Richard A. Meese : Citation Profile


Are you Richard A. Meese?

University of California-Berkeley

17

H index

19

i10 index

3545

Citations

RESEARCH PRODUCTION:

24

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1978 - 2003). See details.
   Cites by year: 141
   Journals where Richard A. Meese has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 5 (0.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme152
   Updated: 2021-10-09    RAS profile: 2016-11-11    
   Missing citations? Add them    Incorrect content? Let us know

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 (85)

Cheung, Yin-Wong (76)

Sarno, Lucio (44)

West, Kenneth (39)

MacDonald, Ronald (38)

Rogoff, Kenneth (38)

Engel, Charles (35)

De Grauwe, Paul (33)

Taylor, Mark (31)

Beckmann, Joscha (29)

Marcellino, Massimiliano (28)

Cites to:

West, Kenneth (7)

Stock, James (4)

Perron, Pierre (3)

Johansen, Soren (3)

Granger, Clive (2)

Engle, Robert (2)

Campbell, John (2)

Clements, Kenneth (2)

Dornbusch, Rüdiger (2)

juselius, katarina (2)

Watson, Mark (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 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 (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

2021Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

Full description at Econpapers || Download paper

2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

Full description at Econpapers || Download paper

2020Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

Full description at Econpapers || Download paper

2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

Full description at Econpapers || Download paper

2021Integrating Floor Plans into Hedonic Models for Rent Price Appraisal. (2021). Prollochs, Nicolas ; Solovev, Kirill. In: Papers. RePEc:arx:papers:2102.08162.

Full description at Econpapers || Download paper

2021Dynamics of Relationship Between Macroeconomic Fundamentals and Exchange Rate: A Comparison of Advanced and Least Developed Countries. (2021). Fakher, Amjad ; Ali, Rana Ejaz ; Akbar, Muhammad. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:166-178.

Full description at Econpapers || Download paper

2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

Full description at Econpapers || Download paper

2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

Full description at Econpapers || Download paper

2021Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:552.

Full description at Econpapers || Download paper

2020How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:890.

Full description at Econpapers || Download paper

2020Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036.

Full description at Econpapers || Download paper

2020The forward‐looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return. (2020). Tim, Douglas Kai. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2723-2741.

Full description at Econpapers || Download paper

2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

Full description at Econpapers || Download paper

2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

Full description at Econpapers || Download paper

2020Climate risk and commodity currencies. (2020). Thorsrud, Leif Anders ; Larsen, Vegard H ; Kapfhammer, Felix. In: Working Paper. RePEc:bno:worpap:2020_18.

Full description at Econpapers || Download paper

2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

Full description at Econpapers || Download paper

2020How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0884.

Full description at Econpapers || Download paper

2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

Full description at Econpapers || Download paper

2020Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry. (2020). Chang-Ye, TU ; Wei, Hsuan ; Yen-Kuan, Lee ; Shih-Chieh, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:1:p:16:n:3.

Full description at Econpapers || Download paper

2021Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications. (2021). Manas, Tripathi ; Kumar, Inani Sarveshwar ; Saurabh, Kumar. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:43-71:n:3.

Full description at Econpapers || Download paper

2020Exchange rates in India: current account monetarism in a nonlinear context. (2020). CHAUBAL, ADITI ; Aditi, Chaubal. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:27:n:3.

Full description at Econpapers || Download paper

2020Categorical Forecasts and Non-Categorical Loss Functions. (2020). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Boumans, Dorine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8266.

Full description at Econpapers || Download paper

2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

Full description at Econpapers || Download paper

2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

Full description at Econpapers || Download paper

2021Micro-Geographic Property Price and Rent Indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9187.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

Full description at Econpapers || Download paper

2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis. (2021). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, Stefano ; Colladon, Andrea Fronzetti. In: Working Papers. RePEc:crs:wpaper:2021-06.

Full description at Econpapers || Download paper

2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

Full description at Econpapers || Download paper

2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

Full description at Econpapers || Download paper

2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

Full description at Econpapers || Download paper

2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

Full description at Econpapers || Download paper

2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

Full description at Econpapers || Download paper

2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

Full description at Econpapers || Download paper

2020Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300577.

Full description at Econpapers || Download paper

2021Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Mevweroso, Chioma R ; Aliyu, Victoria O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072.

Full description at Econpapers || Download paper

2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

Full description at Econpapers || Download paper

2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

Full description at Econpapers || Download paper

2020The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

Full description at Econpapers || Download paper

2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

Full description at Econpapers || Download paper

2020Impacts of exchange rate volatility and international oil price shock on Chinas regional economy: A dynamic CGE analysis. (2020). Wei, Weixian ; Wang, Ningjing ; Ma, Xili ; Dong, Baomin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317303171.

Full description at Econpapers || Download paper

2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

Full description at Econpapers || Download paper

2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

Full description at Econpapers || Download paper

2021A developed hybrid forecasting system for energy consumption structure forecasting based on fuzzy time series and information granularity. (2021). Yang, Hufang ; Jiang, Ping ; Wang, Ying ; Li, Hongmin. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327067.

Full description at Econpapers || Download paper

2021Direction-of-change forecasting in commodity futures markets. (2021). Quinn, Barry ; Papailias, Fotis ; Liu, Jiadong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100020x.

Full description at Econpapers || Download paper

2020Can the Baltic Dry Index predict foreign exchange rates?. (2020). Xu, Yang ; Wan, LI ; Han, Liyan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307876.

Full description at Econpapers || Download paper

2020Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303903.

Full description at Econpapers || Download paper

2020Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile. (2020). Pincheira, Pablo ; Neumann, Federico ; Pincheira-Brown, Pablo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304477.

Full description at Econpapers || Download paper

2020Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

Full description at Econpapers || Download paper

2021Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443.

Full description at Econpapers || Download paper

2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

Full description at Econpapers || Download paper

2021Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?. (2021). Kunkler, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302751.

Full description at Econpapers || Download paper

2021Economic fundamentals and the long-run correlation between exchange rates and commodities. (2021). Tsiakas, Ilias ; Zhang, Haibin. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478.

Full description at Econpapers || Download paper

2020Real exchange rates and primary commodity prices. (2020). Hevia, Constantino ; Ayres, Joao ; Nicolini, Juan Pablo. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s0022199619300820.

Full description at Econpapers || Download paper

2020International capital flows, portfolio composition, and the stability of external imbalances. (2020). Yu, Changhua ; Devereux, Michael ; Saito, Makoto. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s002219962030101x.

Full description at Econpapers || Download paper

2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

Full description at Econpapers || Download paper

2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

Full description at Econpapers || Download paper

2020The bank capital-competition-risk nexus – A global perspective. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244311930383x.

Full description at Econpapers || Download paper

2021Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

Full description at Econpapers || Download paper

2020Statistical learning and exchange rate forecasting. (2020). Pelagatti, Matteo ; Colombo, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1260-1289.

Full description at Econpapers || Download paper

2021Bagging weak predictors. (2021). Wei, Wei ; Lukas, Manuel ; Hillebrand, Eric. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:237-254.

Full description at Econpapers || Download paper

2021Forecasting exchange rates with elliptically symmetric principal components. (2021). Tsang, Kwok Ping ; Solat, Karo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1085-1091.

Full description at Econpapers || Download paper

2020Model selection uncertainty and multimodel inference in partial least squares structural equation modeling (PLS-SEM). (2020). Sharma, Pratyush N ; Danks, Nicholas P ; Sarstedt, Marko. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:13-24.

Full description at Econpapers || Download paper

2021Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790.

Full description at Econpapers || Download paper

2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

Full description at Econpapers || Download paper

2021Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

Full description at Econpapers || Download paper

2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

Full description at Econpapers || Download paper

2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

Full description at Econpapers || Download paper

2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

Full description at Econpapers || Download paper

2020Spillovers of prosocial motivation: Evidence from an intervention study on blood donors. (2020). Haenni, Simon ; Bruhin, Adrian ; Jiang, Lingqing ; Goette, Lorenz. In: Journal of Health Economics. RePEc:eee:jhecon:v:70:y:2020:i:c:s0167629619304965.

Full description at Econpapers || Download paper

2020Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x.

Full description at Econpapers || Download paper

2020Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395.

Full description at Econpapers || Download paper

2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

Full description at Econpapers || Download paper

2020A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium. (2020). Gangopadhyay, Partha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316255.

Full description at Econpapers || Download paper

2021Multifractal Cross-correlations between foreign exchange rates and interest rate spreads. (2021). Petrova, Vanya S ; Jiang, Wei ; Lu, Xinsheng ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002557.

Full description at Econpapers || Download paper

2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

Full description at Econpapers || Download paper

2021Uncertainty and exchange rate volatility: Evidence from Mexico. (2021). Noria, Gabriela Lopez ; Bush, Georgia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:704-722.

Full description at Econpapers || Download paper

2020Waste crime in Italian Regions: A Structural Equation Approach. (2020). Reganati, Filippo ; Dell'Anno, Roberto ; Pittiglio, Rosanna ; Pergolizzi, Antonio. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119300436.

Full description at Econpapers || Download paper

2020Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination. (2020). Ndu, Ikechukwu ; Malindretos, John ; Arize, Augustine C ; Bianchi, Karen ; Kallianiotis, Ioannis N. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:3:p:3-30.

Full description at Econpapers || Download paper

2020Euro-US Dollar Exchange Rate Dynamics at the Effective Lower Bound. (2020). McCoy, Eric. In: European Economy - Economic Briefs. RePEc:euf:ecobri:055.

Full description at Econpapers || Download paper

2020Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; Kočenda, Evžen ; Kapounek, Svatopluk. In: Working Papers IES. RePEc:fau:wpaper:wp2020_42.

Full description at Econpapers || Download paper

2020A Fundamental Connection: Exchange Rates and Macroeconomic Expectations. (2020). Tang, Jenny ; Stavrakeva, Vania. In: Working Papers. RePEc:fip:fedbwp:89607.

Full description at Econpapers || Download paper

2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

Full description at Econpapers || Download paper

2020Exchange Rates and Endogenous Productivity. (2020). Saffie, Felipe ; Gornemann, Nils ; Guerron-Quintana, Pablo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1301.

Full description at Econpapers || Download paper

2021Islamic Financial Depth, Financial Intermediation, and Sustainable Economic Growth: ARDL Approach. (2021). Setiawan, Budi ; Sagi, Judit ; Saleem, Adil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:49-:d:530543.

Full description at Econpapers || Download paper

2021Application of Taylor Rule Fundamentals in Forecasting Exchange Rates. (2021). Agyapong, Joseph. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:93-:d:579027.

Full description at Econpapers || Download paper

2020Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models. (2020). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4402-:d:404436.

Full description at Econpapers || Download paper

2021Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting. (2021). Orzeszko, Witold. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6043-:d:640970.

Full description at Econpapers || Download paper

2021House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet ; Mangioni, Vince ; Shi, Song . In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593.

Full description at Econpapers || Download paper

2021More Reliable Land Price Index: Is There a Slope Effect?. (2021). Hewings, Geoffrey ; Huang, YI. In: Land. RePEc:gam:jlands:v:10:y:2021:i:3:p:261-:d:510729.

Full description at Econpapers || Download paper

2020How Energy Retrofit Maintenance Affects Residential Buildings Market Value?. (2020). Moglia, Giuseppe ; Mecca, Umberto ; Vottari, Antonio ; Rebaudengo, Manuela ; Prizzon, Francesco ; Piantanida, Paolo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5213-:d:376628.

Full description at Econpapers || Download paper

2020Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM. (2020). Sun, Qiubi ; Lin, Hualing ; Chen, Sheng-Qun . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2451-:d:334986.

Full description at Econpapers || Download paper

2021Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Zhang, Zhaoyong ; Tsui, Albert K ; Bin, Joseph Zhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245.

Full description at Econpapers || Download paper

2021An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Yang, Cheng-Hong ; Chang, Po-Yin ; Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193.

Full description at Econpapers || Download paper

2020Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon. In: Discussion Paper Series. RePEc:iek:wpaper:2006.

Full description at Econpapers || Download paper

2021The Predictability of House Prices: Human Against Machine. (2021). Oust, Are ; Fuss, Roland ; ROLAND FÜSS, ; D'Silva, Allan D ; Birkeland, Kristoffer B. In: International Real Estate Review. RePEc:ire:issued:v:24:n:02:2021:p:139-183.

Full description at Econpapers || Download paper

2020Current Account Behavior, Real Exchange Rate Adjustment and Relative Output in Nigeria. (2020). Shuaibu, Mohammed ; Sule, Ibrahim K. In: Journal of Economic Development. RePEc:jed:journl:v:45:y:2020:i:3:p:77-99.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article69
1990Currency Fluctuations in the Post-Bretton Woods Era. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article114
1988WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD. In: Working papers.
[Citation analysis]
paper168
1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article33
1982 On Unit Roots and the Empirical Modeling of Exchange Rates. In: Journal of Finance.
[Full Text][Citation analysis]
article114
1991Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices In: Real Estate Economics.
[Full Text][Citation analysis]
article43
1998Dwelling Price Dynamics in Paris, France In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
[Full Text][Citation analysis]
paper1
1987Are Exchange Rates Excessively Variable? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper50
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
chapter
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
1987Are Exchange Rates Excessively Variable..(1987) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 50
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.
[Full Text][Citation analysis]
article2
1985Was it real? : the exchange rate-interest differential relation, 1973 - 1984.(1985) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
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]
article84
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
article
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]
article117
1983Empirical exchange rate models of the seventies : Do they fit out of sample? In: Journal of International Economics.
[Full Text][Citation analysis]
article1852
1995Banking on currency forecasts: How predictable is change in money? In: Journal of International Economics.
[Full Text][Citation analysis]
article259
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.
[Full Text][Citation analysis]
article1
1984Is the sticky price assumption reasonable for exchange rate models? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
1986Comments on Melvin and Schlagenhauf In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
1994Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco? In: Journal of Urban Economics.
[Full Text][Citation analysis]
article103
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]
paper153
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: 153
chapter
1989An empirical assessment of non-linearities in models of exchange rate determination In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper125
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: 125
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]
article73
2003House Price Dynamics and Market Fundamentals: The Parisian Housing Market In: Urban Studies.
[Full Text][Citation analysis]
article9
1986Empirical Assessment of Present Value Relations. In: Research Program in Finance Working Papers.
[Citation analysis]
paper15
1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? In: Journal of Political Economy.
[Full Text][Citation analysis]
article80

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team