Richard A. Meese : Citation Profile


Are you Richard A. Meese?

University of California-Berkeley

18

H index

20

i10 index

3330

Citations

RESEARCH PRODUCTION:

25

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1978 - 2003). See details.
   Cites by year: 133
   Journals where Richard A. Meese has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 5 (0.15 %)

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   Permalink: http://citec.repec.org/pme152
   Updated: 2018-12-08    RAS profile: 2016-11-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard A. Meese.

Is cited by:

Chinn, Menzie (83)

Cheung, Yin-Wong (76)

MacDonald, Ronald (43)

Sarno, Lucio (43)

Rogoff, Kenneth (43)

West, Kenneth (40)

De Grauwe, Paul (35)

Engel, Charles (35)

Taylor, Mark (32)

Rossi, Barbara (30)

Evans, Martin (30)

Cites to:

West, Kenneth (7)

Stock, James (4)

Perron, Pierre (3)

Johansen, Soren (3)

Newey, Whitney (2)

Campbell, John (2)

Lucas, Robert (2)

Abel, Andrew (2)

Watson, Mark (2)

juselius, katarina (2)

Clements, Kenneth (2)

Main data


Where Richard A. Meese has published?


Journals with more than one article published# docs
Journal of Econometrics3
International Economic Review2
Journal of Finance2
Journal of International Economics2
Journal of International Money and Finance2
Proceedings2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)7
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2

Recent works citing Richard A. Meese (2018 and 2017)


YearTitle of citing document
2017How well do experience curves predict technological progress? A method for making distributional forecasts. (2017). Lafond, François ; Bakker, Jan David ; Rebois, Dylan ; Zadourian, Rubina ; Bailey, Aimee Gotway ; Farmer, Doyne J ; McSharry, Patrick . In: Papers. RePEc:arx:papers:1703.05979.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia. In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017When Multiple Objectives Meet Multiple Instruments: Identifying Simultaneous Monetary Shocks. (2017). Villamizar-Villegas, mauricio ; Ordoñez-Callamand, Daniel ; Hernández-Leal, Juan ; Hernandez-Leal, Juan D ; Ordoez-Callamand, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:997.

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2018Finding equilibrium: on the relation between exchange rates and monetary policy. (2018). Edwards, Sebastian. In: BIS Papers chapters. RePEc:bis:bisbpc:96-10.

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2018Exchange rate puzzles and dilemmas: how can policymakers respond?. (2018). Guinigundo, Diwa C. In: BIS Papers chapters. RePEc:bis:bisbpc:96-15.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The price, real and financial effects of exchange rates. (2018). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:96.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Did Purchasing Power Parity Hold in Medieval Europe?. (2017). Bell, Adrian ; Moore, Tony K ; Brooks, Chris. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709.

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2017Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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2017Rent-Imputation for Welfare Measurement: A Review of Methodologies and Empirical Findings. (2017). Balcazar, Carlos ; Ranzani, Marco ; Olivieri, Sergio ; Ceriani, Lidia ; Tarp, Finn ; Pirttila, Yukka ; Addison, Tony. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:881-898.

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2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). ALAGIDEDE, PAUL ; Maserumule, Tseke. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2018Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas. (2018). Park, Cheolbeom. In: Working Papers. RePEc:bok:wpaper:1808.

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2017Relative Prices and Hysteresis: Evidence from US Manufacturing. (2017). Campbell, Douglas. In: Working Papers. RePEc:cfr:cefirw:w0212.

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2017The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11970.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030.

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2017A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2018Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05.

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2018The end of Oslos rent control: Impact on rent level. (2018). Oust, Are. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00777.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Gräb, Johannes ; Georgiadis, Georgios ; Mehl, Arnaud ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

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2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Optimal combination of currency strategies. (2018). Laborda, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140.

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2017Gold Mining Pollution and the Cost of Private Healthcare: The Case of Ghana. (2017). Normanyo, Ametefee K ; Akpalu, Wisdom. In: Ecological Economics. RePEc:eee:ecolec:v:142:y:2017:i:c:p:104-112.

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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2018On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David A ; Huang, Wei ; Lai, Pei-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Long-term event study of timber real estate investment trust conversions. (2017). Piao, Xiaorui ; Zhang, Weiyi ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:78:y:2017:i:c:p:1-9.

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2017Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca, Michele ; Michele Ca, . In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:127-146.

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2018Does higher openness cause more real exchange rate volatility?. (2018). Kubota, Megumi ; Calderon, Cesar. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:176-204.

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2018Regulating capital flows to emerging markets: An externality view. (2018). Korinek, Anton. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:61-80.

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2017Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2018Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries. (2018). Lieli, Robert ; Khan, Urmee. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:696-710.

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2018Using low frequency information for predicting high frequency variables. (2018). Guérin, Pierre ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018Measurement error in residential property valuation: An application of forecast combination. (2018). GLENNON, DENNIS ; Mayock, Tom ; Kiefer, Hua . In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:1-29.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?. (2017). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:20-38.

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2018Assessing the predictive ability of sovereign default risk on exchange rate returns. (2018). Ravazzolo, Francesco ; Foroni, Claudia ; Sadaba, Barbara . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:242-264.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2017The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis. (2017). Lai, Lin ; Guo, Kun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:299-308.

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2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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2018A holistic approach to merger models with an emphasis on heterogeneity. (2018). Fuller, Caleb S ; Pusateri, Nicholas R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:260-273.

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2018The predictive ability of entity-wide geographic sales disclosures: IAS 14R versus IFRS 8. (2018). Cereola, Sandra J ; Street, Donna L ; Nichols, Nancy B. In: Research in Accounting Regulation. RePEc:eee:reacre:v:30:y:2018:i:2:p:121-130.

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2017Quantile house price indices in Beijing. (2017). Zhang, Lei ; Yi, Yimin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:85-96.

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2017Disaggregated property price appreciation: The mixed repeat sales model. (2017). Melser, Daniel. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:108-118.

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2018Estimating quantile-specific rental yields for residential housing in Sydney. (2018). Waltl, Sofie. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:204-225.

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2018Access to employment and property values in Mexico. (2018). Atuesta, Laura H ; Deichmann, Uwe ; Lozano-Gracia, Nancy ; Ibarra-Olivo, Eduardo J. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:142-154.

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2017Do analysts forecasts of term spread differential help predict directional change in exchange rates?. (2017). Baghestani, Hamid ; Toledo, Hugo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:62-69.

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2017Evaluating exchange rate forecasts along time and frequency. (2017). Caraiani, Petre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:60-81.

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2018Systematic exchange rate variation: Where does the dollar factor come from?. (2018). Lee, Kyuseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:288-307.

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2018Examining the uncovered equity parity in the emerging financial markets. (2018). Aftab, Muhammad ; Ismail, Izlin ; Ahmad, Rubi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:233-242.

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2017Causal relationship between ICT R&D investment and economic growth in Korea. (2017). Hong, Jae-Pyo . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:116:y:2017:i:c:p:70-75.

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2018How well do experience curves predict technological progress? A method for making distributional forecasts. (2018). Lafond, François ; Farmer, Doyne J ; McSharry, Patrick ; Zadourian, Rubina ; Rebois, Dylan ; Bakker, Jan David ; Bailey, Aimee Gotway . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:128:y:2018:i:c:p:104-117.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018EXCHANGE RATE FORECAST FUTILITY FOR THE TAKA. (2018). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:2:p:1-7.

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2018NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2018-05.

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2018Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information. (2018). Galbraith, John W ; Hodgson, Douglas J. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:32-:d:154105.

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2017The Impact of Terrorist Attacks on Foreign Exchange Rate: Case Study of Turkish Lira versus Pound Sterling. (2017). Maitah, Mansoor ; Ugur, Gok ; Mustofa, Jehar . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:5-:d:88996.

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2018Foreign Exchange Speculation: An Event Study. (2018). Hayward, Rob. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:22-:d:132329.

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2018Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Bostan, Ionel ; Firtescu, Bogdan-Narcis ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015.

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2018U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. (2018). Wu, YI ; Lux, Nicole . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:54-:d:169559.

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2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

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2018The Nexus of FDI, R&D, and Human Capital on Chinese Sustainable Development: Evidence from a Two-Step Approach. (2018). Park, Sang-Do. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:2063-:d:153051.

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2017Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?. (2017). Mignon, Valérie ; López Villavicencio, Antonia ; LopezVillavicencio, Antonia . In: Post-Print. RePEc:hal:journl:hal-01589202.

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2018The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01880335.

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2018Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre. (2018). rey, serge. In: Working Papers. RePEc:hal:wpaper:hal-01880363.

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2018Liquidity and exchange rate volatility. (2018). Hanh, Thi Hong. In: Working Papers. RePEc:hal:wpaper:halshs-01708633.

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2017A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy. (2017). Shulgin, Andrei. In: HSE Working papers. RePEc:hig:wpaper:170/ec/2017.

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2017Inflation Rates Are Very Different When Housing Rents Are Accurately Measured. (2017). Ambrose, Brent ; Yoshida, Jiro ; Coulson, Edward N. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:71.

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2018The Many Faces of Human Sociality: Uncovering the Distribution and Stability of Social Preferences. (2018). Fehr, Ernst ; Schunk, Daniel ; Bruhin, Adrian. In: Working Papers. RePEc:hka:wpaper:2018-079.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor. In: Working Papers. RePEc:hnb:wpaper:46.

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2017The Impact of Exchange Rate Volatility on Stock Index: Evidence from Pakistan Stock Exchange (PSX). (2017). Khan, Muhammad Asif ; Bagh, Tanveer ; Liaqat, Idrees ; Razzaq, Sadaf ; Azad, Tahir . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:3:p:70-86.

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2018Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates. (2018). Tunggal, Noor Zainab ; Liew, Venus-Khim Sen ; Shariff, Shariff Umar. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:11:p:1-7.

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More than 100 citations found, this list is not complete...

Works by Richard A. Meese:


YearTitleTypeCited
1990Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation. In: American Economic Review.
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article66
1990Currency Fluctuations in the Post-Bretton Woods Era. In: Journal of Economic Perspectives.
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article112
1988WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD. In: Working papers.
[Citation analysis]
paper147
1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article30
1982 On Unit Roots and the Empirical Modeling of Exchange Rates. In: Journal of Finance.
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article105
1988 Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period. In: Journal of Finance.
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article223
1991Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices In: Real Estate Economics.
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article36
1998Dwelling Price Dynamics in Paris, France In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
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paper1
1987Are Exchange Rates Excessively Variable? In: Department of Economics, Working Paper Series.
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paper46
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Chapters.
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This paper has another version. Agregated cites: 46
chapter
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
paper
1987Are Exchange Rates Excessively Variable..(1987) In: Economics Working Papers.
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This paper has another version. Agregated cites: 46
paper
1984Testing for Bubbles in Exchange Waters: The Case for Sparkling Rates In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper0
1986Was it real? The exchange rate -- Interest differential relation: 1973-1984 In: Journal of Economic Dynamics and Control.
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article2
1985Was it real? : the exchange rate-interest differential relation, 1973 - 1984.(1985) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
1985Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1980Dynamic factor demand schedules for labor and capital under rational expectations In: Journal of Econometrics.
[Full Text][Citation analysis]
article36
1980Dynamic factor demand schedules for labor and capital under rational expectations.(1980) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
[Full Text][Citation analysis]
article76
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]
article104
1983Empirical exchange rate models of the seventies : Do they fit out of sample? In: Journal of International Economics.
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article1570
1995Banking on currency forecasts: How predictable is change in money? In: Journal of International Economics.
[Full Text][Citation analysis]
article235
1985Richard Meese and John Geweke, A comparison of autoregressive univariate forecasting procedures for macroeconomic time series, Journal of Business and Economic Statistics 2 (1984), pp. 191-200. In: International Journal of Forecasting.
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article0
1984Is the sticky price assumption reasonable for exchange rate models? In: Journal of International Money and Finance.
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article5
1986Comments on Melvin and Schlagenhauf In: Journal of International Money and Finance.
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article0
1994Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco? In: Journal of Urban Economics.
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article93
1997Exchange rate instability: determinants and predictability In: Pacific Basin Working Paper Series.
[Citation analysis]
paper9
1996Exchange rate instability: determinants and predictability.(1996) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 9
article
1990Determinants of residential housing prices in the Bay Area 1970-1988: effects of fundamental economic factors or speculative bubbles? In: Proceedings.
[Citation analysis]
article1
1978Distributed lag order determination In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper0
1980Rational expectations, risk premia, and the market for spot and forward exchange In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper6
1981Empirical exchange rate models of the seventies: are any fit to survive? In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper13
1982The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper132
1983The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?.(1983) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 132
chapter
1989An empirical assessment of non-linearities in models of exchange rate determination In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper120
1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination.(1991) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
article
1986Empirical assessment of foreign currency risk premiums In: Proceedings.
[Citation analysis]
article3
1983Rational Expectations and the Volatility of Floating Exchange Rates. In: International Economic Review.
[Full Text][Citation analysis]
article7
1997The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article56
2003House Price Dynamics and Market Fundamentals: The Parisian Housing Market In: Urban Studies.
[Full Text][Citation analysis]
article8
1986Empirical Assessment of Present Value Relations. In: Research Program in Finance Working Papers.
[Citation analysis]
paper14
1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? In: Journal of Political Economy.
[Full Text][Citation analysis]
article74

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team