Exchange rate puzzles: A tale of switching attractors

By P. Grauwe, M. Grimaldi. 2006

276 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0d43ee3703c461eda56f71fffbd9bde6509cace8

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In Economics and Econometrics

Citations in the corpus

The use of technical analysis by fund managers: International evidence (2010, background): “5 crucial ingredient in the more specific chartist-fundamentalist models, such as Frankel and Froot (1990), Brock and Hommes (1998) or De Grauwe and Grimaldi (2006).”
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, methodology): “Fifth, studies have explored the relation between non-linear exchange rate modelling and technical analysis (Clyde and Osler, 1997; Fiess and MacDonald, 1999; Kilian and Taylor, 2003; De Grauwe and Grimaldi, 2006, 2006a; Reitz and Taylor, 2006).”
NEW DIRECTIONS FOR URBAN ECONOMIC MODELS OF LAND USE CHANGE: INCORPORATING SPATIAL DYNAMICS AND HETEROGENEITY (2010, background): “…equilibrium to transitions between two or more steady states that may exhibit persistent fluctuations, regime switching, or chaotic dynamics (e.g., Benhabib and Farmer, 1994; Brock and Hommes, 1997; Kiyotaki and Moore, 1997; De Grauwe and Grimaldi, 2006; Dufourt, Llyod-Braga, and Modesto, 2008).”
Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 (2005, unknown): “DeGrauwe and Grimaldi (2005ab) recently applied the ABS framework to exchange rate modeling.”
Exchange rate prediction redux: New models, new data, new currencies (2019, result): “25 This pattern of results is consistent with De Grauwe and Grimaldi (2006), Spronk, et al. (2013), Bacchetta and van Wincoop (2013), as well as survey based results in Cheung and Chinn (2001). 26 The characterization of outperformance excludes the EUR exchange rates.”
Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach (2009, background): “Frankel and Froot, 1990a, Brock and Hommes, 1998, Lux, 1998, De Grauwe and Grimaldi, 2006).”
Behavioral Heterogeneity in Stock Prices (2007, unknown): “between fundamentalists and chartists is de Grauwe and Grimaldi (2006), who explain the main stylized facts of exchange rates.”
Complex Evolutionary Systems in Behavioral Finance (2008, methodology): “DeGrauwe and Grimaldi (2005,2006) applied the ABS framework to exchange rate modeling.”
A simple model of a speculative housing market (2012, background): “(1993), Chiarella et al. (2002), Westerhoff and Dieci (2006) and de Grauwe and Grimaldi (2006).”
Power-law behaviour, heterogeneity, and trend chasing (2007, background): “3In this regard see, Gaunersdorfer (2000), Hommes (2001, 2002), Chiarella and He (2001, 2002, 2003), Chiarella et al. (2002), De Grauwe and Grimaldi (2003) and Westerhoff (2003).”