Financial policy and speculative runs with a crawling peg: Argentina 1979–1981

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

A Model of Balance-of-Payments Crises

1979 • 3,034 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Collapsing exchange-rate regimes

1984 • 1,256 citations

Optimal Properties of Exponentially Weighted Forecasts

1960 • 888 citations

Rational and Self-fulfilling Balance-of-Payments Crises

1986 • 835 citations

Market Anticipations of Government Policies and the Price of Gold

1978 • 445 citations

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

1980 • 315 citations

Recurrent Devaluation and Speculative Attacks on the Mexican Peso

1986 • 275 citations

Optimal Properties of Exponentially Weighted Forecasts

1960 • 272 citations

Fiscal Rigidities, Public Debt, and Capital Flight

1987 • 100 citations

Balance-of-Payments Crises and Devaluation

1984 • 100 citations

Borrowing to defend the exchange rate and the timing and magnitude of speculative attacks

1987 • 92 citations

Speculative Attack and the External Constraint in a Maximizing Model of the Balance of Payments

1986 • 70 citations

The persistence of the ‘peso problem’ when policy is noisy

1988 • 57 citations

Foreign exchange futures prices under fixed exchange rates

1983 • 55 citations

The speculative attack on the peso and the real exchange rate: Argentina, 1979–1981

1986 • 26 citations

Borrowing to Defend the Exchange Rate and the Timing and Magnitude of Speculative Attacks

1986 • 10 citations

Time-varying risk premia, imperfect information and the forward: Exchange rate

1987 • 8 citations

Financial policies and the world capital market: The problem of Latin American countries

1984 • 5 citations