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Citations for " A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence"

by Frenkel, Jacob A

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  1. Charles Engel & Jeffrey A. Frankel, 1982. "Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market," NBER Working Papers 1049, National Bureau of Economic Research, Inc.
  2. 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.).
  3. Ho, Tsung-wu, 2005. "Investigating the threshold effects of inflation on PPP," Economic Modelling, Elsevier, vol. 22(5), pages 926-948, September.
  4. Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, EconWPA, revised 22 Jun 1994.
  5. 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, School of Economics, University of Kent.
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  7. Joshua Aizenman, 1985. "Monopolistic Competition and Deviations from PPP," NBER Working Papers 1552, National Bureau of Economic Research, Inc.
  8. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
  9. Riccardo Fiorentini, 1991. "Ex ante purchasing power parity: An empirical note," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(2), pages 343-355, June.
  10. Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008. "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
  11. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
  12. Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004. "Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002," MPRA Paper 2025, University Library of Munich, Germany, revised 2006.
  13. 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.).
  14. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics.
  15. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
  16. Menzie D. Chinn, 1998. "On the Won and Other East Asian Currencies," NBER Working Papers 6671, National Bureau of Economic Research, Inc.
  17. S.P.G. Teo, . "The Efficiency of the Australian Foreign Exchange Market Creation Date: 1990," Economics Discussion / Working Papers 90-25, The University of Western Australia, Department of Economics.
  18. Nikolaos Giannellis & Athanasios Papadopoulos, 2006. "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach," Working Papers 0717, University of Crete, Department of Economics.
  19. 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.
  20. 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.
  21. Chang, Ming-Jen & Su, Che-Yi, 2014. "The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 220-246.
  22. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany.
  23. Yutaka Kurihara, 2012. "Exchange rate determination and structural changes in response to monetary policies," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(3), pages 187-196, August.
  24. Garratt, Anthony & Lee, Kevin, 2010. "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 403-422, April.
  25. Stephen Turnovsky, 1979. "The dynamics of an open economy with endogenous monetary and fiscal policies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 115(2), pages 201-223, June.
  26. Shaista Alam & Muhammad Sabihuddin Butt & Azhar Iqbal, 2001. "The Long-run Relationship between Real Exchange Rate and Real Interest Rate in Asian Countries: An Application of Panel Cointegration," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 40(4), pages 577-602.
  27. William Barnett & Chang Ho Kwag, 2005. "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," International Trade 0505004, EconWPA, revised 24 Oct 2005.
  28. Menzie D. Chinn, 1998. "Before the Fall: Were East Asian Currencies Overvalued?," NBER Working Papers 6491, National Bureau of Economic Research, Inc.
  29. Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2013. "Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques," Working Paper Series 59_13, The Rimini Centre for Economic Analysis.
  30. 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.
  31. Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
  32. Jair N. Ojeda-Joya, 2014. "A Consumption-Based Approach to Exchange Rate Predictability," Borradores de Economia 857, Banco de la Republica de Colombia.
  33. 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.
  34. R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012. "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, vol. 35(9), pages 1162-1185, 09.
  35. Jair N. Ojeda-Joya, 2014. "A Consumption-Based Approach to Exchange Rate Predictability," BORRADORES DE ECONOMIA 012339, BANCO DE LA REPÚBLICA.
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  37. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
  38. Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
  39. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  40. Luo, Robin & Visaltanachoti, Nuttawat, 2010. "Real exchange rates, asset prices and terms of trade: A theoretical analysis," Economic Modelling, Elsevier, vol. 27(1), pages 143-151, January.
  41. Jamel Trabelsi & Jacques Luzi, 1992. "L'instabilité de la détermination du taux de change dans un modèle monétariste," Économie et Prévision, Programme National Persée, vol. 104(3), pages 73-85.
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  43. Schnabl, Gunther & Baur, Dirk, 2001. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," Tübinger Diskussionsbeiträge 213, University of Tübingen, School of Business and Economics.
  44. Joseph Gemayel, 1992. "Evolution de la demande réelle et de la structure des encaisses monétaires durant l'hyperinflation libanaise (1986-1987)," Économie et Prévision, Programme National Persée, vol. 105(4), pages 75-80.
  45. Neumann, Manfred, 1995. "Real effects of exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 417-426, June.
  46. Burdekin, Richard C. K. & Burkett, Paul, 1996. "Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 599-621, August.
  47. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany.
  48. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
  49. Kodongo, Odongo & Ojah, Kalu, 2013. "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, vol. 66(C), pages 22-46.
  50. Irving B. Kravis & Robert E. Lipsey, 1982. "Towards an Explanation of National Price Levels," NBER Working Papers 1034, National Bureau of Economic Research, Inc.
  51. Renu Kohli, 2004. "Real Exhange Rate Stationarity in Managed Floats: Evidence From India," International Finance 0405014, EconWPA.
  52. Edwards, Sebastian, 1983. "Floating exchange rates, expectations and new information," Journal of Monetary Economics, Elsevier, vol. 11(3), pages 321-336.
  53. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA.
  54. Obstfeld, Maurice & Stockman, Alan C., 1985. "Exchange-rate dynamics," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 18, pages 917-977 Elsevier.
  55. Mojmir Hampl & Roman Matousek, 2000. "Credit Contraction in the Czech Republic: Causes and Effects," Archive of Monetary Policy Division Working Papers 2000/19, Czech National Bank.
  56. Scheide, Joachim, 1987. "The ups and downs of the dollar - consequences of the changes in the monetary regime?," Kiel Working Papers 284, Kiel Institute for the World Economy.
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  58. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation 215, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  59. 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.
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  62. Thomas C. Glaessner, 1982. "Formulation and estimation of a dynamic model of exchange rate determination: an application of general method of moments techniques," International Finance Discussion Papers 208, Board of Governors of the Federal Reserve System (U.S.).
  63. Nikolaos Giannellis & Minoas Koukouritakis, 2011. "Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate," Empirica, Springer, vol. 38(4), pages 555-578, November.
  64. Weshah Razzak, . "In the Middle of the Heat The GCC Countries Between Rising Oil Prices and the Sliding Greenback," API-Working Paper Series 0801, Arab Planning Institute - Kuwait, Information Center.
  65. qayyum, Abdul & Khan, Arshad & Zaman, Kair-u, 2004. "Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory," MPRA Paper 2148, University Library of Munich, Germany, revised 2004.
  66. Tawadros, George B., 2008. "A structural time series test of the monetary model of exchange rates under four big inflations," Economic Modelling, Elsevier, vol. 25(6), pages 1216-1224, November.
  67. Uz, Idil & Ketenci, Natalya, 2008. "Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey," Emerging Markets Review, Elsevier, vol. 9(1), pages 57-69, March.
  68. George Bagdatoglou & Alexandros Kontonikas, 2009. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Working Papers 2009_17, Business School - Economics, University of Glasgow.
  69. Mylonidis, Nikolaos & Stamopoulou, Ioanna, 2011. "The role of monetary policy in managing the euro - dollar exchange rate," MPRA Paper 29291, University Library of Munich, Germany.
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