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

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

1979 • 8,550 citations

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

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

1979 • 985 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

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

1976 • 810 citations

Introduction to Mathematical Statistics.

1971 • 804 citations

The Economic Report of the President.

1955 • 733 citations

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

1981 • 488 citations

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

1982 • 451 citations

Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates

1976 • 449 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

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

1982 • 313 citations

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

1980 • 293 citations

Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?

1986 • 268 citations

The observable implications of self-fulfilling expectations

1985 • 262 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 191 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 141 citations

Floating Exchange Rates after Ten Years

1983 • 96 citations

Speculative Hyperinflations in Maximizing Models: Can We Rule Them Out?

1981 • 68 citations

On the equivalence of solutions in rational expectations models

1983 • 39 citations

2. An Accounting Framework and Some Issues for Modeling How Exchange Rates Respond to the News

1982 • 38 citations

Small empirical models of exchange market intervention: applications to Germany, Japan, and Canada

1985 • 11 citations

Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence

1979 • 11 citations