Testing the monetary model of exchange rate determination: a closer look at panels
By David E. Rapach, M. Wohar. 2004
166 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/4d6956edeaa0b8aebd6d18fa187877c2ec45f17f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Chien‐Chiang Lee
- V. Costantini
- Chiara Martini
- Yi-Bin Chiu
- Chi‐Chuan Lee
- Vania Stavrakeva
- Badi H. Baltagi
- Kenneth S. Rogoff
In Finance
- Chien‐Chiang Lee
- Vania Stavrakeva
- Yi-Bin Chiu
- Badi H. Baltagi
- Kenneth S. Rogoff
- V. Costantini
- Chiara Martini
- Chi‐Chuan Lee
Citations in the corpus
- Exchange Rate Predictability (2013, unknown): “35 Authors disagree on whether using forecasted fundamentals improves the empirical evidence in favor of the monetary model (Meese and Rogo¤, 1983a, nd it doesnt and Faust, Rogers and Wright (2003) nd that it does).”
- The Continuing Puzzle of Short Horizon Exchange Rate Forecasting (2008, background): “95 (a (36)While interesting, the result for Canada is perhaps not that surprising given that Reinhart and Rogoff (2002) classify Canada as a limited flexibility exchange rate.”
- The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data (2010, background): “increase the power of the cointegration tests ( Rapach and Wohar, 2004 ).”
- Factor Model Forecasts of Exchange Rates (2015, unknown): “A small literature has used panel data techniques to forecast exchange rates, finding relatively good success (Mark and Sul, 2001; Rapach and Wohar, 2004; Groen, 2005; Engel et al., 2008).”
- Forecasting with Panel Data (2008, background): “In fact, Robertson and Symons (1992) and Pesaran and Smith (1995) questioned the poolability of the data across heterogeneous units.”
- The link between life insurance activities and economic growth: Some new evidence (2013, methodology): “5 Such a procedure has already extensively been used in applied works, e.g., Rapach and Wohar (2004) and Koedijk et al. (2004, 2011), to mention a few.”
- Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison (2006, unknown): “26 A recent application of the DSUR method on testing for cross-country heterogeneity in exchange rate determination is provided by Rapach and Wohar (2004).”