The behavior of flexible exchange rates in the short run — A systematic investigation

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

The American Economic Review

2009 • 1,811 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 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

Deviations from Purchasing Power Parity in the Long Run

1983 • 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

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics

1976 • 282 citations

EXCHANGE RATE DETERMINATION

2002 • 210 citations

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

1984 • 180 citations

International finance and trade

1979 • 168 citations

Floating Exchange Rates after Ten Years

1983 • 96 citations

The monetary approach to the balance of payments : a survey

1978 • 93 citations

Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates

1970 • 82 citations

Exchange rates and ‘news’: A multi-currency approach

1982 • 79 citations

Exchange Rates amd "News": A Multi-Currency Approach

1982 • 48 citations

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

1981 • 48 citations

Overshooting in the foreign exchange market

1981 • 15 citations