Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Analysis of time series subject to changes in regime

1990 • 1,948 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

Rational-expectations econometric analysis of changes in regime

1988 • 933 citations

Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications

1986 • 884 citations

Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

1989 • 683 citations

The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

2014 • 628 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

Diagnostic testing and evaluation of maximum likelihood models

1985 • 385 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

1985 • 214 citations

Exchange Rate Economics: 1986

1987 • 151 citations

A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84

1986 • 135 citations

Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

1985 • 96 citations

Can learning affect exchange-rate behavior?

1989 • 92 citations

Specification testing when score test statistics are identically zero

1986 • 82 citations

The Budget Deficit and the Dollar

1986 • 82 citations

The Dazzling Dollar

1985 • 78 citations

Is it Risk? Explaining Deviations from Uncovered Interest Parity

1987 • 29 citations

International Capital Flows and Domestic Economic Policies

1987 • 15 citations

One-Sided Uncertainty about Future Fiscal Policy

1989 • 10 citations