Citations for "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability"
by Barbara Rossi
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- Barbara Rossi, 2011.
"Advances in Forecasting Under Instability,"
Working Papers
11-20, Duke University, Department of Economics.
- Lucio Sarno & Giorgio Valente, 2009.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
Journal of the European Economic Association,
MIT Press, vol. 7(4), pages 786-830, 06.
- 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.
- Stéphane Goutte & Benteng Zou, 2012.
"Continuous time regime switching model applied to foreign exchange rate,"
Working Papers
hal-00643900, HAL.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics,
Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007.
"Exchange rate forecasting, order flow and macroeconomic information,"
Working Paper
2007/02, Norges Bank.
- 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.
- Agnieszka Markiewicz, 2010.
"Monetary Policy, Model Uncertainty and Exchange Rate Volatility,"
CESifo Working Paper Series
2949, CESifo Group Munich.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
Working papers
313, Banque de France.
- Stéphane GOUTTE & Benteng Zou, 2011.
"Foreign exchange rates under Markov Regime switching model,"
CREA Discussion Paper Series
11-16, Center for Research in Economic Analysis, University of Luxembourg.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, .
"Regime specific predictability in predictive regressions,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/5961, Universidad Carlos III de Madrid.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2012.
"Regime-specific predictability in predictive regressions,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/15931, Universidad Carlos III de Madrid.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"Regime Specific Predictability in Predictive Regressions,"
MPRA Paper
29190, University Library of Munich, Germany.
- Jesús Gonzalo & Jean-Ives Pitarakis, 2010.
"Regime specific predictability in predictive regressions,"
Economics Working Papers
we097844, Universidad Carlos III, Departamento de Economía.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"Regime specific predictability in predictive regressions,"
Discussion Paper Series In Economics And Econometrics
0916, Economics Division, School of Social Sciences, University of Southampton.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach,"
Discussion Papers of DIW Berlin
944, DIW Berlin, German Institute for Economic Research.
- Avouyi-Dovi, S. & Sahuc, J-G., 2009.
"Comportement du banquier central en environnement incertain,"
Working papers
241, Banque de France.
- Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008.
"Can Exchange Rates Forecast Commodity Prices?,"
Working Papers
08-03, Duke University, Department of Economics.
- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010.
"Can Exchange Rates Forecast Commodity Prices?,"
Working Papers
10-07, Duke University, Department of Economics.
- Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008.
"Can Exchange Rates Forecast Commodity Prices?,"
2008 Meeting Papers
540, Society for Economic Dynamics.
- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices?,"
Working Papers
UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
- Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices?,"
NBER Working Papers
13901, National Bureau of Economic Research, Inc.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011.
"The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 147(1), pages 11-40, April.
- Chuluun, Tuugi & Eun, Cheol S. & Kiliç, Rehim, 2011.
"Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence,"
Journal of Banking & Finance,
Elsevier, vol. 35(2), pages 372-387, February.
- Ramzi Issa & Robert Lafrance & John Murray, 2006.
"The Turning Black Tide: Energy Prices and the Canadian Dollar,"
Working Papers
06-29, Bank of Canada.
- Avik Chakraborty, 2004.
"Learning, the Forward Premium Puzzle and Market Efficiency,"
University of Oregon Economics Department Working Papers
2005-4, University of Oregon Economics Department, revised 01 Oct 2004.
- 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.
- Barbara Rossi & Atsushi Inoue, 2011.
"Out-of-sample forecast tests robust to the choice of window size,"
Working Papers
11-31, Federal Reserve Bank of Philadelphia.
- 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.
- Bacchetta, Philippe & Beutler, Toni & van Wincoop, Eric, 2009.
"Can Parameter Instability Explain the Meese-Rogoff Puzzle?,"
CEPR Discussion Papers
7383, C.E.P.R. Discussion Papers.
- Chen, Qianying, 2011.
"Exchange rate dynamics, expectations, and monetary policy,"
Discussion Paper Series 1: Economic Studies
2011,18, Deutsche Bundesbank, Research Centre.
- Philippe Bacchetta & Eric van Wincoop, 2011.
"Modeling Exchange Rates with Incomplete Information,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
11.03, Université de Lausanne, Faculté des HEC, DEEP.
- Onur Ince, 2013.
"Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data,"
Working Papers
13-04, Department of Economics, Appalachian State University.
- Giacomini, Raffaella & Rossi, Barbara, 2008.
"Forecast Comparisons in Unstable Environments,"
Working Papers
08-04, Duke University, Department of Economics.