Exchange Rate Economics

Contents:

Introduction

PART I: MONETARY FUNDAMENTALS AND EXCHANGE RATE FORECASTING
1. 'Exchange Rate Behaviour: Are Fundamentals Important?' Economic Journal, 109 (459), 1999, F673-F691

2. 'The Monetary Model of the Exchange Rate: Long-run Relationships, Short-run Dynamics and How to Beat a Random Walk', with M.P. Taylor, Journal of International Money and Finance, 13 (3), 1994, 276-90

3. 'On Fundamentals and Exchange Rates: A Casselian Perspective', with I.W. Marsh, Review of Economics and Statistics, 79 (4), 1997, 655-64

4. 'Monetary-based Models of the Exchange Rate: A Panel Perspective', with S. Husted, Journal of International Financial Markets, Institutions and Money, 8 (1), 1998, 1-19

5. 'Modeling the ECU Against the U.S. Dollar: A Structural Monetary Interpretation', with L. La Cour, Journal of Business Economics and Statistics, 18 (4), 2000, 436-50

6. 'Currency Spillovers and Tri-polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen', with I.W. Marsh, Journal of International Money and Finance, 23 (1), 2004, 99-111

7. 'Markov Switching Regimes in a Monetary Exchange Rate Model', with M. Froemmel and L. Menkhoff, Economic Modelling, 22 (3), 2005, 485-502

PART II: EQUILIBRIUM EXCHANGE RATES: PURCHASING POWER PARITY AND THE REAL EXCHANGE RATE
8. 'Long-run Purchasing Power Parity: Is it for Real?', Review of Economics and Statistics, 75 (4), 1993, 690-95

9. 'Panel Unit Root Tests and Real Exchange Rates', Economics Letters, 50 (1), 1996, 7-11

10. 'International Parity Relationships Between the USA and Japan', with K. Juselius, Japan and the World Economy, 16 (1), 2004, 17-34

11. 'Filtering the BEER: A Permanent and Transitory Decomposition', with P.B. Clark, Global Finance Journal, 15 (1), 2004, 29-56

12. 'The Real Exchange Rate and the Balassa-Samuel Effect: The Role of the Distributional Sector', with L.A. Ricci, Pacific Economic Review, 10 (1) 2005, 29-48

13. 'Real Exchange Rates, Imperfect Substitutability, and Imperfect Competition', with L.A. Ricci, Journal of Macroeconomics, 29 (4) 2007, 639-64

PART III: EXPECTATIONS FORMATION, NEWS AND RISK
14. 'GBPM3 Surprises and Asset Prices', with T.S. Torrance, Economica, 54 (216), 1987, 505-15

15. 'Expectations Formation and Risk in Four Foreign Exchange Markets' with T.S. Torrance, Oxford Economic Papers, 42 (3), 1990, 544-61

16. 'Combining Exchange Rate Forecasts: What is the Optimal Consensus Measure?' with I.W. Marsh, Journal of Forecasting, 13, 1994, 313-32

17. 'Currency Forecasters are Heterogeneous: Confirmation and Consequences', with I.W. Marsh, Journal of International Money and Finance, 15 (5) 1996, 665-85

18. 'Models of Exchange Rate Expectations: How Much Heterogeneity?', with A. Benassy-Quere and S. Larribeau, Journal of International Financial Markets, Institutions and Money, 13 (2) 2003, 113-36

PART IV: THE ECONOMICS OF FIXED EXCHANGE RATES AND CREDIBILITY ISSUES
19. 'On the Mean-reverting Properties of Target Zone Exchange Rates: Some Evidence from the ERM', with M. Anthony, European Economic Review, 42 (8) 1998, 1493-523

20. 'Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-war Gold Standard', with C.P. Hallwood and I.W. Marsh, Explorations in Economic History, 34 (2) 1997, 174-94

21. 'Realignment Expectations and the US Dollar, 1890-1897: Was There a "Peso Problem"?' with C.P. Hallwood and I.W. Marsh, Journal of Monetary Economics, 46 (3) 2000, 605-20

22. 'Interest Rate Interactions in the Classical Gold Standard, 1880-1914: Was There Any Monetary Independence?', with M.D. Bordo, Journal of Monetary Economics, 52 (2) 2005, 307-27

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• Economia monetária
• Banca