-
1
-
-
0037409940
-
An Illustration of the Causality Relation Between Government Spending and Revenue Using Wavelet Analysis on Finnish Data
-
Almasri, A. and G. Shukur (2003), 'An Illustration of the Causality Relation Between Government Spending and Revenue Using Wavelet Analysis on Finnish Data', Journal of Applied Statistics, 30, 5, 571-84.
-
(2003)
Journal of Applied Statistics
, vol.30
, Issue.5
, pp. 571-584
-
-
Almasri, A.1
Shukur, G.2
-
2
-
-
84982677739
-
Do Long-run Productivity Differentials Explain Long-run Exchange Rate?
-
Asea, P. K. and E. G. Mendoza (1994), 'Do Long-run Productivity Differentials Explain Long-run Exchange Rate? Review of International Economics, 2, 3, 244-67.
-
(1994)
Review of International Economics
, vol.2
, Issue.3
, pp. 244-267
-
-
Asea, P.K.1
Mendoza, E.G.2
-
3
-
-
0001399205
-
The Purchasing Power Parity Doctrine: A Reappraisal
-
Balassa, B. (1964), 'The Purchasing Power Parity Doctrine: A Reappraisal', Journal of Political Economy, 72, 6, 584-96.
-
(1964)
Journal of Political Economy
, vol.72
, Issue.6
, pp. 584-596
-
-
Balassa, B.1
-
4
-
-
0035586392
-
Long-horizon Exchange Rate Predictability?
-
Berkowits, J. and L. Giorgianni (2001), 'Long-horizon Exchange Rate Predictability? Review of Economics and Statistics, 83, 1, 81-91.
-
(2001)
Review of Economics and Statistics
, vol.83
, Issue.1
, pp. 81-91
-
-
Berkowits, J.1
Giorgianni, L.2
-
5
-
-
0033970641
-
Exchange Rate Dynamics in a Model of Pricing-to-market
-
Betts, C. and M. B. Devereux (2000), 'Exchange Rate Dynamics in a Model of Pricing-to-market', Journal of International Economics, 52, 1, 215-44.
-
(2000)
Journal of International Economics
, vol.52
, Issue.1
, pp. 215-244
-
-
Betts, C.1
Devereux, M.B.2
-
6
-
-
0002836172
-
The Monetary Approach to the Exchange Rate: Some Empirical Evidence
-
Bilson, J. F. O. (1978), 'The Monetary Approach to the Exchange Rate: Some Empirical Evidence', International Monetary Fund Staff Papers, 25, 1, 48-75.
-
(1978)
International Monetary Fund Staff Papers
, vol.25
, Issue.1
, pp. 48-75
-
-
Bilson, J.F.O.1
-
7
-
-
84866176239
-
-
The U.S. Current Account and the Dollar', Working Paper no. 11137 (Cambridge, MA: NBER).
-
Blanchard, O. J., F. Giavazzi and F. Sa (2005), 'The U.S. Current Account and the Dollar', Working Paper no. 11137 (Cambridge, MA: NBER).
-
(2005)
-
-
Blanchard, O.J.1
Giavazzi, F.2
Sa, F.3
-
8
-
-
77956866132
-
The Specification and Influence of Asset Markets
-
R. W. Jones and P. B. Kenen (eds.), Amsterdam: Elsevier)
-
Branson, W. H. and D. W. Henderson (1985), 'The Specification and Influence of Asset Markets', in R. W. Jones and P. B. Kenen (eds.), Handbook of International Economics, Vol. 2 (Amsterdam: Elsevier), 749-805.
-
(1985)
Handbook of International Economics, Vol. 2
, pp. 749-805
-
-
Branson, W.H.1
Henderson, D.W.2
-
9
-
-
28244433528
-
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
-
Cheung, Yin.-Wong., M. D. Chinn and A. G. Pascual (2005), 'Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? Journal of International Money and Finance, 24, 7, 1150-75.
-
(2005)
Journal of International Money and Finance
, vol.24
, Issue.7
, pp. 1150-1175
-
-
Cheung, Y.-W.1
Chinn, M.D.2
Pascual, A.G.3
-
10
-
-
0031074122
-
Paper Pushers or Paper Money? Empirical Assessment of Fiscal and Monetary Models of Exchange Rate Determination
-
Chinn, M. D. (1997), 'Paper Pushers or Paper Money? Empirical Assessment of Fiscal and Monetary Models of Exchange Rate Determination', Journal of Policy Modeling, 19, 1, 51-78.
-
(1997)
Journal of Policy Modeling
, vol.19
, Issue.1
, pp. 51-78
-
-
Chinn, M.D.1
-
11
-
-
0001126361
-
Banking on Currency Forecasts: How Predictable Is Change in Money?
-
Chinn, M. D. and R. A. Meese (1995), 'Banking on Currency Forecasts: How Predictable Is Change in Money? Journal of International Economics, 38, 1-2, 161-78.
-
(1995)
Journal of International Economics
, vol.38
, Issue.1-2
, pp. 161-178
-
-
Chinn, M.D.1
Meese, R.A.2
-
12
-
-
12844280551
-
Monetary Policy and Long Horizon Uncovered Interest Parity
-
Chinn, M. D. and G. Meredith (2004), 'Monetary Policy and Long Horizon Uncovered Interest Parity', International Monetary Fund Staff Papers, 51, 3, 409-30.
-
(2004)
International Monetary Fund Staff Papers
, vol.51
, Issue.3
, pp. 409-430
-
-
Chinn, M.D.1
Meredith, G.2
-
13
-
-
84866176240
-
-
Testing Uncovered Interest Parity at Short and long Horizons during the Post-Bretton Woods Era', Working Paper no. 1107 (Cambridge, MA: NBER).
-
Chinn, M. D. and G. Meredith (2005), 'Testing Uncovered Interest Parity at Short and long Horizons during the Post-Bretton Woods Era', Working Paper no. 1107 (Cambridge, MA: NBER).
-
(2005)
-
-
Chinn, M.D.1
Meredith, G.2
-
14
-
-
0001243701
-
Exchange Rates, Money and Relative Prices: The Dollar-Pound in the 1920s
-
Clements, K. and J. Frenkel (1980), 'Exchange Rates, Money and Relative Prices: The Dollar-Pound in the 1920s', Journal of International Economics, 10, 2, 249-62.
-
(1980)
Journal of International Economics
, vol.10
, Issue.2
, pp. 249-262
-
-
Clements, K.1
Frenkel, J.2
-
16
-
-
84856233109
-
Short-run Forecasting of the Euro-dollar Exchange Rate with Economic Fundamentals
-
Dal Bianco, M., M. Camacho and G. Perez Quiros (2012), 'Short-run Forecasting of the Euro-dollar Exchange Rate with Economic Fundamentals', Journal of International Money and Finance, 31, 2, 377-96.
-
(2012)
Journal of International Money and Finance
, vol.31
, Issue.2
, pp. 377-396
-
-
Dal Bianco, M.1
Camacho, M.2
Perez Quiros, G.3
-
18
-
-
84866167476
-
-
Terms of Trade, Productivity, and the Real Exchange Rate', Working Paper No. 4807 (Cambridge, MA: NBER).
-
DeGregorio, J. and H. Wolf (1994), 'Terms of Trade, Productivity, and the Real Exchange Rate', Working Paper No. 4807 (Cambridge, MA: NBER).
-
(1994)
-
-
DeGregorio, J.1
Wolf, H.2
-
19
-
-
0000852872
-
Expectations and Exchange Rate Dynamics
-
Dornbusch, R. (1976), 'Expectations and Exchange Rate Dynamics', Journal of Political Economy, 84, 6, 1161-76.
-
(1976)
Journal of Political Economy
, vol.84
, Issue.6
, pp. 1161-1176
-
-
Dornbusch, R.1
-
20
-
-
84866179786
-
-
Is the US 'Current Account Sustainable? If Not, How Costly is Adjustment Likely to Be?', Working Paper, 11541 (Cambridge, MA: NBER).
-
Edwards, S. (2005), Is the US 'Current Account Sustainable? If Not, How Costly is Adjustment Likely to Be?', Working Paper, 11541 (Cambridge, MA: NBER).
-
(2005)
-
-
Edwards, S.1
-
21
-
-
0037403294
-
Exchange Rate Forecasting: The Errors We've Really Made
-
Faust, J., J. H. Rogers and J. H. Wright (2003), 'Exchange Rate Forecasting: The Errors We've Really Made', Journal of International Economics, 60, 1, 35-59.
-
(2003)
Journal of International Economics
, vol.60
, Issue.1
, pp. 35-59
-
-
Faust, J.1
Rogers, J.H.2
Wright, J.H.3
-
23
-
-
0000435211
-
Domestic Financial Policies Under Fixed and Floating Exchange Rates
-
Flemming, J. M. (1962), 'Domestic Financial Policies Under Fixed and Floating Exchange Rates', International Monetary Funds Staff Papers, 9, 3, 369-79.
-
(1962)
International Monetary Funds Staff Papers
, vol.9
, Issue.3
, pp. 369-379
-
-
Flemming, J.M.1
-
24
-
-
0002729030
-
Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?
-
J. A. Frankel, G. Galli and A. Giovannini (eds.), Chicago, IL: University of Chicago Press)
-
Flood, R. P. and M. P. Taylor (1996), 'Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?', in J. A. Frankel, G. Galli and A. Giovannini (eds.), The Microstructure of Foreign Exchange Markets (Chicago, IL: University of Chicago Press), 261-302.
-
(1996)
The Microstructure of Foreign Exchange Markets
, pp. 261-302
-
-
Flood, R.P.1
Taylor, M.P.2
-
25
-
-
84995733144
-
On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential
-
Frankel, J. (1979), 'On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential', The American Economic Review, 69, 4, 610-22.
-
(1979)
The American Economic Review
, vol.69
, Issue.4
, pp. 610-622
-
-
Frankel, J.1
-
26
-
-
0000634137
-
A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence
-
Frenkel, J. A. (1976), 'A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence', Scandinavian Journal of Economics, 78, 2, 200-24.
-
(1976)
Scandinavian Journal of Economics
, vol.78
, Issue.2
, pp. 200-224
-
-
Frenkel, J.A.1
-
27
-
-
0000956031
-
Anomalies: Foreign Exchange
-
Froot, K. A. and R. H. Thaler (1990), 'Anomalies: Foreign Exchange', Journal of Economic Perspectives, 4, 3, 179-92.
-
(1990)
Journal of Economic Perspectives
, vol.4
, Issue.3
, pp. 179-192
-
-
Froot, K.A.1
Thaler, R.H.2
-
28
-
-
0000562670
-
Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
-
Grossman, A. and J. Morlet (1984), 'Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape', SIAM Journal of Mathematical Analysis, 15, 4, 723-36.
-
(1984)
SIAM Journal of Mathematical Analysis
, vol.15
, Issue.4
, pp. 723-736
-
-
Grossman, A.1
Morlet, J.2
-
29
-
-
34250967631
-
Zur Theorie der orthogonalen Funktionensysteme
-
Haar, A. (1910), 'Zur Theorie der orthogonalen Funktionensysteme', Mathematische Annalen, 69, 3, 331-71.
-
(1910)
Mathematische Annalen
, vol.69
, Issue.3
, pp. 331-371
-
-
Haar, A.1
-
30
-
-
0001841002
-
Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination
-
Hooper, P. and J. E. Morton (1982), 'Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination', Journal of International Money and Finance, 1, 1, 39-56.
-
(1982)
Journal of International Money and Finance
, vol.1
, Issue.1
, pp. 39-56
-
-
Hooper, P.1
Morton, J.E.2
-
31
-
-
19644365502
-
The Relationship between Stock Returns and Inflation: New Evidence from Wavelet Analysis
-
Kim, S. and F. In (2005), 'The Relationship between Stock Returns and Inflation: New Evidence from Wavelet Analysis', Journal of Empirical Finance, 12, 3, 435-44.
-
(2005)
Journal of Empirical Finance
, vol.12
, Issue.3
, pp. 435-444
-
-
Kim, S.1
In, F.2
-
32
-
-
0024700097
-
A Theory for Multiresolution signal decomposition: The Wavelet Representation
-
Mallat, S. (1989), 'A Theory for Multiresolution signal decomposition: The Wavelet Representation', IEEE Transactions on Pattern Analysis and Machine Intelligence, 11, 7, 674-93.
-
(1989)
IEEE Transactions on Pattern Analysis and Machine Intelligence
, vol.11
, Issue.7
, pp. 674-693
-
-
Mallat, S.1
-
33
-
-
0001413344
-
Exchange Rates and Fundamentals: Evidence on Long-horizon Predictability
-
Mark, N. C. (1995), 'Exchange Rates and Fundamentals: Evidence on Long-horizon Predictability', American Economic Review, 85, 1, 201-18.
-
(1995)
American Economic Review
, vol.85
, Issue.1
, pp. 201-218
-
-
Mark, N.C.1
-
34
-
-
0035154184
-
Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
-
Mark, N. C. and Donggyu. Sul (2001), 'Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel', Journal of International Economics, 53, 1, 29-52.
-
(2001)
Journal of International Economics
, vol.53
, Issue.1
, pp. 29-52
-
-
Mark, N.C.1
Sul, D.2
-
35
-
-
33846907054
-
Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?
-
Meese, R. A. and K. Rogoff (1983a), 'Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?', Journal of International Economics, 14, 1-2, 3-24.
-
(1983)
Journal of International Economics
, vol.14
, Issue.1-2
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
36
-
-
0001851162
-
The Out-of-sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
-
J. Frenkel (ed.), Chicago, IL: University of Chicago Press)
-
Meese, R. A. and K. Rogoff (1983b), 'The Out-of-sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?', in J. Frenkel (ed.), Exchange Rates and International Macroeconomics (Chicago, IL: University of Chicago Press), 67-105.
-
(1983)
Exchange Rates and International Macroeconomics
, pp. 67-105
-
-
Meese, R.A.1
Rogoff, K.2
-
37
-
-
0001022384
-
Capital Mobility and Stabilization Policy under Fixed and Floating Exchange Rates
-
Mundell, R. A. (1963), 'Capital Mobility and Stabilization Policy under Fixed and Floating Exchange Rates', Canadian Journal of Economic and Political Science, 29, 4, 475-85.
-
(1963)
Canadian Journal of Economic and Political Science
, vol.29
, Issue.4
, pp. 475-485
-
-
Mundell, R.A.1
-
38
-
-
0141589707
-
How Well Do Monetary Fundamentals Forecast Exchange Rates?
-
Neely, C. J. and L. Sarno (2002), 'How Well Do Monetary Fundamentals Forecast Exchange Rates?', Federal Reserve Bank of St. Louise Review, 84, 5, 51-74.
-
(2002)
Federal Reserve Bank of St. Louise Review
, vol.84
, Issue.5
, pp. 51-74
-
-
Neely, C.J.1
Sarno, L.2
-
39
-
-
84866169431
-
-
Model Trending Real Exchange Rates'. Center for International and Development Economics Working Paper C93-011 (Berkeley, CA: University of California at Berkeley).
-
Obstfeld, M. (1993), 'Model Trending Real Exchange Rates'. Center for International and Development Economics Working Paper C93-011 (Berkeley, CA: University of California at Berkeley).
-
(1993)
-
-
Obstfeld, M.1
-
40
-
-
0029532393
-
Exchange Rate Dynamics Redux
-
Obstfeld, M. and K. Rogoff (1995), 'Exchange Rate Dynamics Redux', Journal of Political Economy, 103, 3, 624-60.
-
(1995)
Journal of Political Economy
, vol.103
, Issue.3
, pp. 624-660
-
-
Obstfeld, M.1
Rogoff, K.2
-
42
-
-
0012094622
-
Wavestrapping Time Series: Adaptive Wavelet-based Bootstrapping
-
W. J. Fitzgerald, R. L. Smith, A. T. Walden and P. C. Young (eds.), Cambridge: Cambridge University Press)
-
Percival, D. B., S. Sardy and A. C. Davison (2000), 'Wavestrapping Time Series: Adaptive Wavelet-based Bootstrapping', in W. J. Fitzgerald, R. L. Smith, A. T. Walden and P. C. Young (eds.), Nonlinear and Nonstationary Signal Processing (Cambridge: Cambridge University Press), 442-71.
-
(2000)
Nonlinear and Nonstationary Signal Processing
, pp. 442-471
-
-
Percival, D.B.1
Sardy, S.2
Davison, A.C.3
-
43
-
-
0032368102
-
Decomposition of Economic Relationships by Timescale Using Wavelets
-
Ramsey, J. B. and C. Lampart (1998), 'Decomposition of Economic Relationships by Timescale Using Wavelets', Macroeconomic Dynamics, 2, 1, 49-71.
-
(1998)
Macroeconomic Dynamics
, vol.2
, Issue.1
, pp. 49-71
-
-
Ramsey, J.B.1
Lampart, C.2
-
44
-
-
0036888014
-
Testing the Monetary Model of Exchange Rate Determination: New Evidence from a Century of Data
-
Rapach, D. E. and M. E. Wohar (2002), 'Testing the Monetary Model of Exchange Rate Determination: New Evidence from a Century of Data', Journal of International Economics, 58, 2, 359-85.
-
(2002)
Journal of International Economics
, vol.58
, Issue.2
, pp. 359-385
-
-
Rapach, D.E.1
Wohar, M.E.2
-
45
-
-
0001465629
-
Theoretical Notes on Trade Problems
-
Samuelson, P. (1964), 'Theoretical Notes on Trade Problems', Review of Economics and Statistics, 46, 2, 145-54.
-
(1964)
Review of Economics and Statistics
, vol.46
, Issue.2
, pp. 145-154
-
-
Samuelson, P.1
-
47
-
-
84866167471
-
-
An Introduction to Wavelets for Economists', Working Paper 2002-2003 (Ottawa: Bank of Canada).
-
Schleicher, C. (2002) 'An Introduction to Wavelets for Economists', Working Paper 2002-2003 (Ottawa: Bank of Canada).
-
(2002)
-
-
Schleicher, C.1
-
48
-
-
84866167818
-
n as Unconditional Bases for Hardy Spaces
-
C. Heil and D. F. Walnut (eds.), Princeton, NJ: Princeton University Press)
-
n as Unconditional Bases for Hardy Spaces', in C. Heil and D. F. Walnut (eds.), Fundamental Paper in Wavelet Theory (Princeton, NJ: Princeton University Press), 197-215.
-
(2006)
Fundamental Paper in Wavelet Theory
, pp. 197-215
-
-
Strömberg, J.-O.1
|