Forecast performance of exchange rate models revisited

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period

1988 • 750 citations

Nonparametric exchange rate prediction?

1990 • 509 citations

Chapter 18 Dynamic specification

1984 • 257 citations

Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff

1984 • 180 citations

Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models

1987 • 176 citations

The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change

1987 • 121 citations

The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change

1989 • 107 citations

The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rate

1985 • 88 citations

Efficient exchange rate forecasts: Lagged models better than the random walk

1986 • 73 citations

Tests of the performance of reduced-form exchange rate models

1987 • 60 citations

Monetary/asset models of exchange rate determination

1987 • 57 citations

Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

1985 • 30 citations

An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination

1989 • 13 citations

The rise and fall of sterling: testing alternative models of exchange rate determination

1985 • 8 citations