Empirical exchange rate models of the seventies

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

Macroeconomics and Reality

1980 • 12,249 citations

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Multiple time series

1970 • 1,885 citations

On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

1979 • 985 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

Frontiers of Quantitative Economics.

1974 • 890 citations

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

1976 • 810 citations

Forecasting Economic Time Series

1977 • 711 citations

How Far Can We Push The "Law of One Price"?

1976 • 606 citations

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

1982 • 451 citations

Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

1982 • 446 citations

The "Speculative Efficiency" Hypothesis

1981 • 440 citations

The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

1970 • 411 citations

Note on the Correlation of First Differences of Averages in a Random Chain

1960 • 408 citations

Exchange rates and international macroeconomics

1984 • 403 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

The Economics of Exchange Rates

2004 • 394 citations

In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

1982 • 313 citations

Selection of Regressors

1980 • 309 citations

Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination

1980 • 293 citations

An examination of foreign exchange risk under fixed and floating rate regimes

1977 • 240 citations

Fluctuations in the dollar: A model of nominal and real exchange rate determination

1982 • 237 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

Techniques of Forecasting Using Vector Autoregressions

1979 • 194 citations

A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 186 citations

Seasonality in Regression

1974 • 184 citations

Risk, Interest Rates and the Forward Exchange

1972 • 176 citations

Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange

1979 • 150 citations

Techniques of forecasting using vector autoregressions

1981 • 139 citations

Seasonality in Regression

1974 • 135 citations

An Analysis of the Accuracy of Four Macroeconometric Models

1979 • 101 citations

Judging the Performance of Econometric Models of the U.S. Economy

1975 • 97 citations

Policies for employment, prices, and exchange rates

1979 • 95 citations

Expectations and the Forward Exchange Rate

1981 • 88 citations

A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 83 citations

THE MONEY SUPPLY AND THE EXCHANGE RATE

1981 • 81 citations

Exchange rates in the short run

1979 • 78 citations

Testing for Rational Expectations in Foreign Exchange Markets

1979 • 69 citations

Operational Aspects of the Siegel Paradox

1975 • 54 citations

The Mystery of the Multiplying Marks: A Modification of the Monetary Model

1982 • 51 citations

On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential]

1981 • 48 citations

The deutsche mark/dollar rate

1979 • 44 citations

On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential]

1981 • 30 citations

On the Mark: Reply [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential]

1981 • 30 citations

Summary measures of the dollar's foreign exchange value

1978 • 18 citations

Rational expectations, risk premia, and the market for spot and forward exchange

1980 • 15 citations

On the monetary analysis of exchange rates

1979 • 13 citations

Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange

1980 • 12 citations

Deleted Work

1955 • 0 citations