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Cointegration and models of exchange rate determination

Data up to Jan 2025

Published1987
Citations266
References24

Total Citations Per Year

Abstract

References (24)

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

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1979 • 20,919 citations

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1981 • 14,059 citations

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1986 • 2,603 citations

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1977 • 2,373 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 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

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

1976 • 810 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)

1978 • 294 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 191 citations

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1984 • 163 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 141 citations

Floating exchange rates, expectations and new information

1983 • 95 citations

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1986 • 53 citations

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

1981 • 48 citations

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

1981 • 30 citations

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

1981 • 30 citations

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Cointegration and models of exchange rate determination (1987) – International Journal of Forecasting | Metascience Observatory Explorer