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The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
In: Review of World Economics (Weltwirtschaftliches Archiv).
RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40.

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  1. Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha.
    In: MPRA Paper.
    RePEc:pra:mprapa:120648.

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  2. Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep056.

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  3. Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen.
    In: Research in International Business and Finance.
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  4. Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon.
    In: International Economics.
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  5. Markov switching in exchange rate models: will more regimes help?. (2020). Stillwagon, Josh ; Sullivan, Peter.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01623-6.

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  6. Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği. (2019). Dermen, Suleyman ; Can, Zeynep Gizem.
    In: Istanbul Business Research.
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  7. Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong.
    In: Economic Modelling.
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  8. On the Time?Varying Relationship between Unemployment and Output: What shapes it?. (2019). Jalles, Joao.
    In: Scottish Journal of Political Economy.
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  9. CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING. (2019). Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian.
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  10. The dollar–euro exchange rate and monetary fundamentals. (2018). Beckmann, Joscha ; Pilbeam, Keith ; Glycopantis, Dionysius.
    In: Empirical Economics.
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  11. .

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  12. Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich.
    In: Ruhr Economic Papers.
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  13. The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective. (2017). Kouretas, Georgios ; Georgoutsos, Dimitris.
    In: Open Economies Review.
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  14. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano .
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  15. The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael.
    In: The World Economy.
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  16. Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha.
    In: Review of International Economics.
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  17. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian.
    In: BIS Working Papers.
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  18. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano.
    In: Working Papers.
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  19. Effective exchange rates, current accounts and global imbalances. (2016). Czudaj, Robert ; Beckmann, Joscha.
    In: Ruhr Economic Papers.
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  20. Fiscal sustainability in the presence of structural breaks: Does overconfidence on resource exports hurt government’s ability to finance debt? Evidence from Nigeria. (2016). Jibrilla, Aliyu Alhaji ; Elliott, Caroline.
    In: Cogent Economics & Finance.
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  21. Assessing Euro Crises from a Time Varying International CAPM Approach. (2016). Baillie, Richard T ; Cho, Dooyeon.
    In: Working Paper series.
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  22. Bank output calculation in the case of France: what do new methods tell about the financial intermediation services in the aftermath of the crisis?. (2016). Chiappini, Raphaël ; Bruno, Olivier ; Bertrand, Groslambert .
    In: Working Papers.
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  23. Assessing Euro crises from a time varying international CAPM approach. (2016). Cho, Dooyeon ; Baillie, Richard T.
    In: Journal of Empirical Finance.
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  24. Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh.
    In: The North American Journal of Economics and Finance.
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  25. Desperately seeking cash: Evidence from bank output measurement. (2016). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand .
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  26. The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises. (2016). MORANA, CLAUDIO.
    In: CeRP Working Papers.
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  27. Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited. (2015). Tiwari, Aviral ; Dar, Arif ; Bhanja, Niyati.
    In: Panoeconomicus.
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  28. Monetary Approach for Determining Exchange Rates and Recent Monetary Policy of Japan. (2015). Kurihara, Yutaka ; Fukushima, Akio .
    In: International Journal of Financial Economics.
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  29. Bank Output Calculation in the Case of France: What Do New Methods Tell About the Financial Intermediation Services in the Aftermath of the Crisis?. (2015). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand .
    In: GREDEG Working Papers.
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  30. Effective exchange rates, current accounts and global imbalances. (2014). Czudaj, Robert ; Beckmann, Joscha.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  31. Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation. (2014). Stillwagon, Josh.
    In: Working Papers.
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  32. Risky adjustments or adjustments to risks: Decomposing bank leverage. (2014). Koch, Catherine.
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  33. Regime shifts and the Canada/US exchange rate in a multivariate framework. (2014). Czudaj, Robert ; Beckmann, Joscha.
    In: Economics Letters.
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  34. The Effects of Trade Openness on Malaysian Exchange Rate. (2013). Lee, Chin ; Law, Chee-Hong.
    In: MPRA Paper.
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  35. Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?. (2013). Sullivan, Peter.
    In: 2013 Papers.
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  36. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
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  37. Exchange rate predictability and a monetary model with time-varying cointegration coefficients. (2013). Park, Cheolbeom.
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  38. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
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  39. Exchange rate determination and structural changes in response to monetary policies. (2012). Kurihara, Yutaka.
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  40. The role of monetary policy in managing the euro - dollar exchange rate. (2011). Mylonidis, Nikolaos ; Stamopoulou, Ioanna .
    In: MPRA Paper.
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  41. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: International Advances in Economic Research.
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  42. Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange. (2011). Belke, Ansgar ; Kuhl, Michael ; Beckmann, Joscha.
    In: International Advances in Economic Research.
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  43. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
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  84. Wilson, C. A. (1979). Anticipated shocks and the exchange rate. The Journal of Political Economy, 87(3), 639â??647.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Horst, Enrique Ter ; Gramacy, Robert B.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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  2. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis ; Kania, Stefan ; Hsu, Hsiang-Ling .
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  3. Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Lee, Kevin ; Aristidou, Chrystalleni ; Shields, Kalvinder.
    In: Discussion Papers.
    RePEc:not:notcfc:15/13.

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  4. Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. (2015). Fuertes, Ana-Maria ; Todorovic, Natasa ; Kalotychou, Elena .
    In: Review of Quantitative Finance and Accounting.
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  6. Real Exchange Rate Appreciation in Emerging Markets; Can Fiscal Policy Help?. (2014). Segura-Ubiergo, Alex ; Badia, Marialuz Moreno.
    In: IMF Working Papers.
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  7. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Moosa, Imad ; Burns, Kelly.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

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  8. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-453.

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  9. Forecasting exchange rates using panel model and model averaging. (2014). Garratt, Anthony ; Mise, Emi .
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  10. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques. (2013). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Working Paper series.
    RePEc:rim:rimwps:59_13.

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  11. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

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  12. On the unstable relationship between exchange rates and macroeconomic fundamentals. (2013). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Journal of International Economics.
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  13. On policymakers’ loss functions and the evaluation of early warning systems. (2013). Sarlin, Peter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:1-7.

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  14. On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter.
    In: Working Paper Series.
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  15. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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  16. Exchange rate bifurcation in a stochastic evolutionary finance model. (2012). Gagnon, Gregory.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:35:y:2012:i:1:p:29-58.

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  17. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  18. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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  19. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
    In: Working papers.
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  20. A new approach to forecasting exchange rates. (2010). Clements, Kenneth ; Lan, Yihui.
    In: Journal of International Money and Finance.
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  21. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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  22. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

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  23. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
    In: Journal of International Economics.
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  24. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
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  25. A century of equity premium predictability and the consumption-wealth ratio: An international perspective. (2010). Valente, Giorgio ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:313-331.

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  26. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:134.

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  27. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

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  28. A High-Low Model of Daily Stock Price Ranges. (2009). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, ; Alan T. K. Wan, .
    In: Working Papers.
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  29. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: Working Papers.
    RePEc:gla:glaewp:2009_13.

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  30. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-009.

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  31. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604.

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  32. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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  33. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2615.

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  34. Exchange rate determination of TL/US$: a co-integration approach. (2008). KORAP, LEVENT ; Levent, Korap .
    In: MPRA Paper.
    RePEc:pra:mprapa:19659.

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  35. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Kolari, James W. ; Su, Xiaojing .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:5:p:729-740.

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  36. Overnight information and stochastic volatility: A study of European and US stock exchanges. (2008). Tsiakas, Ilias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:251-268.

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  37. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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  38. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:1:p:57-69.

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  39. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

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  40. A High-Low Model of Daily Stock Price Ranges. (2008). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, ; Alan T. K. Wan, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2387.

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  41. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

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  42. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; de Zwart, G. J. ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:10891.

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  43. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

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  44. A New Approach to Forecasting Exchange Rates. (2006). Clements, Kenneth ; Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:06-29.

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  45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

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  46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:2:p:1420-1441.

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  47. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0616.

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  48. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
    In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC.
    RePEc:ags:nc2006:133082.

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  49. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

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  50. Elements in the Design of an Early Warning System for Sovereign Default. (2004). Fuertes, Ana-Maria ; Kalotychou, Elena .
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:231.

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