Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange

Empirical exchange rate models of the seventies

1983 • 4,141 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Convergence of least squares learning mechanisms in self-referential linear stochastic models

1989 • 883 citations

The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating

1977 • 491 citations

Rational Expectations Equilibria, Learning, and Model Specification

1986 • 379 citations

Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?

1986 • 268 citations

Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

1982 • 187 citations

Monetary Policy during a Transition to Rational Expectations

1975 • 186 citations

The Efficiency of Foreign Exchange Markets and Measures of Turbulence

1980 • 152 citations

An Economic Theory of Monetary Reform

1980 • 114 citations

An Alternative Approach to the American Demand for Money

1985 • 95 citations

Can learning affect exchange-rate behavior?

1989 • 92 citations

The Budget Deficit and the Dollar

1986 • 82 citations

The role of expectations in stabilization policy

1985 • 79 citations

The persistence of the ‘peso problem’ when policy is noisy

1988 • 57 citations

A standard monetary model and the variability of the deutschemark-dollar exchange rate

1987 • 44 citations

Implementing monetary policy

1988 • 42 citations

Rational Expectations and the Volatility of Floating Exchange Rates

1983 • 41 citations

Strategies and tactics for monetary control

1983 • 34 citations

Is it Risk? Explaining Deviations from Uncovered Interest Parity

1987 • 29 citations

A Critique of Variance Bounds Tests for Monetary Exchange Rate Models: Note

1987 • 12 citations

Gauging the evidence on recent movements in the value of the dollar

1985 • 5 citations