Richard A. Meese
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Richard Meese & Kenneth Rogoff, 1983.
"The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?,"
NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 67-112,
National Bureau of Economic Research, Inc.
- Richard Meese & Kenneth S. 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.).
- Richard Meese & Kenneth Rogoff & Jacob Frenkel, "undated". "The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?," Working Paper 32044, Harvard University OpenScholar.
Mentioned in:
- Yogi Berra and the Dollar
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2014-12-22 19:32:54
- 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.
Mentioned in:
- La svalutazzzzzione sarà imprevedibile però sarà devastante (leggende metropolitane bipartisan)
by Alberto Bagnai in Goofynomics on 2015-01-22 16:40:00
- La svalutazzzzzione sarà imprevedibile però sarà devastante (leggende metropolitane bipartisan)
Working papers
- Meese, Richard A. & Wallace, Nancy E., 1998.
"Dwelling Price Dynamics in Paris, France,"
Berkeley Program on Housing and Urban Policy, Working Paper Series
qt62m2s40t, Berkeley Program on Housing and Urban Policy.
Cited by:
- Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009.
"A Repeat Sales Index Robust to Small Datasets,"
Post-Print
hal-00551732, HAL.
- 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.
- Baroni Michel & Barthélémy Fabrice & Mokrane Madhi, 2009. "A repeat sales index robust to small datasets," THEMA Working Papers 2009-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2011. "A repeat sales index robust to small datasets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(1), pages 35-48, February.
- Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2007.
"La rénovation de la Goutte d'Or est-elle un succès ?. Un diagnostic à l'aide d'indices de prix immobilier,"
Economie & Prévision, La Documentation Française, vol. 0(4), pages 107-126.
- Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, vol. 180(4), pages 107-126.
- F. Barthélémy & A. Michelangeli & A. Trannoy, 2004. "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," THEMA Working Papers 2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009.
"A Repeat Sales Index Robust to Small Datasets,"
Post-Print
hal-00551732, HAL.
- Richard Meese & Andrew K. Rose, 1997.
"Exchange rate instability: determinants and predictability,"
Pacific Basin Working Paper Series
97-03, Federal Reserve Bank of San Francisco.
- Richard Meese & Andrew K. Rose, 1996. "Exchange rate instability: determinants and predictability," Proceedings, Federal Reserve Bank of San Francisco, pages 183-205.
Cited by:
- Talvi, Ernesto & Banerjee, Abhijit V., 2001. "Comments," LSE Research Online Documents on Economics 123255, London School of Economics and Political Science, LSE Library.
- Mark Kruger & Patrick Osakwe & Jennifer Page, 1998.
"Fundamentals, Contagion and Currency Crises: An Empirical Analysis,"
Staff Working Papers
98-10, Bank of Canada.
- Mark Kruger & Patrick N. Osakwe & Jennifer Page, 2000. "Fundamentals, Contagion and Currency Crises: An Empirical Analysis," Development Policy Review, Overseas Development Institute, vol. 18(3), pages 257-274, September.
- Frank Agbola & Chartri Kunanopparat, 2005. "Determinants of exchange rate practices: some empirical evidence from Thailand," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 807-816.
- Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001.
"Lending Booms: Latin America and the World,"
NBER Working Papers
8249, National Bureau of Economic Research, Inc.
- Pierre-Olivier Gourinchas & Rodrigo Valdes & Oscar Landerretche, 2001. "Lending Booms: Latin America and the World," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 47-100, January.
- Gourinchas, Pierre-Olivier & Landerretche, Oscar & Valdés, Rodrigo, 2001. "Lending Booms: Latin America and the World," CEPR Discussion Papers 2811, C.E.P.R. Discussion Papers.
- Socorro Gochoco-Bautista, Maria, 2000. "Periods of Currency Pressure: Stylized Facts and Leading Indicators," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 125-158, January.
- von Hagen, Jurgen & Zhou, Jizhong, 2005.
"De facto and official exchange rate regimes in transition economies,"
Economic Systems, Elsevier, vol. 29(2), pages 256-275, June.
- von Hagen, Jürgen & Zhou, Jizhong, 2002. "De facto and official exchange rate regimes in transition economies," ZEI Working Papers B 13-2002, University of Bonn, ZEI - Center for European Integration Studies.
- von Hagen, Jurgen & 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.
- Jürgen von Hagen & Jizhong Zhou, 2005. "The choice of exchange rate regime: An empirical analysis for transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(4), pages 679-703, October.
- von Hagen, Jürgen & Zhou, Jizhong, 2002. "The choice of exchange rate regimes: An empirical analysis for transition economies," ZEI Working Papers B 03-2002, University of Bonn, ZEI - Center for European Integration Studies.
- Mr. Rodrigo O. Valdes & Mr. Ilan Goldfajn, 1997.
"Are Currency Crises Predictable?,"
IMF Working Papers
1997/159, International Monetary Fund.
- Goldfajn, Ilan & Valdes, Rodrigo O., 1998. "Are currency crises predictable?," European Economic Review, Elsevier, vol. 42(3-5), pages 873-885, May.
- Rosaria Rita Canale & Alberto Montagnoli & Oreste Napolitano, 2008. "Speculation and monetary policy behaviour in the 1992 currency crisis: the Italian case," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 285-297.
- Richard 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.).
- Richard A. Meese & Andrew K. Rose, 1991. "An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 603-619.
Cited by:
- 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, June.
- Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
- 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.
- West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
- West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
- West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
- Carlo Altavilla & Paul De Grauwe, 2006.
"Forecasting and Combining Competing Models of Exchange Rate Determination,"
CESifo Working Paper Series
1747, CESifo.
- Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers 5_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Carlo Altavilla & Paul De Grauwe, 2010. "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3455-3480.
- David Peel & Alan Speight, 1994. "Testing for non-linear dependence in inter-war exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(2), pages 391-417, June.
- Kartono, Agus & Solekha, Siti & Sumaryada, Tony & Irmansyah,, 2021. "Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- 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.
- José Torres, 2007. "A non-parametric analysis of ERM exchange rate fundamentals," Empirical Economics, Springer, vol. 32(1), pages 67-84, April.
- 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.
- Barbara Rossi, 2013.
"Exchange rate predictability,"
Economics Working Papers
1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2015. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Stelios Bekiros, 2011.
"Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics,"
Economics Working Papers
ECO2011/21, European University Institute.
- Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
- Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005.
"Markov switching regimes in a monetary exchange rate model,"
Economic Modelling, Elsevier, vol. 22(3), pages 485-502, May.
- Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004. "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004 119, Royal Economic Society.
- G. Boero & E. 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.
- Chunming Yuan, 2008.
"The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics,"
UMBC Economics Department Working Papers
09-114, UMBC Department of Economics, revised 01 Nov 2009.
- Yuan, Chunming, 2011. "The exchange rate and macroeconomic determinants: Time-varying transitional dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 197-220, August.
- Yoichi Arai, 2015.
"Testing for Linearity in Regressions with I(1) Processes,"
GRIPS Discussion Papers
15-11, National Graduate Institute for Policy Studies.
- Yoichi Arai, 2004. "Testing for Linearity in Regressions with I (1) processes," CARF F-Series CARF-F-014, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.
- Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, University Library of Munich, Germany.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Jing Yang & Nikola Gradojevic, 2006. "Non-linear, non-parametric, non-fundamental exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 227-245.
- Manzan, Sebastiano & Westerhoff, Frank H., 2007.
"Heterogeneous expectations, exchange rate dynamics and predictability,"
Journal of Economic Behavior & Organization, Elsevier, vol. 64(1), pages 111-128, September.
- 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.
- Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, vol. 104(3), pages 87-113.
- Ardeni, Pier-Giorgio & Rausser, Gordon C., 1992. "Interactions among money, exchange rates, and commodity prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8bg30713, Department of Agricultural & Resource Economics, UC Berkeley.
- 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.).
- Wright, Jonathan H., 2008. "Bayesian Model Averaging and exchange rate forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 329-341, October.
- Clements, Michael P & Smith, Jeremy, 1999.
"A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 123-141, March-Apr.
- Clementrs, Michael P. & Smith, Jeremy, 1997. "A Monte Carlo study of the forecasting performance of empirical SETAR models," Economic Research Papers 268734, University of Warwick - Department of Economics.
- Clements, Michael P & Smith, Jeremy, 1996. "A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models," The Warwick Economics Research Paper Series (TWERPS) 464, University of Warwick, Department of Economics.
- 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.
- 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.
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
- Yu, Miaojie, 2009. "Revaluation of the Chinese Yuan and triad trade: A gravity assessment," Journal of Asian Economics, Elsevier, vol. 20(6), pages 655-668, November.
- Hamid Baghestani, 2010. "Evaluating Blue Chip forecasts of the trade-weighted dollar exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 20(24), pages 1879-1889.
- Wu, Jyh-Lin & Chen, Show-Lin, 2001. "Nominal exchange-rate prediction: evidence from a nonlinear approach," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 521-532, August.
- Otilia Boldea & Alastair R. Hall, 2012.
"Estimation and Inference in Unstable Nonlinear Least Squares Models,"
Centre for Growth and Business Cycle Research Discussion Paper Series
174, Economics, The University of Manchester.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
- Mustapha Baghli, 2004. "Modelling the FF/MM rate by threshold cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 533-548.
- Wang, Jian-Xin & Wong, Hoi-In, 1997. "The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 231-252, October.
- Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
- 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.
- Travis J. Berge, 2011.
"Forecasting disconnected exchange rates,"
Research Working Paper
RWP 11-12, Federal Reserve Bank of Kansas City.
- Travis J. Berge, 2014. "Forecasting Disconnected Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 713-735, August.
- Dongchul Cho & Hali J. Edison & Kenneth D. West, 1993.
"A utility based comparison of some models of exchange rate volatility,"
International Finance Discussion Papers
441, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- West, Kenneth D. & Edison, Hali J. & Cho, Dongchul, 1993. "A utility-based comparison of some models of exchange rate volatility," Journal of International Economics, Elsevier, vol. 35(1-2), pages 23-45, August.
- Zongwu Cai & Linna Chen & Ying Fang, 2013.
"A New Forecasting Model for USD/CNY Exchange Rate,"
Working Papers
2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Cai Zongwu & Chen Linna & Fang Ying, 2012. "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-20, September.
- Wu, Yih-Jiuan, 1998. "Exchange rate forecasting: an application of radial basis function neural networks," ISU General Staff Papers 1998010108000013540, Iowa State University, Department of Economics.
- A. Kanas, 2003. "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 401-405.
- Baillie, Richard T. & Osterberg, William P., 1997. "Why do central banks intervene?," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 909-919, December.
- Smith, Gregor W., 1995.
"Exchange-rate discounting,"
Journal of International Money and Finance, Elsevier, vol. 14(5), pages 659-666, October.
- Gregor W. Smith, 1995. "Exchange-rate Discounting," Working Paper 1248, Economics Department, Queen's University.
- Kanas, Angelos, 2005. "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 583-606, June.
- Tang, Xiaolei & Zhou, Jizhong, 2013. "Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 304-323.
- Peter P. Carr & Zura Kakushadze, 2017.
"FX options in target zones,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1477-1486, October.
- Peter Carr & Zura Kakushadze, 2015. "FX Options in Target Zone," Papers 1512.01527, arXiv.org, revised Jul 2016.
- Kilian, Lutz & Inoue, Atsushi, 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.
- Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
- Inoue, Atsushi & Kilian, Lutz, 2002. "In-sample or out-of-sample tests of predictability: which one should we use?," Working Paper Series 195, European Central Bank.
- Winston T. Lin, 2005. "Currency forecasting based on an error components-seemingly unrelated nonlinear regression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(8), pages 593-605.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998.
"An Empirical Reassessment of Target-zone Nonlinearities,"
Cambridge Working Papers in Economics
9825, Faculty of Economics, University of Cambridge.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 2001. "An empirical reassessment of target-zone nonlinearities," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 533-548, August.
- G. Boero & E. 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.
- Clements, Michael P. & Smith, Jeremy, 2001. "Evaluating forecasts from SETAR models of exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 133-148, February.
- Cheung, Yin-Wong & Erlandsson, Ulf G., 2005.
"Exchange Rates and Markov Switching Dynamics,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 314-320, July.
- Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series 1348, CESifo.
- Yin-wong Cheung & Ulf G. Erlandsson, 2005. "Exchange Rates and Markov Switching Dynamics," Working Papers 052005, Hong Kong Institute for Monetary Research.
- Gencay, Ramazan, 1999. "Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules," Journal of International Economics, Elsevier, vol. 47(1), pages 91-107, February.
- Clements, Kenneth & Lan, Yihui & Roberts, John, 2008.
"Exchange-rate economics for the resources sector,"
Resources Policy, Elsevier, vol. 33(2), pages 102-117, June.
- 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.
- de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
- Bruce Mizrach, 1996. "Mean Reversion in EMS Exchange Rates," Departmental Working Papers 199525, Rutgers University, Department of Economics.
- Gianna Boero & Emanuela Marrocu, 2005.
"Evaluating non-linear models on point and interval forecasts: an application with exchange rates,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 91-120.
- Gianna Boero & Emanuela Marrocu, 2005. "Evaluating non-linear models on point and interval forecasts: an application with exchange rates," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 91-120.
- 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.
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006. "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377, Emerald Group Publishing Limited.
- Yin-Wong Cheung & Menzie Chinn, 1995.
"Integration, cointegration and the forecast consistency of structural exchange rate models,"
International Finance
9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1997. "Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models," NBER Working Papers 5943, National Bureau of Economic Research, Inc.
- Cheung, Y. -W. & Chinn, M. D., 1998. "Integration, cointegration and the forecast consistency of structural exchange rate models," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 813-830, October.
- Karuppiah, Jeyanthi & Los, Cornelis A., 2005.
"Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997,"
International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
- Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, University Library of Munich, Germany.
- Beran, Jan & Ocker, Dirk, 1999. "SEMIFAR Forecasts, with Applications to Foreign Exchange Rates," CoFE Discussion Papers 99/13, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Zhang, Gioqinang & Hu, Michael Y., 1998. "Neural network forecasting of the British Pound/US Dollar exchange rate," Omega, Elsevier, vol. 26(4), pages 495-506, August.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010.
"Exchange Rate Target Zones: A Survey of the Literature,"
GEMF Working Papers
2010-14, GEMF, Faculty of Economics, University of Coimbra.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013. "Exchange Rate Target Zones: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 247-268, April.
- Chinn, Menzie David, 1997. "Paper pushers or paper money? Empirical assessment of fiscal and monetary models of exchange rate determination," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 51-78, February.
- De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst, 1998. "Forecasting exchange rates using TSMARS," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 513-534, June.
- López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011.
"Nonlinear exchange rate predictability,"
Journal of International Money and Finance, Elsevier, vol. 30(5), pages 877-895, September.
- Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008. "Nonlinear Exchange Rate Predictability," Working Papers 080911, University of California-Irvine, Department of Economics, revised Sep 2010.
- Amano, R. A. & van Norden, S., 1998.
"Oil prices and the rise and fall of the US real exchange rate,"
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Cited by:
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See citations under working paper version above.
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Chapters
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See citations under working paper version above.
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- Jeffrey A. Frankel & Richard Meese, 1987. "Are Exchange Rates Excessively Variable?," NBER Working Papers 2249, National Bureau of Economic Research, Inc.
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National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
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- Richard Meese & Kenneth Rogoff & Jacob Frenkel, "undated". "The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?," Working Paper 32044, Harvard University OpenScholar.