," NBER Working Papers 0565, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. David A. Hsieh, 1982. "Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats," NBER Working Papers 0843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Richard Meese, 1980. "Dynamic factor demand schedules for labor and capital under rational expectations," International Finance Discussion Papers 153, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

    Cited by:

    1. Nadiri, M. Ishaq & Prucha, Ingmar R., 1982. "Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model," Working Papers 82-22, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Reuven Glick & Kenneth Rogoff, 1993. "Global versus country-specific productivity shocks and the current account," International Finance Discussion Papers 443, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    3. Robert A. Amano, . "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Working Papers 95-3, Bank of Canada. [Downloadable!]
      Other versions:
    4. Hassink, W.H.J. & Broersma, L., 1993. "Labour demand and job-to-job movement : macro-consequences as a result from micro-economic behaviour," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    5. Ariel Pakes, 1985. "Patents, R and D, and the Stock Market Rate of Return," NBER Working Papers 0786, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Pindyck, Robert S. & Rotemberg, Julio., 1982. "Dynamic factor demands under rational expectations," Working papers 1351-82., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    7. Sterman, John, 1987. "Misperceptions of feedback in dynamic decisionmaking," Working papers 1899-87., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    8. Daniel S. Hamermesh, 1986. "The Demand for Workers and Hours and the Effects of Job Security Policies: Theory and Evidence," NBER Working Papers 2056, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany. [Downloadable!]
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    10. Matthew D. Shapiro, 1987. "Capital Utilization and Capital Accumulation: Theory and Evidence," NBER Working Papers 1900, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Nadiri, M. Ishaq & Schankerman, Mark, 1982. "Investment in R&D, Costs of Adjustment and Expectations," Working Papers 82-20, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    12. Jeffrey I. Bernstein & M. Ishaq Nadiri, 1988. "Rates Of Return On Physical And R&D Capital And Structure Of The Production Process: Cross Section And Time Series Evidence," NBER Working Papers 2570, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Pål Boug, 1999. "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers 256, Research Department of Statistics Norway. [Downloadable!]
    14. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    15. Robert A. Amano & Tony S. Wirjanto, . "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Working Papers 94-6, Bank of Canada. [Downloadable!]
      Other versions:
    16. Michele Boldrin & Luigi Montrucchio, 1987. "The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time," UCLA Economics Working Papers 457, UCLA Department of Economics. [Downloadable!]
    17. Mark Schankerman & M. Ishaq Nadiri, 1982. "Investment in R&D, Costs of Adjustment and Expectations," NBER Working Papers 0931, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Meese, Richard A & Wallace, Nancy E, 1997. "The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches," The Journal of Real Estate Finance and Economics, Springer, vol. 14(1-2), pages 51-73, Jan.-Marc. [Downloadable!] (restricted)

    Cited by:

    1. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62. [Downloadable!]
    2. Robert W. Paterson & Jeffrey E. Zabel, 2005. "The Effects of Critical Habitat Designation on Housing Supply: An Analysis of California Housing Construction Activity," Discussion Papers Series, Department of Economics, Tufts University 0514, Department of Economics, Tufts University. [Downloadable!]
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    3. Denis Conniffe & David Duffy, 1999. "Irish House Price Indices ? Methodological Issues," Papers WP110, Economic and Social Research Institute (ESRI). [Downloadable!]
      Other versions:
    4. Leech, D. & Campos, E., 2000. "Is Comprehensive Education Really Free? A Study of the Effects of Secondary School Admissions Policies on House Prices," The Warwick Economics Research Paper Series (TWERPS) 581, University of Warwick, Department of Economics. [Downloadable!]
    5. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School. [Downloadable!]
    6. Erling Røed Larsen and Dag Einar Sommervoll, 2003. "Rising Inequality of Housing? Evidence from Segmented Housing Price Indices," Discussion Papers 363, Research Department of Statistics Norway. [Downloadable!]
    7. Richard Meese & Nancy Wallace, 2006. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series 1004, Berkeley Program on Housing and Urban Policy. [Downloadable!]
    8. John Y. Campbell & Stefano Giglio & Parag Pathak, 2009. "Forced Sales and House Prices," NBER Working Papers 14866, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158. [Downloadable!]
    10. Min Hwang & John Quigley, 2006. "Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values," Berkeley Program on Housing and Urban Policy, Working Paper Series 1046, Berkeley Program on Housing and Urban Policy. [Downloadable!]
      Other versions:
    11. M. Baroni & F. Barthélémy & M. Mokrane, 2004. "Which Capital Growth Index for the Paris Residential Market?," THEMA Working Papers 2004-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
      Other versions:

  2. Richard A. Meese & Andrew K. Rose, 1996. "Exchange rate instability: determinants and predictability," Proceedings, Federal Reserve Bank of San Francisco, pages 183-205.
    Other versions:

    See citations under working paper version above.

  3. Chinn, Menzie D. & Meese, Richard A., 1995. "Banking on currency forecasts: How predictable is change in money?," Journal of International Economics, Elsevier, vol. 38(1-2), pages 161-178, February. [Downloadable!] (restricted)

    Cited by:

    1. Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
      Other versions:
    2. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Exchange Rate Effects on the Volume and Variability of Trade Flows," Boston College Working Papers in Economics 405., Boston College Department of Economics, revised 12 Sep 2001. [Downloadable!]
      Other versions:
    3. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
    4. Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance 0409032, EconWPA. [Downloadable!]
      Other versions:
    5. Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," Computing in Economics and Finance 2006 367, Society for Computational Economics. [Downloadable!]
      Other versions:
    6. Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan. [Downloadable!]
      Other versions:
    7. Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    8. Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series 1007, Center for International Economics, UC Santa Cruz. [Downloadable!]
    9. SALTO, Matteo, 1998. "Indeterminacy of equilibrium allocations in monetary open economies," CORE Discussion Papers 1998062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    10. Oscar Bajo Rubio & María Dolores Montávez Garcés, 1998. "Tipo de cambio, expectativas y nueva información: evidencia para el caso de la peseta, 1986-1996," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9801, Departamento de Economía - Universidad Pública de Navarra.
    11. Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar, 2008. "Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies," MPRA Paper 7505, University Library of Munich, Germany. [Downloadable!]
    12. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    13. Norrbin, Stefan, 2001. "What Have We Learned from Empirical Tests of the Monetary Transmission Effect," Working Paper Series 121, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    14. Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    15. Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    16. Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    17. Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Department of Economics, University of Glasgow. [Downloadable!]
    18. Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. William Barnett & Chang Ho Kwag, 2005. "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," International Trade 0505004, EconWPA, revised 24 Oct 2005. [Downloadable!]
      Other versions:
    20. Juan Ángel Jiménez Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos del Instituto Complutense de Análisis Económico 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    21. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74. [Downloadable!]
      Other versions:
    22. Simón Sosvilla-Rivero & Emma García, . "Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?," Working Papers 2003-15, FEDEA. [Downloadable!]
    23. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
      Other versions:
    24. Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1," American Economic Review, American Economic Association, vol. 94(2), pages 119-125, May. [Downloadable!]
    25. Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority. [Downloadable!]
    26. Bertrand Maillet, Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 196-224, June. [Downloadable!] (restricted)
    27. Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization and Monetary Policy Institute Working Paper 22, Federal Reserve Bank of Dallas. [Downloadable!]
      Other versions:
    28. Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    29. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Center for International Economics, Working Paper Series 1010, Center for International Economics, UC Santa Cruz. [Downloadable!]
      Other versions:
    30. Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
      Other versions:
    31. Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers 10267, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    32. R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    33. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    34. Kilian, Lutz, 1999. "Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 491-510, Sept.-Oct. [Downloadable!]
    35. Pablo Pincheira, 2006. "Conditional Evaluation of Exchange Rate Predictive Ability in Long Run Regressions," Working Papers Central Bank of Chile 378, Central Bank of Chile. [Downloadable!]
    36. Ron Alquist & Menzie D. Chinn, 2008. "Conventional and unconventional approaches to exchange rate modelling and assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 2-13. [Downloadable!]
      Other versions:
    37. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    38. Nelson C. Mark & Yangru Wu, 1996. "Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity," Working Papers 014, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    39. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    40. Rowena A. Pecchenino & Patricia S. Pollard, 2003. "A simple model of international capital flows, exchange rate risk, and portfolio choice," Working Papers 2000-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    41. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society. [Downloadable!]
      Other versions:
    42. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 439-446, April. [Downloadable!] (restricted)
    43. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rat," Ruhr Economic Papers 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    44. Ho Yeol Lim, 2003. "Asset price movements and monetary policy in South Korea," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 313-337 Bank for International Settlements. [Downloadable!]
    45. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany. [Downloadable!]
    46. Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand. [Downloadable!]
    47. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
    48. Alexius, Annika, 2001. "How to Beat the Random Walk," Working Paper Series 175, Trade Union Institute for Economic Research. [Downloadable!]
    49. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    50. Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003. [Downloadable!]
    51. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995. [Downloadable!]
    52. Charles Engel, 1996. "A Model of Foreign Exchange Rate Indetermination," NBER Working Papers 5766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    53. Menzie Chinn & Louis Johnston, 1996. "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," NBER Working Papers 5709, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    54. Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A High-Low Model of Daily Stock Price Ranges," Working Papers 032009, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    55. Bofinger, Peter & Leitner, Johannes & Schmidt, Robert, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    56. J.J.J. Groen, 2001. "(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel," WO Research Memoranda (discontinued) 664, Netherlands Central Bank, Research Department. [Downloadable!]
    57. John D. Jackson & Henry Thompson & Juliet Zheng, 2005. "Third country news in the monetary model of the exchange rate," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 757-764, July. [Downloadable!] (restricted)
    58. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    59. Fariña Gómez, Beatriz & Rojo García, José Luis, 2006. "Características de las Distribuciones Mensuales del "Ciclo de Ambiente" de la Economia Española," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 397-425, Abril. [Downloadable!] (restricted)
    60. Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics. [Downloadable!]
    61. Arturo José Galindo, 1998. "Estimating Credibility In Colombia'S Exchange Rate Target Zone," BORRADORES DE ECONOMIA 002604, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    62. Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," NBER Working Papers 9393, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    63. Guy Meredith, 2003. "Medium-Term Exchange Rate Forecasting: What Can We Expect?," IMF Working Papers 03/21, International Monetary Fund. [Downloadable!]
    64. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]
    65. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  4. Richard Meese & Nancy Wallace, 1991. "Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 308-332. [Downloadable!] (restricted)

    Cited by:

    1. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September. [Downloadable!] (restricted)
    2. R. Kelley Pace, 1998. "Appraisal Using Generalized Additive Models," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 77-100. [Downloadable!]
    3. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
    4. Richard Meese & Nancy Wallace, 2006. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series 1004, Berkeley Program on Housing and Urban Policy. [Downloadable!]
    5. Bradford Case & Susan Wachter, 2005. "Residential real estate price indices as financial soundness indicators: methodological issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 197-211 Bank for International Settlements. [Downloadable!]

  5. Meese, Richard A & Rose, Andrew K, 1991. "An Empirical Assessment of Non-linearities in Models of Exchange Rate Determination," Review of Economic Studies, Blackwell Publishing, vol. 58(3), pages 603-19, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Meese, Richard A & Rose, Andrew K, 1990. "Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation," American Economic Review, American Economic Association, vol. 80(2), pages 192-96, May. [Downloadable!] (restricted)

    Cited by:

    1. Blake LeBaron, . "Technical Trading Rules and Regime Shifts in Foreign Exchange," Working papers _007, University of Wisconsin - Madison. [Downloadable!]
    2. Giuseppe Bertola & Lars E.O. Svensson, 1991. "Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models," NBER Working Papers 3576, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Guglielmo Maria Caporale & Nicola Spagnolo, 2004. "Modelling East Asian exchange rates: a Markov-switching approach," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 233-242, January. [Downloadable!] (restricted)
    4. Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    5. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA. [Downloadable!]
    6. Sanvi Avouyi-dovi & Jean-Pierre Laffargue, 1994. "Dynamique des taux de change à l'intérieur du SME," Annales d'Economie et de Statistique, ADRES, issue 35, pages 03, Juillet-S. [Downloadable!]
    7. Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May. [Downloadable!]
    9. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 03/111, International Monetary Fund. [Downloadable!]
    10. Bruce Mizrach, 1996. "Mean Reversion in EMS Exchange Rates," Departmental Working Papers 199525, Rutgers University, Department of Economics. [Downloadable!]
    11. Michael Pippenger & Gregory Goering, 1998. "Exchange Rate Forecasting: Results from a Threshold Autoregressive Model," Open Economies Review, Springer, vol. 9(2), pages 157-170, April. [Downloadable!] (restricted)
    12. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006. [Downloadable!]
      Other versions:
    13. Raul A. Feliz & John H. Welch, 1993. "The credibility and performance of unilateral target zones: a comparison of the Mexican and Chilean cases," Research Paper 9331, Federal Reserve Bank of Dallas. [Downloadable!]
    14. Consuelo Gámez Amián & José L. Torres, 2004. "A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate," Economic Working Papers at Centro de Estudios Andaluces E2004/73, Centro de Estudios Andaluces. [Downloadable!]
    15. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    16. Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990. "Is the EMS the perfect fix? An empirical exploration of exchange rate target zones," International Finance Discussion Papers 388, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    17. José L. Torres, 2004. "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces E2004/25, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:
    18. Jess Rodr?uez L?ez & Hugo Rodr?uez Mendiz?al, 2002. "On the Choice of an Exchange Rate Regime: Target Zones Revisited," UFAE and IAE Working Papers 518.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    19. John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996. "Nearest-Neighbor Forecasts of U.S. Interest Rates," Boston College Working Papers in Economics 313., Boston College Department of Economics, revised 01 Apr 2003. [Downloadable!]
    20. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    21. Andrew K. Rose & Lars E.O. Svensson, 1995. "Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS," NBER Working Papers 3685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer, vol. 32(4), pages 383-406, November. [Downloadable!] (restricted)
    23. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
    24. Mustapha Baghli, 2004. "Modelling the FF/MM rate by threshold cointegration analysis," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 533-548, April. [Downloadable!] (restricted)
    25. John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998. "Persistent Dependence in Foreign Exchange Rates? A Reexamination," Boston College Working Papers in Economics 377, Boston College Department of Economics, revised 21 Apr 2000. [Downloadable!]
    26. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    27. John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996. "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics 320., Boston College Department of Economics. [Downloadable!]
    28. F. FernÁndez-RodrÍguez & S. Sosvilla-Rivero & J. Andrada-FÉlix, 2003. "Technical analysis in foreign exchange markets: evidence from the EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 113-122, January. [Downloadable!] (restricted)
    29. Stefano Cavaglia & Kees Koedijk & Peter Vlaar, 1994. "Exchange rate expectations and risk premia in the European Monetary System: 1985–1991," Open Economies Review, Springer, vol. 5(4), pages 347-360, October. [Downloadable!] (restricted)
    30. Christian Zimmermann, 1994. "International Business Cycles and Exchange Rates," Cahiers de recherche CREFE / CREFE Working Papers 33, CREFE, Université du Québec à Montréal, revised Jul 1997. [Downloadable!]
      Other versions:
    31. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "The optimal degree of exchange rate flexibility: A target zone approach," Working Papers 06.22, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
      Other versions:
    32. Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990. "An Empirical Exploration of Exchange Rate Target-Zones," NBER Working Papers 3543, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    33. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    34. Ken Johnston & David Carter & John Hatem, 2005. "Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice," Applied Economics, Taylor and Francis Journals, vol. 37(16), pages 1915-1924, September. [Downloadable!] (restricted)
    35. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    36. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002. "On the Choice of an Exchange Regime: Target Zones Revisited," Economic Working Papers at Centro de Estudios Andaluces E2002/10, Centro de Estudios Andaluces. [Downloadable!]

  7. Richard Meese & Nancy Wallace, 1990. "Determinants of residential housing prices in the Bay Area 1970-1988: effects of fundamental economic factors or speculative bubbles?," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.

    Cited by:

    1. Maurice J. Roche, 1999. "Irish House Prices - Will the Roof Cave In?," The Economic and Social Review, Economic and Social Studies, vol. 30(4), pages 343-362. [Downloadable!]

  8. Meese, Richard, 1990. "Currency Fluctuations in the Post-Bretton Woods Era," Journal of Economic Perspectives, American Economic Association, vol. 4(1), pages 117-34, Winter. [Downloadable!] (restricted)

    Cited by:

    1. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley. [Downloadable!]
      Other versions:
    2. Owen F. Humpage, 1991. "Central-bank intervention: recent literature, continuing controversy," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 12-26. [Downloadable!]
    3. S. Brock Blomberg, 2001. ""Dumb And Dumber" Explanations For Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 187-216, November. [Downloadable!]
    4. Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, EconWPA. [Downloadable!]
      Other versions:
    5. John Sarich, 2006. "What do we know about the real exchange rate? A classical cost of production story," Review of Political Economy, Taylor and Francis Journals, vol. 18(4), pages 469-496, October. [Downloadable!] (restricted)
    6. Michael M. Knetter, 1992. "Is Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis," NBER Working Papers 4170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    8. Adrian Blundell-Wignall & Frank Browne, 1992. "Real Exchange Rates and the Globalisation of Financial Markets," RBA Research Discussion Papers rdp9203, Reserve Bank of Australia. [Downloadable!]
    9. Martin D.D. Evans & Richard K. Lyons, 2004. "A New Micro Model of Exchange Rate Dynamics," NBER Working Papers 10379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    11. Ansgar Belke & Ralph Setzer, 2003. "Exchange Rate Volatility and Employment Growth: Empirical Evidence from the CEE Economies," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    12. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis. [Downloadable!]
    13. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 41-69, March. [Downloadable!] (restricted)
    14. Michael M. Knetter, 1992. "Exchange Rates and Corporate Pricing Strategies," NBER Working Papers 4151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    16. Viktoria Hnatkovska & Amartya Lahiri & Carlos A. Vegh, 2008. "Interest Rates and the Exchange Rate: A Non-Monotonic Tale," NBER Working Papers 13925, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Kit Pong Wong, 2001. "Currency Hedging For Export-Flexible Firms ," International Economic Journal, Korean International Economic Association, vol. 15(1), pages 165-174, April. [Downloadable!] (restricted)
    18. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA. [Downloadable!]
      Other versions:
    19. Zhongxia Jin, 2003. "The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002," IMF Working Papers 03/67, International Monetary Fund. [Downloadable!]
    20. Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003. "The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis," Working papers 2003-27, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    21. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
      Other versions:
    22. Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-289, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    23. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    24. Andrew K. Rose & Lars E.O. Svensson, 1993. "European Exchange Rate Credibility Before the Fall," NBER Working Papers 4495, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Otavio De Medeiros, 2005. "Order Flow and Exchange Rate Dynamics in Brazil," Finance 0503019, EconWPA. [Downloadable!]
    26. John R. Freeman & Jude C. Hays & Helmut Stix, 1999. "Democracy and Markets: The Case of Exchange Rates," Working Papers 39, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    27. R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    28. Ansgar Belke & Leo Kaas, 2004. "Exchange Rate Movements and Employment Growth: An OCA Assessment of the CEE Economies," Empirica, Springer, vol. 31(2), pages 247-280, June. [Downloadable!] (restricted)
      Other versions:
    29. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA. [Downloadable!]
      Other versions:
    30. Ethan S. Harris & Natasha M. Zabka, 1995. "The employment report and the dollar," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Nov. [Downloadable!]
    31. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    32. Stephen S. Golub, 1990. "International Diversification of Social and Private Risk: The US and Japan," Cowles Foundation Discussion Papers 955, Cowles Foundation, Yale University. [Downloadable!]
    33. Adrian W. Throop, 1992. "The dollar: short-run volatility and long-run adjustment," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 9. [Downloadable!]
    34. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    35. Kit Pong Wong, 2002. "Export-Flexible Firms And Forward Markets," International Economic Journal, Korean International Economic Association, vol. 16(3), pages 81-95, October. [Downloadable!] (restricted)
    36. David Gruen, 1995. "Financial Market Volatility and the World-wide Fall in Inflation," RBA Research Discussion Papers rdp9513, Reserve Bank of Australia. [Downloadable!]
    37. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
    38. Michael M. Knetter, 1992. "International Comparisons of Pricing-to-Market Behavior," NBER Working Papers 4098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    39. Christian Zimmermann, 1994. "International Business Cycles and Exchange Rates," Cahiers de recherche CREFE / CREFE Working Papers 33, CREFE, Université du Québec à Montréal, revised Jul 1997. [Downloadable!]
      Other versions:
    40. Moura, Marcelo L. & Lima, Adauto R. S., 2007. "Empirical exchange rate models fit: Evidence from the Brazilian economy," Ibmec Working Papers wpe_85, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    41. Kenneth W. Clements & Yihui Lan, 2005. "How Long is the Long Run? Evidence from the Foreign Exchange Market," Economics Discussion / Working Papers 05-03, The University of Western Australia, Department of Economics. [Downloadable!]
    42. Ansgar Belke & Ralph Setzer, 2003. "Costs of Exchange Rate Volatility for Labour Markets - Empirical Evidence from the CEE Economies," The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 267–292. [Downloadable!]
    43. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    44. Ansgar Belke & Ralph Setzer, 2004. "Contagion, Herding and Exchange Rate Instability - A Survey," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 234/2004, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
    45. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]
    46. Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007. "The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries," Working Papers. Serie AD 2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    47. Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008. "Exchange Rate and Fundamentals: The Case of Brazil," Ibmec Working Papers wpe_112, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

  9. Meese, Richard A & Rogoff, Kenneth, 1988. " Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period," Journal of Finance, American Finance Association, vol. 43(4), pages 933-48, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Richard Meese, 1986. "Empirical assessment of foreign currency risk premiums," Proceedings, Federal Reserve Bank of St. Louis, pages 157-196.

    Cited by:

    1. Guy Meredith & Menzie D. Chinn, 1998. "Long-Horizon Uncovered Interest Rate Parity," NBER Working Papers 6797, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. John A. Carlson & C. L. Osler, 1999. "Determinants of current risk premiums," Staff Reports 70, Federal Reserve Bank of New York. [Downloadable!]

  11. Meese, Richard A, 1986. "Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 345-73, April. [Downloadable!] (restricted)

    Cited by:

    1. Goldberg, Michael D. & Frydman, Roman, 1991. "Theories Consistent Expectationa and Exchange Rate Dynamics," Working Papers 91-62, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," International Finance Discussion Papers 948, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    3. Goldberg, M.D. & Frydman, R., 1995. "Imperfect Knowledge and Behavior in the Foreign Exchange Market," Working Papers 95-30, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    4. Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    6. Dewachter, Hans & Veestraeten, Dirk, 2001. "Measuring Convergence Speed of Asset Prices toward a Pre-announced Target," Applied Financial Economics, Taylor and Francis Journals, vol. 11(6), pages 591-601, December. [Downloadable!] (restricted)
      Other versions:
    7. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    8. Nandwa, Boaz & Mohan, Ramesh, 2007. "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper 5581, University Library of Munich, Germany. [Downloadable!]
    9. Guido Tabellini, 1987. "Learning and the Volatility of Exchange Rates," UCLA Economics Working Papers 434, UCLA Department of Economics. [Downloadable!]
      Other versions:
    10. Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    11. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74. [Downloadable!]
      Other versions:
    12. Amigo Dobaño, L., 2003. "Estimación de modelos de “nueva información”: aplicación a los mercados de cambio en períodos de menor y/o mayor espectación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 21, pages 5-26, Abril. [Downloadable!] (restricted)
    13. Robert P. Flood & Robert J. Hodrick, 1989. "Testable Implications of Indeterminacies in Models with Rational Expectations," NBER Working Papers 2903, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Mark Taylor, 1987. "Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 579-591, December. [Downloadable!] (restricted)
    15. Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2002. "Markov Switching Regimes in a Monetary Exchange Rate Model," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-266, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    16. Steven N. Durlauf & Robert E. Hall, 1989. "Bounds on the Variances of Specification Errors in Models with Ex- pectations," NBER Working Papers 2936, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Goldberg, M.D. & Frydman, R., 1993. "Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector," Working Papers 93-41, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    18. Takatosh Ito & Richard K. Lyons & Michael T. Melvin, 1997. "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series 97-04, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    19. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    20. Ho Yeol Lim, 2003. "Asset price movements and monetary policy in South Korea," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 313-337 Bank for International Settlements. [Downloadable!]
    21. Kenneth A. Froot & Takatoshi Ito, 1990. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Baffes, John & Ajwad, Mohamed I., 1998. "Detecting price links in the world cotton market," Policy Research Working Paper Series 1944, The World Bank. [Downloadable!]
    23. Thomas Lux & Didier Sornette, 1999. "On Rational Bubbles and Fat Tails," Discussion Paper Serie B 458, University of Bonn, Germany. [Downloadable!]
      Other versions:
    24. Gary Gorton & James Dow, 1991. "Trading, Communication and the Response of Price to New Information," NBER Working Papers 3687, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    25. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995. [Downloadable!]
      Other versions:
    26. Simon J. Broome & Morley, B., 2003. "Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation," Economics, Finance and Accounting Department Working Paper Series n1321103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    27. Nicholas Sarantis, 1994. "The monetary exchange rate model in the long run: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(4), pages 698-711, December. [Downloadable!] (restricted)
    28. Takatoshi Ito & V. Vance Roley, 1991. "Intraday Yen/Dollar Exchange Rate Movements: News or Noise?," NBER Working Papers 2703, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    29. Marian Micu, 2005. "Extracting expectations from currency option prices: a comparison of methods," Computing in Economics and Finance 2005 226, Society for Computational Economics. [Downloadable!]
    30. David S. Bates, 1993. "Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options," NBER Working Papers 4596, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Behzad T. Diba & Herschel I. Grossman, 1988. "Rational Inflationary Bubbles," NBER Working Papers 2004, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    32. Robert P. Flood & Robert J. Hodrick & Paul Kaplan, 1986. "An Evaluation of Recent Evidence on Stock Market Bubbles," NBER Working Papers 1971, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    33. Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  12. Joe Mattey & Richard Meese, 1986. "Empirical assessment of present value relations," Econometric Reviews, Taylor and Francis Journals, vol. 5(2), pages 171-234. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. Meese, Richard A., 1984. "Is the sticky price assumption reasonable for exchange rate models?," Journal of International Money and Finance, Elsevier, vol. 3(2), pages 131-139, August. [Downloadable!] (restricted)

    Cited by:

    1. Maurice Obstfeld, 1993. "The Adjustment Mechanism," NBER Working Papers 3943, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  14. Meese, Richard & Geweke, John, 1984. "A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 191-200, July.

    Cited by:

    1. Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Diebold & Senhadji, . "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," Home Pages _054, University of Pennsylvania. [Downloadable!]
      Other versions:
    3. Marc Brisson & Bryan Campbell & John Galbraith, 2001. "Forecasting Some Low-Predictability Time Series Using Diffusion Indices," CIRANO Working Papers 2001s-46, CIRANO. [Downloadable!]
    4. Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    6. Kool, J.T.C. & Merkies, A.H.Q.M., 1986. "On the integration of multi-step prediction and model selection for stationary time series," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    7. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Massimiliano Marcellino, . "Forecast pooling for short time series of macroeconomic variables," Working Papers 212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    9. James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  15. Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February. [Downloadable!] (restricted)

    Cited by:

    1. Seung-Hoon Yoo, 2004. "Public R&D expenditure and private R&D expenditure: a causality analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 11(11), pages 711-714, September. [Downloadable!] (restricted)
    2. Per-Ola Maneschiöld, 2008. "A Note on the Export-Led Growth Hypothesis: A Time Series Approach," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 293-302. [Downloadable!]
    3. Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J., 2007. "Investment in High-Tech Industries: An Example from the LCD Industry," Discussion Paper 2007-85, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Pardey, Philip G. & Craig, Barbara, 1987. "Dynamics Of The Agricultural Research And Output Relationship," Staff Papers 13515, University of Minnesota, Department of Applied Economics. [Downloadable!]
    5. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Investment and Instability," Development and Comp Systems 0012015, EconWPA. [Downloadable!]
      Other versions:
    6. J. J. Escario & J. A. Molina, 2004. "Will a special tax on tobacco reduce lung cancer mortality? Evidence for EU countries," Applied Economics, Taylor and Francis Journals, vol. 36(15), pages 1717-1722, August. [Downloadable!] (restricted)
    7. Andy C. C. Kwan & John A. Cotsomitis, 1991. "Economic Growth And The Expanding Export Sector: China 1952--1985," International Economic Journal, Korean International Economic Association, vol. 5(1), pages 105-117, April. [Downloadable!] (restricted)
    8. JOÃO RICARDO FARIA & FRANCISCO GALRÃO CARNEIRO, 2003. "Devaluation, Output And Wages," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 15-27, December. [Downloadable!] (restricted)
    9. Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008. "Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates," Review of Applied Economics, Review of Applied Economics, vol. 4(1-2). [Downloadable!]
    10. Xiaming Liu & Haiyan Song & Peter Romilly, 1997. "An empirical investigation of the causal relationship between openness and economic growth in China," Applied Economics, Taylor and Francis Journals, vol. 29(12), pages 1679-1686, December. [Downloadable!] (restricted)
      Other versions:
    11. Tran Hoa, 1981. "Causality and wage price inflation in West Germany 1964–1979," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(1), pages 110-124, March. [Downloadable!] (restricted)
    12. Daniel L. Thornton, 1984. "Monetizing the debt," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 30-43. [Downloadable!]
    13. William N. Goetzmann & Massimo Massa, 1999. "Index Funds and Stock Market Growth," NBER Working Papers 7033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Iris Claus & David Haugh & Grant Scobie & Jonas Tornquist, 2001. "Saving and growth in an open economy," Treasury Working Paper Series 01/32, New Zealand Treasury. [Downloadable!]
    15. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Who Is Afraid Of Political Instability?," Development and Comp Systems 0012016, EconWPA. [Downloadable!]
      Other versions:
    16. Anjum Siddiqui, 1989. "The Causal Relation Between Money And Inflation In A Developing Economy," International Economic Journal, Korean International Economic Association, vol. 3(2), pages 79-96, June. [Downloadable!] (restricted)
    17. Shu-Chen Chang, 2005. "The dynamic interactions among foreign direct investment, economic growth, exports and unemployment: evidence from Taiwan," Economic Change and Restructuring, Springer, vol. 38(3), pages 235-256, December. [Downloadable!] (restricted)
    18. Luiz R. De Mello & Kiichiro Fukasaku, 2000. "Trade and foreign direct investment in Latin America and Southeast Asia: temporal causality analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 12(7), pages 903-924.
    19. Augustine C. Arize, 1993. "Money Growth Volatility And Income Velocity In The United Kingdom," International Economic Journal, Korean International Economic Association, vol. 7(3), pages 43-52, October. [Downloadable!] (restricted)
    20. R. W. Hafer, 1984. "Choosing between M1 and debt as an intermediate target for monetary policy," Working Papers 1984-005, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    21. Mark Weder, 2005. "A Heliocentric Journey into Germany's Great Depression," Economic History 0510002, EconWPA. [Downloadable!]
      Other versions:

  16. Meese, Richard A & Singleton, Kenneth J, 1983. "Rational Expectations and the Volatility of Floating Exchange Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 721-33, October. [Downloadable!] (restricted)

    Cited by:

    1. David H. Papell, 1984. "Monetarist Monetary Policy, Exchange Risk, and Exchange Rate Variability," NBER Working Papers 1306, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Robert J. Hodrick & Sanjay Srivastava, 1986. "The Covariation of Risk Premiums and Expected Future Spot Exchange Rates," NBER Working Papers 1749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  17. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February. [Downloadable!] (restricted)

    Cited by:

    1. P. de Grauwe & I. Vansteenkiste, 2003. "Exchange Rates and Fundamentals a Non-Linear Relationship?," DNB Staff Reports (discontinued) 78, Netherlands Central Bank. [Downloadable!]
      Other versions:
    2. Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers 12333, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile. [Downloadable!]
      Other versions:
    4. David H. Papell, 1986. "Activist Monetary Policy, Imperfect Capital Mobility, and the Overshooting Hypothesis," NBER Working Papers 1244, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Fernando Rubio, 2004. "Technical Analysis On Foreign Exchange: 1975 - 2004," Finance 0405033, EconWPA, revised 01 Jul 2004. [Downloadable!]
    6. Chung-Hua Shen & Shyh-Wei Chen & Mei-Rong Lin, 2008. "Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach," Economics Bulletin, Economics Bulletin, vol. 7(8), pages 1-12. [Downloadable!]
    7. Paul De Grauwe & Marianna Grimaldi, 2003. "Intervention in the Foreign Exchange Market in a Model with Noise Traders," Working Papers 162003, Hong Kong Institute for Monetary Research. [Downloadable!]
    8. Michael B. Devereux & Philip R. Lane, 2002. "Understanding Bilateral Exchange Rate Volatility," Trinity Economics Papers 200211, Trinity College Dublin, Department of Economics. [Downloadable!]
      Other versions:
    9. Jeffrey A. Frankel, 1988. "The Desirability of a Dollar Appreciation, Given a Contractionary U.S. Monetary Policy," NBER Working Papers 1110, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    12. Jacob A. Frenkel & Morris Goldstein, 1989. "Exchange Rate Volatility and Misalignment: Evaluating Some Proposals for Reform," NBER Working Papers 2894, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Goldberg, Michael D. & Frydman, Roman, 1991. "Theories Consistent Expectationa and Exchange Rate Dynamics," Working Papers 91-62, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    14. Maurice Obstfeld & Kenneth Rogoff, 2000. "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?," Center for International and Development Economics Research, Working Paper Series 1010, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    15. Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
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    16. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers 272009, Hong Kong Institute for Monetary Research. [Downloadable!]
    17. HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June. [Downloadable!] (restricted)
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    19. Alexei Deviatov & Igor Dodonov, 2006. "Exchange-rate volatility, exchange-rate disconnect, and the failure of volatility conservation," Working Papers w0079, Center for Economic and Financial Research (CEFIR). [Downloadable!]
    20. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
    21. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06, Department of Economics, University of Birmingham. [Downloadable!]
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    22. Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000. "Forecasting the Euro exchange rate using vector error correction models," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(2), pages 232-258, June. [Downloadable!] (restricted)
    23. Richard Baldwin & Richard K. Lyons, 1988. "The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices," NBER Working Papers 2677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers 7417, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Imad A. Moosa, 2004. "Is there a need for hedging exposure to foreign exchange risk?," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 279-283, January. [Downloadable!] (restricted)
    27. U. Michael Bergman & Shakill Hassan, 2008. "Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case," EPRU Working Paper Series 08-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    28. Blake LeBaron, . "Technical Trading Rules and Regime Shifts in Foreign Exchange," Working papers _007, University of Wisconsin - Madison. [Downloadable!]
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    30. Joseph E. Gagnon & Jane Ihrig, 2004. "Monetary policy and exchange rate pass-through

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    31. Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2007. "If exchange rates are random walks, then almost everything we say about monetary policy is wrong," Staff Report 388, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    32. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Working Papers 05-31, Bank of Canada. [Downloadable!]
    33. Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Staff Papers, Palgrave Macmillan Journals, vol. 52(3), pages 5. [Downloadable!] (restricted)
    34. Nils Bjorksten & Anne-Marie Brook, 2002. "Exchange rate strategies for small open developed economies such as New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 65, March. [Downloadable!]
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    36. Eswar S. Prasad & Jeffery A. Gable, 1998. "International Evidence on the Determinants of Trade Dynamics," IMF Staff Papers, Palgrave Macmillan Journals, vol. 45(3), pages 1. [Downloadable!] (restricted)
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    38. Helinä Laakkonen, 2007. "The Impact of Macroeconomic News on Exchange Rate Volatility," Finnish Economic Papers, Finnish Economic Association, vol. 20(1), pages 23-40, Spring. [Downloadable!]
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    39. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Expected Returns in Currency and Bond Markets," NBER Working Papers 4116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    40. Lutz Kilian & Silvia Goncalves, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank. [Downloadable!]
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    41. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis. [Downloadable!]
    42. Chung-Han Kim, 2000. "Balassa-Samuelson Theory And Predictability Of The Us/Uk Real Exchange Rate," International Economic Journal, Korean International Economic Association, vol. 14(3), pages 101-121, October. [Downloadable!] (restricted)
    43. Guglielmo Maria Caporale & Nicola Spagnolo, 2004. "Modelling East Asian exchange rates: a Markov-switching approach," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 233-242, January. [Downloadable!] (restricted)
    44. Catherine L. Mann & Ellen E. Meade, 2002. "Home Bias, Transaction Costs, and Prospects for the Euro: A More Detailed Analysis," Peterson Institute Working Paper Series WP02-3, Peterson Institute for International Economics. [Downloadable!]
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    46. Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank. [Downloadable!]
    47. Renu Kohli & Kenneth Kletzer, 2004. "Exchange RAte Dynamics with Financial Repression: A Test of Exchange Rate Models for India," International Finance 0405013, EconWPA. [Downloadable!]
    48. Michael M. Knetter, 1992. "Is Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis," NBER Working Papers 4170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    50. Goldberg, M.D. & Frydman, R., 1995. "Imperfect Knowledge and Behavior in the Foreign Exchange Market," Working Papers 95-30, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    51. Irasema Alonso, 2004. "Persistent, Nonfundamental Exchange Rate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 687-706, July. [Downloadable!] (restricted)
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    53. Jian Wang, 2005. "Can Long Horizon Data Beat Random Walk Under Engel-West Explanation?," International Finance 0501002, EconWPA. [Downloadable!]
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    58. Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis, 2005. "Explaining exchange rate dynamics - the uncovered equity return parity condition," Working Paper Series 529, European Central Bank. [Downloadable!]
    59. Markus J. Granziol & Matthias Denzler, 1985. "Zinssätze als Mittel zur Wechselkurs-Prognose?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(II), pages 83-94, June. [Downloadable!]
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    61. Sellin, Peter, 2007. "Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts," Working Paper Series 213, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    62. Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany. [Downloadable!]
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    63. Paul de Grauwe & Roberto Dieci & Marianna Grimaldi, 2005. "Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    64. Daniel Gros, 1989. "On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(2), pages 273-295, June. [Downloadable!] (restricted)
    65. Mona R. El Shazly, 1989. "The Oil-Price Effect On The Dollar/Pound Rate Of Exchange," International Economic Journal, Korean International Economic Association, vol. 3(3), pages 73-83, October. [Downloadable!] (restricted)
    66. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    67. Juan Berganza & Roberto Chang & Alicia Herrero, 2004. "Balance sheet effects and the country risk premium: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 140(4), pages 592-612, December. [Downloadable!] (restricted)
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    68. Marianne Nessen, 1997. "Exchange Rate Expectations, the Forward Exchange Rate Bias and Risk Premia in Target Zones," Open Economies Review, Springer, vol. 8(2), pages 99-136, April. [Downloadable!] (restricted)
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    70. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA. [Downloadable!]
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    71. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    72. Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000. "Assessing financial vulnerability, an early warning system for emerging markets: Introduction," MPRA Paper 13629, University Library of Munich, Germany. [Downloadable!]
    73. Oscar Bajo Rubio & María Dolores Montávez Garcés, 1998. "Tipo de cambio, expectativas y nueva información: evidencia para el caso de la peseta, 1986-1996," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9801, Departamento de Economía - Universidad Pública de Navarra.
    74. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    75. Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar, 2008. "Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies," MPRA Paper 7505, University Library of Munich, Germany. [Downloadable!]
    76. Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    77. Kaltenbrunner, Annina & Nissanke, Machiko, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
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    79. Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May. [Downloadable!]
    80. Phornchanok Cumperayot, 2003. "Dusting off the Perception of Risk and Returns in FOREX Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    81. Pierre-Olivier Gourinchas, 2006. "The Research Agenda: Pierre-Olivier Gourinchas on Global Imbalances and Financial Factors," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 7(2), April. [Downloadable!]
    82. Marianne Bertrand, 1998. "From the Invisible Handshake to the Invisible Hand? How Import Competition Changes the Employment Relationship," Working Papers 789, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
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    84. Robert C. Feenstra, 1987. "Symmetric Pass-Through of Tariffs and Exchange Rates Under Imperfect Competition: An Empirical Test," NBER Working Papers 2453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    85. Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 2006. "The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'," Working papers 2006-15, University of Connecticut, Department of Economics, revised Jan 2009. [Downloadable!]
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    86. Kenneth Rogoff, 2009. "Exchange rates in the modern floating era: what do we really know?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(1), pages 1-12, April. [Downloadable!] (restricted)
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    88. Guisan, M. Carmen, 2005. "Exchange Rates, Foreign Trade Prices and PPs in OECD Countries: An Analysis of the period 1960-2003," Economic Development 84, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics.. [Downloadable!]
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    90. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute. [Downloadable!]
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    91. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 03/111, International Monetary Fund. [Downloadable!]
    92. An-Sing Chen, 1997. "Volatility of exchange rate futures and high-low price spreads," Journal of Economics and Finance, Springer, vol. 21(1), pages 33-42, March. [Downloadable!] (restricted)
    93. Schröder, Michael & Dornau, Robert, 1999. "What's on their mind : do exchange rate forecasters stick to theoretical models?," ZEW Discussion Papers 99-08, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    94. Martin Eichenbaum & Charles L. Evans, 1993. "Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates," NBER Working Papers 4271, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    95. John Williamson, 2006. "A Worldwide System of Reference Rates," Working Papers 45, Bank of Greece. [Downloadable!]
    96. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series 203, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
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    97. Richard A. Meese & Andrew K. Rose, 1989. "An empirical assessment of non-linearities in models of exchange rate determination," International Finance Discussion Papers 367, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    98. Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    99. W. H"Ardle & A. Tsybakov & L. Yang, . "Nonparametric Vector Autoregression," Sonderforschungsbereich 373 1996-61, Humboldt Universitaet Berlin.
    100. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June. [Downloadable!]
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    101. Ansgar Belke & Ralph Setzer, 2003. "Exchange Rate Volatility and Employment Growth: Empirical Evidence from the CEE Economies," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    102. Lise Patureau, 2002. "Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle," Computing in Economics and Finance 2002 299, Society for Computational Economics. [Downloadable!]
    103. Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson, 2000. "A Small Model of the Australian Macroeconomy," RBA Research Discussion Papers rdp2000-05, Reserve Bank of Australia. [Downloadable!]
    104. Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004. "Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies," Money Macro and Finance (MMF) Research Group Conference 2003 2, Money Macro and Finance Research Group. [Downloadable!]
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    106. Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    107. Tamim Bayoumi & Hamid Faruqee & Jaewoo Lee, 2005. "A Fair Exchange? Theory and Practice of Calculating Equilibrium Exchange Rates," IMF Working Papers 05/229, International Monetary Fund. [Downloadable!]
    108. Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009. [Downloadable!]
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    110. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March. [Downloadable!]
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    111. Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Department of Economics, University of Glasgow. [Downloadable!]
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    113. Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1994. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," NBER Working Papers 4898, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    114. Martin Feldstein, 1989. "The Budget Deficit and the Dollar," NBER Working Papers 1898, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    115. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    116. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    117. Hans-Werner Sinn & Frank Westermann, 2001. "Why Has the Euro Been Falling?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    118. Naser I Abumustafa, 2006. "New evidence of the validity of purchasing power parity from Jordan," Applied Economics Letters, Taylor and Francis Journals, vol. 13(6), pages 379-383, May. [Downloadable!] (restricted)
    119. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 41-69, March. [Downloadable!] (restricted)
    120. Udo Broll & Kit Wong, 2006. "Multinationals, Hedging, and Capital Structure under Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 17(1), pages 103-114, January. [Downloadable!] (restricted)
    121. Cheng, Fuzhi & Orden, David, 2005. "Exchange rate misalignment and its effects on agricultural producer support estimates," MTID discussion papers 81, International Food Policy Research Institute (IFPRI). [Downloadable!]
    122. Michael Pippenger & Gregory Goering, 1998. "Exchange Rate Forecasting: Results from a Threshold Autoregressive Model," Open Economies Review, Springer, vol. 9(2), pages 157-170, April. [Downloadable!] (restricted)
    123. William Barnett & Chang Ho Kwag, 2005. "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," International Trade 0505004, EconWPA, revised 24 Oct 2005. [Downloadable!]
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    124. Jae-Kwang Hwang, 2003. "Dynamic forecasting of sticky-price monetary exchange rate model," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(1), pages 103-114, March. [Downloadable!] (restricted)
    125. Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    126. Manzan, S. & Westerhoff, F., 2002. "Heterogeneous Expectations, Exchange Rate Dynamics and Predictability," CeNDEF Working Papers 02-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    127. Richard Meese & Kenneth Rogoff, 1989. "Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984," NBER Working Papers 1732, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    128. Rebecca L Driver & Peter F Westaway, . "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England. [Downloadable!]
    129. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    130. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    131. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 249-260. [Downloadable!]
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    132. Juan Ángel Jiménez Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos del Instituto Complutense de Análisis Económico 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    133. Seok Gil Park, 2007. "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," Caepr Working Papers 2007-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    134. Klaassen, F., 1999. "Long swings in exchange rates : are they really in the data," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]
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    135. Abdul Abiad & Prakash Kannan & Jungjin Lee, 2009. "Evaluating Historical CGER Assessments:How Well Have They Predicted Subsequent Exchange Rate Movements?," IMF Working Papers 09/32, International Monetary Fund. [Downloadable!]
    136. Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, EconWPA. [Downloadable!]
    137. Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990. "Is the EMS the perfect fix? An empirical exploration of exchange rate target zones," International Finance Discussion Papers 388, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    138. Dimitris Christopoulos & Miguel A. León-Ledesma, 2009. "On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think," Studies in Economics 0909, Department of Economics, University of Kent. [Downloadable!]
    139. Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper RWP 04-03, Federal Reserve Bank of Kansas City. [Downloadable!]
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    140. Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Working Papers 02-16, Bank of Canada. [Downloadable!]
    141. John Bluedorn & Christopher Bowdler, 2006. "The Open Economy Consequences of U.S. Monetary Policy," Economics Papers 2006-W04, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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    142. D. Nautz, . "Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses," Sonderforschungsbereich 373 1999-63, Humboldt Universitaet Berlin.
    143. Tommaso Monacelli, 1999. "Into the Mussa Puzzle: Monetary Policy Regimes and the Real Exchange Rate in a Small Open Economy," Boston College Working Papers in Economics 437, Boston College Department of Economics, revised 15 Sep 2000. [Downloadable!]
    144. Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    145. Moura, Marcelo, 2008. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Ibmec Working Papers wpe_117, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    146. Mikael Bask, 2007. "Chartism and exchange rate volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 301-316. [Downloadable!]
    147. Kenneth N. Kuttner & Adam S. Posen, 2000. "Inflation, Monetary Transparency, and G3 Exchange Rate Volatility," Peterson Institute Working Paper Series WP00-6, Peterson Institute for International Economics. [Downloadable!]
    148. Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998. "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers 98-20, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    149. Shehu Usman Rano, Aliyu, 2007. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10376, University Library of Munich, Germany. [Downloadable!]
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    150. Rebecca Hellerstein, 2006. "A decomposition of the sources of incomplete cross-border transmission," Staff Reports 250, Federal Reserve Bank of New York. [Downloadable!]
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    151. Paul R. Bergin, 2004. "How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account?," NBER Working Papers 10356, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    152. Marianne Bertrand, 1999. "From the Invisible Handshake to the Invisible Hand? How Import Competition Changes the Employment Relationship," NBER Working Papers 6900, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    153. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA. [Downloadable!]
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    154. Michael Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis. [Downloadable!]
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    155. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "International Financial Adjustment," Center for International and Development Economics Research, Working Paper Series 1057, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    156. Rebecca Hellerstein, 2004. "Who bears the cost of a change in the exchange rate? The case of imported beer," Staff Reports 179, Federal Reserve Bank of New York. [Downloadable!]
    157. Simón Sosvilla-Rivero & Emma García, . "Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?," Working Papers 2003-15, FEDEA. [Downloadable!]
    158. Michael G. Arghyrou & Virginie Boinet & Christopher Martin, 2003. "Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries," Public Policy Discussion Papers 03-12, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    159. Juan Pedro Jensen Perdomo & Fernando Balbino Botelho, 2007. "Messe-Rogoff Revisitados: Uma Análise Empírica Das Projeções Para A Taxa De Câmbio No Brasil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 038, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    160. Robert P. Flood & Robert J. Hodrick, 1989. "Testable Implications of Indeterminacies in Models with Rational Expectations," NBER Working Papers 2903, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    161. Jonathan H. Wright & Joseph E. Gagnon, 2006. "Predicting sharp depreciations in industrial country exchange rates," International Finance Discussion Papers 881, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    162. Paul Cashin & C. John McDermott, 2003. "An Unbiased Appraisal of Purchasing Power Parity," IMF Staff Papers, Palgrave Macmillan Journals, vol. 50(3), pages 1. [Downloadable!] (restricted)
    163. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
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    164. Flood, Robert P & Rose, Andrew K, 2008. "Why so Glum? The Meese-Rogoff Methodology Meets the Stock Market," CEPR Discussion Papers 6714, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    165. Hamid Faruqee, 2006. "Exchange Rate Pass-Through in the Euro Area," IMF Staff Papers, Palgrave Macmillan Journals, vol. 53(1), pages 4. [Downloadable!] (restricted)
    166. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    167. Thomas Chiang & Thomas Hindelang, 1988. "Forward rate, spot rate and risk premium: An empirical analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 74-88, March. [Downloadable!] (restricted)
    168. Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority. [Downloadable!]
    169. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series 1033, Department of Economics, UC Santa Cruz. [Downloadable!]
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    170. Bertrand Maillet, Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 196-224, June. [Downloadable!] (restricted)
    171. Westerlund, Joakim & Basher, Syed A., 2006. "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper 1229, University Library of Munich, Germany. [Downloadable!]
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    172. Ulrich Mueller & Mark W. Watson, 2006. "Testing Models of Low-Frequency Variability," NBER Working Papers 12671, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    173. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada. [Downloadable!]
    174. Danilo Mercurio & Costanza Torricelli, 2003. "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor and Francis Journals, vol. 35(15), pages 1689-1698, October. [Downloadable!] (restricted)
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    175. Kerstin Bernoth & Juergen von Hagen & Casper de Vries, 2007. "The Forward Premium Puzzle: new evidence from futures contracts," DNB Working Papers 125, Netherlands Central Bank, Research Department. [Downloadable!]
    176. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    177. Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics. [Downloadable!]
    178. Agnes Benassy-Quere & Benoit Mojon, 1998. "EMU and Transatlantic Exchange Rate Stability," Working Papers 1998-02, CEPII research center. [Downloadable!]
    179. Iljoong Kim & Inbae Kim, 2005. "Endogenous changes in the exchange rate regime: A bureaucratic incentive model," Public Choice, Springer, vol. 125(3), pages 339-361, December. [Downloadable!] (restricted)
    180. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889. [Downloadable!]
    181. Clemens J.M. Kool & John A. Tatom, 1988. "International linkages in the term structure of interest rates," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-43. [Downloadable!]
    182. Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007. "Exchange rate pass-through in emerging markets," Working Paper Series 739, European Central Bank. [Downloadable!]
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    183. George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
    184. Fernando Lefort & Eduardo Walker, 1999. "El Dólar Como Activo Financiero: Teoría y Evidencia Chilena," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1035-1066. [Downloadable!]
    185. Otavio De Medeiros, 2005. "Order Flow and Exchange Rate Dynamics in Brazil," Finance 0503019, EconWPA. [Downloadable!]
    186. Melecky, M, 2007. "Currency Preferences in a Tri-Polar Model of Foreign Exchange," MPRA Paper 4186, University Library of Munich, Germany. [Downloadable!]
    187. Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization and Monetary Policy Institute Working Paper 22, Federal Reserve Bank of Dallas. [Downloadable!]
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    188. Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    189. Jansen, David-Jan & de Haan, Jakob, 2003. "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    190. Richard C. Marston, 1989. "Exchange Rate Policy Reconsidered," NBER Working Papers 2310, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    191. Ariño, Miguel A. & Canela, Miguel A., 2006. "Study of the dollar-euro exchange rate," IESE Research Papers D/620, IESE Business School, revised 30 Mar 2006. [Downloadable!]
    192. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Center for International Economics, Working Paper Series 1010, Center for International Economics, UC Santa Cruz. [Downloadable!]
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    193. Charles Engel & Kenneth D. West, 2004. "Taylor Rules and the Deutschmark-Dollar Real Exchange Rate," NBER Working Papers 10995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    194. Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics. [Downloadable!]
    195. Michael Bleaney, . "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics. [Downloadable!]
    196. Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers 10267, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    197. Goldberg, M.D. & Frydman, R., 1993. "Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector," Working Papers 93-41, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    198. Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    199. Mariam Camarero & Cecilio Tamarit, 1996. "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, vol. 7(1), pages 61-76, January. [Downloadable!] (restricted)
    200. Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany. [Downloadable!]
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    201. Forsman, Mats-Ola, 2005. "Speculative Attacks on Nordic Exchange-Rates, 1971-1992," Working Papers in Economics 186, Göteborg University, Department of Economics. [Downloadable!]
    202. Akito Matsumoto & Pietro Cova & Massimiliano Pisani & Alessandro Rebucci, 2008. "New Shocks, Exchange Rates and EquityPrices," IMF Working Papers 08/284, International Monetary Fund. [Downloadable!]
    203. Karunaratne, Neil Dias, 2006. "The New Economy and the Dollar Puzzle," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 25-43, March/Sep. [Downloadable!]
    204. Charles Bean & Jens D.J. Larsen & Kalin Nikolov, 2002. "Financial frictions and the monetary transmission mechanism: theory; evidence and policy implications," Working Paper Series 113, European Central Bank. [Downloadable!]
    205. Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Department of Economics, University of Glasgow. [Downloadable!]
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    206. Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany. [Downloadable!]
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    207. Michael Brandt & John Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!," University of California at Los Angeles, Anderson Graduate School of Management 1015, Anderson Graduate School of Management, UCLA. [Downloadable!]
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    208. Pierre Villa, 1997. "Ces taux de change reels qui bifurquent," Working Papers 1997-05, CEPII research center. [Downloadable!]
    209. Calderon, Cesar & Kubota, Megumi, 2009. "Does higher openness cause more real exchange rate volatility ?," Policy Research Working Paper Series 4896, The World Bank. [Downloadable!]
    210. PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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    211. George W. Evans & Avik Chakraborty, 2006. "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers 2006-8, University of Oregon Economics Department, revised 20 Aug 2006. [Downloadable!]
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    212. Bask, Mikael, 2003. "Chartists and Fundamentalists in the Currency Market and the Volatility of Exchange Rates," UmeÃ¥ Economic Studies 605, Umeå University, Department of Economics. [Downloadable!]
    213. Zwart, G.J. de & Markwat, T.D. & Swinkels, L. & Dijk, D.J.C. van, 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," Research Paper ERS-2007-096-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
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    214. Inoue, Atsushi & Kilian, Lutz, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    215. Andreas Billmeier, 2004. "Ghostbusting: Which Output Gap Measure Really Matters?," IMF Working Papers 04/146, International Monetary Fund. [Downloadable!]
    216. Ansgar Belke & Leo Kaas, 2004. "Exchange Rate Movements and Employment Growth: An OCA Assessment of the CEE Economies," Empirica, Springer, vol. 31(2), pages 247-280, June. [Downloadable!] (restricted)
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    217. Kenneth S. Rogoff, 2006. "Impact of globalization on monetary policy," Proceedings, Federal Reserve Bank of Kansas City, pages 265-305. [Downloadable!]
    218. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA. [Downloadable!]
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    219. Don Brash & Andrew Rose, 2001. "Discussion of 'A Monetary Union in Asia? Some European Lessons' and 'Three Perspectives on an Australasian Monetary Union'," RBA Annual Conference Volume, in: David Gruen & John Simon (ed.), Future Directions for Monetary Policies in East Asia Reserve Bank of Australia. [Downloadable!]
    220. Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    221. Alain P. Chaboud & Sergey Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright, 2004. "The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market," International Finance Discussion Papers 823, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    222. Ron Alquist & Menzie D. Chinn, 2008. "Conventional and unconventional approaches to exchange rate modelling and assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 2-13. [Downloadable!]
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    223. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City. [Downloadable!]
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    224. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research. [Downloadable!]
    225. Charles Engel, 1994. "Can the Markov Switching Model Forecast Exchange Rates?," NBER Working Papers 4210, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    226. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    227. John Williamson, 2001. "The Case for a Basket, Band and Crawl (BBC) Regime for East Asia," RBA Annual Conference Volume, in: David Gruen & John Simon (ed.), Future Directions for Monetary Policies in East Asia Reserve Bank of Australia. [Downloadable!]
    228. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers 0319, Econometric Society. [Downloadable!]
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    229. Jérôme Henry & Jens Weidmann, 1995. "Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates," Annales d'Economie et de Statistique, ADRES, issue 40, pages 08, Octobre-D. [Downloadable!]
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    230. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 439-446, April. [Downloadable!] (restricted)
    231. Warren E. Weber, 1986. "Do sterilized interventions affect exchange rates?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 14-23. [Downloadable!]
    232. Jaime R. Marquez, 1985. "Currency substitution and the new divisia monetary aggregates : the U. S. case," International Finance Discussion Papers 257, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    233. Pablo Pincheira, 2006. "Shrinkage Based Tests of the Martingale Difference Hypothesis," Working Papers Central Bank of Chile 376, Central Bank of Chile. [Downloadable!]
    234. Fullerton, Th. & Lopez, J.J., 2005. "Error Correction Exchange Rate Modeling for Mexico: 1980 – 2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 17-30. [Downloadable!]
    235. Eric Fisher, 2004. "Exploring Elements of Exchange Rate Theory in a Controlled Enivronment," Levine's Bibliography 122247000000000199, UCLA Department of Economics. [Downloadable!]
    236. Lars Hörngren & Anders Vredin, 1989. "Exchange risk premia in a currency basket system," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(2), pages 311-325, June. [Downloadable!] (restricted)
    237. Maurice Obstfeld & Alan C. Stockman, 1985. "Exchange-Rate Dynamics," NBER Working Papers 1230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    238. Christian Saborowski, 2009. "Capital Inflows and the Real Exchange Rate: Can Financial Development Cure the Dutch Disease?," IMF Working Papers 09/20, International Monetary Fund. [Downloadable!]
    239. Giancarlo Gandolfo & Pietro Carlo Padoan & Giovanna Paladino, 1990. "Structural Models vs Random Walk: The Case of the Lira/$ Exchange Rate," Eastern Economic Journal, Eastern Economic Association, vol. 16(2), pages 101-113, Apr-Jun. [Downloadable!]
    240. Hanno Lustig & Adrien Verdelhan, 2006. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2006-045, Boston University - Department of Economics. [Downloadable!]
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    241. Kenneth Kasa, 1995. "Understanding trends in foreign exchange rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 9. [Downloadable!]
    242. Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000. "Exchange Rate Misalignment And Agricultural Trade," 2000 Annual meeting, July 30-August 2, Tampa, FL 21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    243. Richard C. Marston, 1991. "Pricing to Market in Japanese Manufacturing," NBER Working Papers 2905, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    244. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
    245. Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-331, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    246. Olli Castrén & Chiara Osbat & Matthias Sydow, 2006. "What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysis," Working Paper Series 706, European Central Bank. [Downloadable!]
    247. Gonyung Park & Young-yong Kim, 2003. "An empirical analysis of nominal rigidities and exchange rate overshooting: an intertemporal approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 153-166. [Downloadable!]
    248. Luis Opazo, 2006. "The Backus-Smith Puzzle: The Role of Expectations," Working Papers Central Bank of Chile 395, Central Bank of Chile. [Downloadable!]
    249. Ippei Fujiwara, Naoko Hara, Naohisa Hirakata, Takeshi Kimura, and Shinichiro Watanabe, 2007. "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(2), pages 89-128, November. [Downloadable!]
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    250. Philippe Bacchetta & Eric van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Working Paper Series 2006-35, Federal Reserve Bank of San Francisco. [Downloadable!]
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    251. Habib Ahmed & C. Paul Hallwood & Stephen M. Miller, 1997. "Monetary Policy in a Portfolio Balance Model with Endogenous Physical Capital," Working papers 1997-08, University of Connecticut, Department of Economics. [Downloadable!]
    252. Enrique Martinez-Garcia, 2008. "Globalization and monetary policy: an introduction," Globalization and Monetary Policy Institute Working Paper 11, Federal Reserve Bank of Dallas. [Downloadable!]
    253. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, Department of Economics, University of Kent. [Downloadable!]
    254. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
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    255. Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum 23/2002, Oslo University, Department of Economics. [Downloadable!]
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    256. Hong-Ghi Min & Judy Mcdonald, 1993. "The Portfolio-Balance Model Of Exchange Rates: Short-Run Behavior And Forecasting (The Korean Won/U. S. Dollar Case)," International Economic Journal, Korean International Economic Association, vol. 7(4), pages 75-87, December. [Downloadable!] (restricted)
    257. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006. "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers 182006, Hong Kong Institute for Monetary Research. [Downloadable!]
    258. Kenneth A. Froot & Takatoshi Ito, 1990. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    259. Jeffrey A. Frankel & Kenneth A. Froot, 1987. "The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalisists," NBER Working Papers 1854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    260. Richard E. Baldwin, 1990. "Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands," NBER Working Papers 3319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    261. Javier León & Carlos Oliva, 1992. "Componente no Estacionario y la Paridad del Poder de Compra en 12 Países Latinoamericanos," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 481-504. [Downloadable!]
    262. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany. [Downloadable!]
    263. Basher, Syed A. & Westerlund, Joakim, 2008. "Panel Cointegration and the Monetary Exchange Rate Model," MPRA Paper 10453, University Library of Munich, Germany. [Downloadable!]
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    264. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    265. Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    266. Raghuram Rajan, 2008. "Global Imbalances or why are the Poor Financing the Rich?," De Economist, Springer, vol. 156(1), pages 3-24, March. [Downloadable!] (restricted)
    267. Canale, Rosaria Rita, 2002. "Equilibrium exchange rate theories under flexible exchange rate regimes," MPRA Paper 3086, University Library of Munich, Germany. [Downloadable!]
    268. Lendjoungou, Francis, 2009. "Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone," MPRA Paper 17053, University Library of Munich, Germany. [Downloadable!]
    269. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part I: Introduction," Economics Discussion / Working Papers 03-05, The University of Western Australia, Department of Economics. [Downloadable!]
    270. Anella Munro, 2005. "UIP, Expectations and the Kiwi," Reserve Bank of New Zealand Discussion Paper Series DP2005/05, Reserve Bank of New Zealand. [Downloadable!]
    271. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer, vol. 32(4), pages 383-406, November. [Downloadable!] (restricted)
    272. Zoe McLaren, 2002. "The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention," Department of Economics - Working Papers Series 849, The University of Melbourne. [Downloadable!]
    273. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
    274. Maurice J. Roche & Michael J. Moore, 2007. "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Economics, Finance and Accounting Department Working Paper Series n1750507, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    275. Jon Faust & John H. Rogers & Shing-Yi B. Wang & Jonathan H. Wright, 2003. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    276. Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series 98-06, Department of Economics, UC San Diego. [Downloadable!]
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    277. Alexius, Annika, 2001. "How to Beat the Random Walk," Working Paper Series 175, Trade Union Institute for Economic Research. [Downloadable!]
    278. Paul De Grauwe & Marianna Grimaldi, 2004. "Bubbles and Crashes in a Behavioural Finance Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    279. Polly R. Allen, 1996. "Fundamental Determinants of Mexico's Exchange-Rate Crisis of 1994," Working papers 1996-03, University of Connecticut, Department of Economics. [Downloadable!]
    280. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    281. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia. [Downloadable!]
    282. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City. [Downloadable!]
    283. Paul Grauwe & Hans Dewachter, 1993. "A chaotic model of the exchange rate: The role of fundamentalists and chartists," Open Economies Review, Springer, vol. 4(4), pages 351-379, December. [Downloadable!] (restricted)
    284. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    285. Eduardo Borensztein & Catherine A. Pattillo & Andrew Berg, 2004. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Working Papers 04/52, International Monetary Fund. [Downloadable!]
    286. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York. [Downloadable!]
    287. Andrew Atkeson & Patrick J. Kehoe, 2008. "On the need for a new approach to analyzing monetary policy," Staff Report 412, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    288. Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004. "Error Correction Exchange Rate Modeling Evidence for Mexico," International Finance 0406001, EconWPA. [Downloadable!]
    289. Robert J. Hodrick, 1989. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    290. Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007. "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies 2007,05, Deutsche Bundesbank, Research Centre. [Downloadable!]
    291. Yan, Beiling, 2002. "Parité de pouvoir d'achat : le cas du Canada et des États-Unis," Série de documents de recherche sur l'analyse économique (AE) 2002002f, Statistics Canada, Direction des études analytiques. [Downloadable!]
    292. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers 9610001, EconWPA. [Downloadable!]
    293. Michael Y. Hu & Christine X. Jiang & Christos Tsoukalas, 2004. "The volatility impact of the European monetary system on member and non-member currencies," Applied Financial Economics, Taylor and Francis Journals, vol. 14(5), pages 313-325, March. [Downloadable!] (restricted)
    294. Pritchett, Lant, 1991. "Measuring real exchange rate instability in developing countries : empirical evidence and implications," Policy Research Working Paper Series 791, The World Bank. [Downloadable!]
    295. Carmen Mar? Mart?ez, 2003. "The Structural Approach of a Natrex Model on Equilibrium Exchange Rates," UFAE and IAE Working Papers 588.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    296. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2003. "Limited participation and exchange rate dynamics : does theory meet the data ?," Cahiers de la Maison des Sciences Economiques v04013, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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    297. MacDonald, Ronald & Marsh, Ian W, 1999. "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen," CEPR Discussion Papers 2210, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    298. Jan J J Groen & Clare Lombardelli, . "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England. [Downloadable!]
    299. Arie Preminger & Uri Ben-Zion & David Wettstein, 2006. "Extended switching regression models with time-varying probabilities for combining forecasts," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 455-472, October. [Downloadable!] (restricted)
    300. Franc Klaassen, 2000. "Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?," Econometric Society World Congress 2000 Contributed Papers 0133, Econometric Society. [Downloadable!]
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    301. Jyh-Lin Wu, 1994. "Government Spending And Movements Of Real Exchange Rates: An Empirical Investigation," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 43-56, June. [Downloadable!] (restricted)
    302. Lux, Thomas & Schornstein, Sascha, 2003. "Genetic learning as an explanation of stylized facts of foreign exchange markets," Economics Working Papers 2003,12, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
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    303. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995. [Downloadable!]
    304. Edward E. Ghartey, 2004. "Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(1), pages 37-45, June. [Downloadable!]
    305. Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers UWEC-2009-04, University of Washington, Department of Economics. [Downloadable!]
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    306. Robledo, Carlos W. & Zapata, Hector O. & McCracken, Michael, 2001. "New Mse Tests For Evaluating Forecasting Performance: Empirics And Bootstrap," 2001 Annual meeting, August 5-8, Chicago, IL 20686, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    307. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers rdp2003-03, Reserve Bank of Australia. [Downloadable!]
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    308. Geert Bekaert & Min Wei & Yuhang Xing, 2002. "Uncovered Interest Rate Parity and the Term Structure," NBER Working Papers 8795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    309. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 480-501, December. [Downloadable!] (restricted)
    310. Kees G. Koedijk & Mack Ott, 1987. "Risk aversion, efficient markets and the forward exchange rate," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 5-13. [Downloadable!]
    311. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995. [Downloadable!]
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    312. Malcolm Edey & John Romalis, 1996. "Issues in Modelling Monetary Policy," RBA Research Discussion Papers rdp9604, Reserve Bank of Australia. [Downloadable!]
    313. Young-Sook Lee & Tae-Hwan Kim & Paul Newbold, 2005. "Revisiting the Martingale hypothesis for exchange rates," Money Macro and Finance (MMF) Research Group Conference 2005 19, Money Macro and Finance Research Group. [Downloadable!]
    314. Peter Rowland, . "Uncovered Interest Parity and the USD/COP Echange Rate," Borradores de Economia 227, Banco de la Republica de Colombia. [Downloadable!]
    315. Joseph E. Gagnon & Alain P. Chaboud, 2007. "What can the data tell us about carry trades in Japanese yen?," International Finance Discussion Papers 899, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    316. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Working Papers 09.04, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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    317. Simon J. Broome & Morley, B., 2003. "Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation," Economics, Finance and Accounting Department Working Paper Series n1321103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    318. Philippe Bacchetta & Eric Van Wincoop, 2004. "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May. [Downloadable!]
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    319. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
    320. Charles Engel, 1996. "A Model of Foreign Exchange Rate Indetermination," NBER Working Papers 5766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    321. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    322. Peter Rowland & Hugo OLiveros C., . "Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration," Borradores de Economia 252, Banco de la Republica de Colombia. [Downloadable!]
    323. Marie Brière & Bastien Drut, 2009. "The Revenge of Purchasing Power Parity on Carry Trades during Crises," Working Papers CEB 09-013.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    324. Hilde C. Bjørnland and Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Research Department of Statistics Norway. [Downloadable!]
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    325. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    326. Kirdan Lees, 2006. "What do robust policies look like for open economy inflation targeters?," Reserve Bank of New Zealand Discussion Paper Series DP2006/08, Reserve Bank of New Zealand. [Downloadable!]
    327. Hans-Werner Sinn & Frank Westermann, 2001. "Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate," NBER Working Papers 8352, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    328. Alexius, Annika, 2002. "Can Endogenous Monetary Policy Explain the Deviations from UIP," Working Paper Series 2002:17, Uppsala University, Department of Economics. [Downloadable!]
    329. Taline Koranchelian, 2005. "The Equilibrium Real Exchange Rate in a Commodity Exporting Country: Algeria's Experience," IMF Working Papers 05/135, International Monetary Fund. [Downloadable!]
    330. Piotr Wdowinski, 2005. "Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    331. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, Department of Economics, University of Kent. [Downloadable!]
    332. Rebecca Hellerstein & Sofia Berto Villas-Boas, 2006. "Arm's-length transactions as a source of incomplete cross-border transmission: the case of autos," Staff Reports 251, Federal Reserve Bank of New York. [Downloadable!]
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    333. Roger Bjørnstad and Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Research Department of Statistics Norway. [Downloadable!]
    334. Frank Westerhoff & Sebastiano Manzan, 2004. "Does liquidity in the FX market depend on volatility?," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-8. [Downloadable!]
    335. Mete Feridun, 2006. "An Investigation Of The German Dominance Hypothesis In The Context Of Eastern Enlargement Of The Eu," Prague Economic Papers, University of Economics, Prague, vol. 2006(2), pages 172-182. [Downloadable!] (restricted)
    336. Jaewoo Lee & Gian Maria Milesi-Ferretti & Luca Antonio Ricci, 2008. "Real Exchange Rates and Fundamentals: A Cross-Country Perspective," IMF Working Papers 08/13, International Monetary Fund. [Downloadable!]
    337. Gottfries, Nils, 2003. "Booms and Busts in EMU," Working Paper Series 2003:29, Uppsala University, Department of Economics. [Downloadable!]
    338. Michael M. Knetter, 1992. "International Comparisons of Pricing-to-Market Behavior," NBER Working Papers 4098, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    339. Christian Zimmermann, 1994. "International Business Cycles and Exchange Rates," Cahiers de recherche CREFE / CREFE Working Papers 33, CREFE, Université du Québec à Montréal, revised Jul 1997. [Downloadable!]
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    340. Kenneth W Clements & Yihui Lan & John Roberts, 2007. "Exchange-Rate Economics for the Resources Sector," Economics Discussion / Working Papers 07-13, The University of Western Australia, Department of Economics. [Downloadable!]
    341. Peter Rowland, . "Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift," Borradores de Economia 253, Banco de la Republica de Colombia. [Downloadable!]
    342. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    343. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
    344. Hanno Lustig, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)," UCLA Economics Online Papers 303, UCLA Department of Economics. [Downloadable!]
    345. Ingmar Nolte & Sandra Lechner, 2007. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," CoFE Discussion Paper 07-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    346. Christopher Neely & Paul Weller, 1999. "Predictability in international asset returns: a reexamination," Working Papers 1997-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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    347. Jonathan Kearns & Phil Manners, 2004. "The Profitability of Speculators in Currency Futures Markets," RBA Research Discussion Papers rdp2004-07, Reserve Bank of Australia. [Downloadable!]
    348. Francisco Maeso Fernandez & Bernd Schnatz & Chiara Osbat, 2001. "Determinants of the Euro real effective exchange rate: a BEER/PEER approach," Working Paper Series 085, European Central Bank. [Downloadable!]
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    349. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]
    350. Doriana Ruffino & Jonathan Treussard, 2006. "A Study of Inaction in Investment Games via the Early Exercise Premium Representation," Boston University - Department of Economics - Working Papers Series WP2006-040, Boston University - Department of Economics. [Downloadable!]
    351. Fabrizio Spargoli, 2005. "Monetary Policy Transmission Mechanisms within the European Monetary Union," Rivista di Politica Economica, SIPI Spa, vol. 95(6), pages 31-68, November-. [Downloadable!]
    352. Sergey V. Chernenko, 2004. "The information content of forward and futures prices: market expectations and the price of risk," International Finance Discussion Papers 808, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    353. Menzie D. Chinn & Michael J. Moore, 2008. "Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set," NBER Working Papers 14175, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    354. Hanno Lustig, 2005. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA)," UCLA Economics Online Papers 368, UCLA Department of Economics. [Downloadable!]
    355. John Pippenger, 2008. "Freely Floating Exchange Rates Do Not Systematically Overshoot," University of California at Santa Barbara, Economics Working Paper Series 01-08, Department of Economics, UC Santa Barbara. [Downloadable!]
    356. Robert P. Flood & Andrew K. Rose & Donald J. Mathieson, 1990. "An Empirical Exploration of Exchange Rate Target-Zones," NBER Working Papers 3543, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    357. Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    358. Ales Bulir, 2003. "Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries," Working Papers 2003/05, Czech National Bank, Research Department. [Downloadable!]
    359. Chambers, M.J. & McCrorie, J.R., 2004. "Identification and estimation of exchange rate models with unobservable fundamentals," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
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    360. Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Working Papers 3684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    361. Kenneth W. Clements & Yihui Lan, 2005. "How Long is the Long Run? Evidence from the Foreign Exchange Market," Economics Discussion / Working Papers 05-03, The University of Western Australia, Department of Economics. [Downloadable!]
    362. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City. [Downloadable!]
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    363. J.J.J. Groen, 2001. "(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel," WO Research Memoranda (discontinued) 664, Netherlands Central Bank, Research Department. [Downloadable!]
    364. Sarajevs, Vadims, 1999. "Macroeconomic Model of Transition Economy: A Stochastic Calculus Approach," BOFIT Discussion Papers 7/1999, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    365. Inoue, Atsushi & Kilian, Lutz, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    366. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements. [Downloadable!]
    367. Yan, Beiling, 2002. "Purchasing Power Parity: A Canada/U.S. Exploration," Economic Analysis (EA) Research Paper Series 2002002e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
    368. Michael M. Knetter, 1995. "Pricing To Market In Response To Unobservable And Observable Shocks," International Economic Journal, Korean International Economic Association, vol. 9(2), pages 1-25, June. [Downloadable!] (restricted)
    369. Daniela Federici & Giancarlo Gandolfo, 2002. "Chaos and the exchange rate," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 11(2), pages 111-142, June. [Downloadable!] (restricted)
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    370. John Pippenger, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series 03-04, Department of Economics, UC Santa Barbara. [Downloadable!]
    371. Joseph Gagnon, 2006. "The effect of exchange rates on prices, wages, and profits: A case study of the United Kingdom in the 1990s," International Economic Journal, Korean International Economic Association, vol. 20(2), pages 149-160, June. [Downloadable!] (restricted)
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    372. Michael Ehrmann & Marcel Fratzscher, 2004. "Exchange rates and fundamentals - new evidence from real-time data," Working Paper Series 365, European Central Bank. [Downloadable!]
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    373. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis. [Downloadable!]
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    374. Ansgar Belke & Ralph Setzer, 2003. "Costs of Exchange Rate Volatility for Labour Markets - Empirical Evidence from the CEE Economies," The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 267–292. [Downloadable!]
    375. Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    376. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
    377. Yelena Takhtamanova, 2008. "Understanding changes in exchange rate pass-through," Working Paper Series 2008-13, Federal Reserve Bank of San Francisco. [Downloadable!]
    378. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]
    379. Adrian Blundell-Wignall & Jerome Fahrer & Alexandra Heath, 1993. "Major Influences on the Australian Dollar Exchange Rate," RBA Annual Conference Volume, in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments Reserve Bank of Australia. [Downloadable!]
    380. Tigran Poghosyan & Jakob de Haan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    381. D. Johannes Juttner & Wayne Leung, 2004. "Currency hedging of global portfolios - a closer examination of some of the ingredients," Research Papers 0411, Macquarie University, Department of Economics. [Downloadable!]
    382. Fariña Gómez, Beatriz & Rojo García, José Luis, 2006. "Características de las Distribuciones Mensuales del "Ciclo de Ambiente" de la Economia Española," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 397-425, Abril. [Downloadable!] (restricted)
    383. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA. [Downloadable!]
    384. Bask , Mikael & Fidrmuc , Jarko, 2006. "Fundamentals and technical trading: behaviour of exchange rates in the CEECs," Research Discussion Papers 10/2006, Bank of Finland. [Downloadable!]
    385. Byung-Joo Lee, 2004. "Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:," Econometric Society 2004 Far Eastern Meetings 765, Econometric Society. [Downloadable!]
    386. Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    387. Foort Hamelink, 2001. "Nonlinear analysis for forecasting currencies: are they useful to the portfolio manager?," European Journal of Finance, Taylor and Francis Journals, vol. 7(4), pages 335-355, December. [Downloadable!] (restricted)
    388. Evans, Kevin & Speight, Alan, 2006. "Dynamic News Effects in High Frequency Euro Exchange Rate Returns and Volatility," Cardiff Accounting and Finance Working Papers A2006/4, Cardiff University, Cardiff Business School, Accounting and Finance Section. [Downloadable!]
    389. Joseph E. Gagnon, 2003. "Productive capacity, product varieties, and the elasticities approach to the trade balance," International Finance Discussion Papers 781, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    390. Paul De Grauwe & Marianna Grimaldi, 2002. "The Exchange Rate and its Fundamentals. A Chaotic Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    391. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation, Yale University. [Downloadable!]
    392. Marcel Fratzscher, 2007. "US shocks and global exchange rate configurations," Working Paper Series 835, European Central Bank. [Downloadable!]
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    393. Charles Engel & James D. Hamilton, 1989. "Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?," NBER Working Papers 3165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    394. Ivo J.M. Arnold & Casper G. de Vries, 1998. "The EURO, Prudent Coherence?," Tinbergen Institute Discussion Papers 98-070/2, Tinbergen Institute. [Downloadable!]
    395. Jan Beran & Dirk Ocker, 1999. "SEMIFAR Forecasts, with Applications to Foreign Exchange Rates," CoFE Discussion Paper 99-13, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    396. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    397. Marianna Grimaldi & Paul De Grauwe, 2003. "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    398. Alexius, Annika & Post, Erik, 2005. "Exchange Rates and Asymmetric Shocks in Small Open Economies," Working Paper Series 2005:10, Uppsala University, Department of Economics. [Downloadable!]
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    399. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA. [Downloadable!]
    400. Razzak, W A, 2007. "In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback
      [Same as above]      ," MPRA Paper 6591, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    401. De Grauwe, Paul, 2000. "Exchange Rates in Search of Fundamentals: The Case of the Euro-Dollar Rate," CEPR Discussion Papers 2575, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    402. John E. Floyd, 1998. "Monetary Policy and the Real Exchange Rate: Some Evidence," Working Papers floyd-98-02, University of Toronto, Department of Economics. [Downloadable!]
    403. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002 233, Society for Computational Economics. [Downloadable!]
    404. Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    405. Yochanan Shachmurove & Uri BenZion & Paul Klein & Joseph Yagil, 2001. "A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices," Penn CARESS Working Papers 4731f3394c43bebf4d3191c81, Penn Economics Department. [Downloadable!]
    406. Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005. "The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly," NBER Working Papers 11840, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    407. Ansgar Belke & Ralph Setzer, 2004. "Contagion, Herding and Exchange Rate Instability - A Survey," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 234/2004, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
    408. Nikola Gradojevic & Christopher J. Neely, 2008. "The dynamic interaction of order flows and the CAD/USD exchange rate," Working Papers 2008-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    409. De Grauwe, Paul & Grimaldi, Marianna, 2004. "Exchange Rate Puzzles: A Tale of Switching Attractors," Working Paper Series 163, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    410. Peter Rowland, 2003. "Forecasting The Usd/Cop Exchange Rate: A Random Walk With A Variable Drift," BORRADORES DE ECONOMIA 002736, BANCO DE LA REPÚBLICA. [Downloadable!]
    411. Nikolas Mueller-Plantenberg, 2003. "Japan's Imbalance of Payments," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    412. Roche, M.J. & Moore. M.J., 2002. "Volatile and persistent real exchange rates without the contrivance of sticky prices," Economics, Finance and Accounting Department Working Paper Series n1160402, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    413. Jocelyn Horne, 2001. "Myths and Misconceptions of Exchange Rates," Research Papers 0105, Macquarie University, Department of Economics. [Downloadable!]
    414. Burt Malkiel & Judith Malkiel, 1972. "Male-Female Pay Differentials in Professional Employment," Working Papers 410, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    415. Tassos Anastasatos & Ian R. Davidson, 2004. "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series 2004_8, Department of Economics, Loughborough University, revised Aug 2004. [Downloadable!]
    416. Kam-hon CHU & Bob Y. C. Chan & Chor-yiu Sin, 2000. "Contagion Effects, Informational Effects, and Economic Fundamentals: An Analysis of Exchange Rate Dynamics during the Asian Currency Crisis," Working Papers 022000, Hong Kong Institute for Monetary Research. [Downloadable!]
    417. Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," NBER Working Papers 7090, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    418. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]
    419. Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007. "The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries," Working Papers. Serie AD 2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

  18. Meese, Richard A & Singleton, Kenneth J, 1982. " On Unit Roots and the Empirical Modeling of Exchange Rates," Journal of Finance, American Finance Association, vol. 37(4), pages 1029-35, September. [Downloadable!] (restricted)

    Cited by:

    1. Dilip Dutta & Nasiruddin Ahmed, 2004. "Trade liberalization and industrial growth in Pakistan: a cointegration analysis," Applied Economics, Taylor and Francis Journals, vol. 36(13), pages 1421-1429, July. [Downloadable!] (restricted)
    2. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
    3. Daniel L. Thornton, 2009. "Resolving the unbiasedness puzzle in the foreign exchange market," Working Papers 2009-002, Federal Reserve Bank of St. Louis. [Downloadable!]
    4. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics. [Downloadable!]
      Other versions:
    5. Hali J. Edison & Eric Fisher, 1989. "A long-run view of the european monetary system," International Finance Discussion Papers 339, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Expected Returns in Currency and Bond Markets," NBER Working Papers 4116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Marie Bessec, 2000. "Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Econometric Society World Congress 2000 Contributed Papers 1305, Econometric Society. [Downloadable!]
    8. Hsiu-Yun Lee & Jyh-Lin Wu, 2004. "Convergence of interest rates around the Pacific Rim," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1281-1288, July. [Downloadable!] (restricted)
    9. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation, Yale University, revised Sep 1987. [Downloadable!]
      Other versions:
    10. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June. [Downloadable!]
    11. Yerima Ngama, 1994. "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 447-460, September. [Downloadable!] (restricted)
    12. Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Department of Economics, University of Glasgow. [Downloadable!]
    13. Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    14. Tony Caporale & Khosrow Doroodian, 1995. "Exchange rate regimes and uncertainty," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 569-576, September. [Downloadable!] (restricted)
    15. E. Schirru, 1996. "Modelli di determinazione del tasso di cambio: un'analisi di cointegrazione," Working Paper CRENoS 199610, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
    16. Bennett T. McCallum, 1994. "A Reconsideration of the Uncovered Interest Parity Relationship," NBER Working Papers 4113, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003. "The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis," International Trade 0309018, EconWPA. [Downloadable!]
    18. Kathryn M. Dominguez, 1986. "Are foreign exchange forecasts rational? New evidence from survey data," International Finance Discussion Papers 281, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    19. Alina Piciorea, 2008. "Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies," Advances in Economic and Financial Research - DOFIN Working Paper Series 8, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB. [Downloadable!]
    20. Karoll Gómez Portilla & Santiago Gallón Gómez, 2007. "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    21. Kerstin Bernoth & Juergen von Hagen & Casper de Vries, 2007. "The Forward Premium Puzzle: new evidence from futures contracts," DNB Working Papers 125, Netherlands Central Bank, Research Department. [Downloadable!]
    22. E. Levy & A.R. Nobay, 1988. "On Evaluating Speculative Efficiency in Forward Markets," University of California at Los Angeles, Anderson Graduate School of Management 1191, Anderson Graduate School of Management, UCLA. [Downloadable!]
    23. Nasiruddin Ahmed, 2003. "Trade liberalization and endogenous growth of manufacturing industries in Bangladesh: an empirical investigation," Applied Economics, Taylor and Francis Journals, vol. 35(3), pages 305-314, January. [Downloadable!] (restricted)
    24. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
    25. Robert E. Cumby & Maurice Obstfeld, 1985. "International Interest-Rate and Price-Level Linkages Under Flexible Exchalge Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department. [Downloadable!]
    27. Walter Wasserfallen & Hans Kyburz, 1985. "The behavior of flexible exchange rates in the short run — A systematic investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(4), pages 646-660, December. [Downloadable!] (restricted)
    28. Robert C. Feenstra & Jon D. Kendall, 1991. "Exchange Rate Volatility and International Prices," NBER Working Papers 3644, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    29. Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000. "The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test," Boston College Working Papers in Economics 464, Boston College Department of Economics. [Downloadable!]
    30. Dilip Dutta & Nasiruddin Ahmed, 2001. "Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis," ASARC Working Papers 2001-01, Australian National University, Australia South Asia Research Centre. [Downloadable!]
    31. Dilip Dutta & Nasiruddin Ahmed, . "Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis," Working Papers 2001-4, University of Sydney, Department of Economics. [Downloadable!]
    32. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation, Yale University. [Downloadable!]
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    33. Sonia Pangusión Espinosa., . "Testing Uncovered Interest Rate Parity: The Spanish case," Studies on the Spanish Economy 128, FEDEA. [Downloadable!]
    34. Takatoshi Ito & V. Vance Roley, 1991. "Intraday Yen/Dollar Exchange Rate Movements: News or Noise?," NBER Working Papers 2703, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    35. Anita Daraisami, 2004. "Export growth slowdown and currency crisis: the Malaysian experience," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1947-1957, September. [Downloadable!] (restricted)
    36. Tigran Poghosyan & Jakob de Haan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach