Richard A. Meese : Citation Profile


Are you Richard A. Meese?

University of California-Berkeley

17

H index

19

i10 index

3358

Citations

RESEARCH PRODUCTION:

24

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1978 - 1998). See details.
   Cites by year: 167
   Journals where Richard A. Meese has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 5 (0.15 %)

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   Permalink: http://citec.repec.org/pme152
   Updated: 2020-09-14    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 (82)

Cheung, Yin-Wong (74)

Sarno, Lucio (41)

West, Kenneth (39)

Rogoff, Kenneth (37)

MacDonald, Ronald (36)

Engel, Charles (35)

De Grauwe, Paul (33)

Taylor, Mark (30)

Evans, Martin (28)

Rossi, Barbara (28)

Cites to:

West, Kenneth (7)

Stock, James (4)

Perron, Pierre (3)

Johansen, Soren (3)

Clements, Kenneth (2)

Dornbusch, Rüdiger (2)

Watson, Mark (2)

Newey, Whitney (2)

Abel, Andrew (2)

Campbell, John (2)

Engle, Robert (2)

Main data


Where Richard A. Meese has published?


Journals with more than one article published# docs
Journal of Econometrics3
Journal of International Money and Finance2
International Economic Review2
Journal of International Economics2
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 (2020 and 2019)


YearTitle of citing document
2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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

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

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2019Empirical Investigation of Exports and Economic Growth: Evidence from Sane Countries, 1980-2016. (2019). Siyan, Peter ; Duru, Innocent U. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:318-354.

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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.

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2019Uncertainty and Exchange Rate Volatility: the Case of Mexico. (2019). Georgia, Bush ; Gabriela, Lopez Noria. In: Working Papers. RePEc:bdm:wpaper:2019-12.

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2019Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems. (2019). Zhu, Feng ; Engel, Charles. In: BIS Working Papers. RePEc:bis:biswps:805.

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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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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.

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2019Towards a new monetary theory of exchange rate determination. (2019). Sokol, Andrej ; Kumhof, Michael ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0817.

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

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

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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, R ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1970.

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2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7840.

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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.

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

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2019Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan. In: Documentos de Trabajo CIEF. RePEc:col:000122:017468.

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2019The International Monetary and Financial System. (2019). Sauzet, Maxime ; Rey, Helene ; Gourinchas, Pierre-Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13714.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Exchange Rate Reconnect. (2019). Schreger, Jesse ; Neiman, Brent ; Maggiori, Matteo ; Lilley, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13869.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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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.

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

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2019Statistical Learning and Exchange Rate Forecasting. (2019). Pelagatti, Matteo ; Colombo, Emilio. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1901.

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

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2019Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions. (2019). Kurita, Takamitsu ; Almaas, Synne S. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:51-64.

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2019Fluctuation and reform: A tale of two RMB markets. (2019). Shi, Kang ; Xu, Juanyi ; Wang, Lisheng ; Liang, Yousha. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:30-52.

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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.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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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.

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2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

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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.

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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.

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2019Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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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.

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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.

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2019The finite sample power of long-horizon predictive tests in models with financial bubbles. (2019). Ren, Dongmeng ; Maynard, Alex. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:418-430.

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2019Short-term exchange rate predictability. (2019). Zhang, Xiangyu ; Wang, Qin ; Ren, YU. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:148-152.

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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.

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2019The optimal monetary instrument and the (mis)use of causality tests. (2019). Smith, Lee A ; Keating, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:90-99.

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2019Information frictions and real exchange rate dynamics. (2019). Candian, Giacomo . In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:189-205.

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2019Exchange rate disconnect and private information: What can we learn from Euro-Dollar tweets?. (2019). van Wincoop, Eric ; Gholampour, Vahid . In: Journal of International Economics. RePEc:eee:inecon:v:119:y:2019:i:c:p:111-132.

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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.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2019Forecasting exchange rates using principal components. (2019). Ponomareva, Natalia ; Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118304517.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2019New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

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2019Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192.

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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.

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2019The impact of uncertainty on the number of businesses. (2019). Ye, Yang ; Ghosal, Vivek. In: Journal of Economics and Business. RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518302546.

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2019Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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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.

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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.

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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.

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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.

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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.

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2019Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2019The forward premium puzzle and Markov-switching adaptive learning,. (2019). Reed, Jason R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:1-17.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2019Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168.

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2019Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Evolutionary support vector machine for RMB exchange rate forecasting. (2019). Li, Hongtao ; Sun, Shaolong ; Fu, Sibao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:692-704.

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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.

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2019Traffic calming and neighborhood livability: Evidence from housing prices in Portland. (2019). Polloni, Stefano. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:74:y:2019:i:c:p:18-37.

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2019Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358.

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2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

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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.

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2019The Two-Pillar Policy for the RMB. (2019). Yue, Vivian ; Wei, Bin ; Jermann, Urban. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-08.

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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.

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2019The Dollar and Emerging Market Economies: Financial Vulnerabilities Meet the International Trade System. (2019). Shousha, Samer. In: International Finance Discussion Papers. RePEc:fip:fedgif:1258.

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2019The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies. (2019). Menegaki, Angeliki N. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:105-:d:277926.

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2019Analyzing Oil Price Shocks and Exchange Rates Movements in Korea using Markov Regime-Switching Models. (2019). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4581-:d:293000.

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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.

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2019A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners. (2019). Shi, Kai ; Salim, Agus. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:87-:d:230690.

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2019Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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2019Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China. (2019). Zhang, Ling ; Wen, Haizhen ; Song, Yan ; Wang, HE. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:544-:d:199484.

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2019Perspectives of Socio-Spatial Differentiation from Soaring Housing Prices: A Case Study in Nanjing, China. (2019). Song, Weixuan ; Liu, Chunhui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2627-:d:228921.

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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.

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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.

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2019Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?. (2019). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Working Papers. RePEc:hhs:oruesi:2019_010.

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2019Exchange Rates and Fundamentals: A General Equilibrium Exploration. (2016). Kano, Takashi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-19.

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2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0116.

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2019“Forecasting emerging market currencies: Are inflation expectations useful?”. (2019). Sosvilla-Rivero, Simon ; Fuertes, Alberto. In: IREA Working Papers. RePEc:ira:wpaper:201918.

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2019Determining House Prices in Data-Poor Countries: Evidence from Ghana. (2019). Baako, Kingsley Tetteh. In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:571-595.

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20192000 Families Research: Some Findings and Potential for Future Research. (2019). Guvel, Aye. In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:60:y:2019:i:1:p:87-104.

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2019Global Capital Flows, Time Varying Fundamentals And Transitional Exchange Rate Dynamics: An MS-VAR Approach. (2019). Gunduz, Lhami ; Kal, Suleyman Hilmi. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:69:y:2019:i:1:p:1-22.

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2020.

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2019Vanishing central bank intervention in stochastic impulse control. (2019). Gagnon, Gregory. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0327-2.

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2020Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares. (2020). Midili, Murat. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9876-8.

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2019Land acquisition outcome, developer risk attitude and land development timing. (2019). Wu, Shuping ; Yang, Zan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-018-9663-2.

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2020Time-Geographically Weighted Regressions and Residential Property Value Assessment. (2020). Coughlin, Cletus ; Zabel, Jeffrey ; Cohen, Jeffrey P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:1:d:10.1007_s11146-019-09718-8.

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2020The Impact of Density Rezoning in a Small College Town. (2020). Tittle, Ronald ; Kashian, Russ ; Cliff, Summer. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09738-4.

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2020Selective Attention in Exchange Rate Forecasting. (2020). Kočenda, Evžen ; Kapounek, Svatopluk ; Kucerova, Zuzana. In: KIER Working Papers. RePEc:kyo:wpaper:1035.

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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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article69
1990Currency Fluctuations in the Post-Bretton Woods Era. In: Journal of Economic Perspectives.
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article114
1988WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD. In: Working papers.
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paper155
1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics.
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article32
1982 On Unit Roots and the Empirical Modeling of Exchange Rates. In: Journal of Finance.
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article111
1991Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices In: Real Estate Economics.
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article40
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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paper48
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Chapters.
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chapter
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 48
paper
1987Are Exchange Rates Excessively Variable..(1987) In: Economics Working Papers.
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This paper has another version. Agregated cites: 48
paper
1984Testing for Bubbles in Exchange Waters: The Case for Sparkling Rates In: Department of Economics, Working Paper Series.
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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.
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This paper has another version. Agregated cites: 2
paper
1980Dynamic factor demand schedules for labor and capital under rational expectations In: Journal of Econometrics.
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article36
1980Dynamic factor demand schedules for labor and capital under rational expectations.(1980) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 36
paper
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
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article78
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
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This paper has another version. Agregated cites: 78
article
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
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article110
1983Empirical exchange rate models of the seventies : Do they fit out of sample? In: Journal of International Economics.
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article1736
1995Banking on currency forecasts: How predictable is change in money? In: Journal of International Economics.
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article250
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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article1
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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article98
1997Exchange rate instability: determinants and predictability In: Pacific Basin Working Paper Series.
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paper9
1996Exchange rate instability: determinants and predictability.(1996) In: Proceedings.
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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.
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paper0
1980Rational expectations, risk premia, and the market for spot and forward exchange In: International Finance Discussion Papers.
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paper6
1981Empirical exchange rate models of the seventies: are any fit to survive? In: International Finance Discussion Papers.
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paper13
1982The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? In: International Finance Discussion Papers.
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paper142
1983The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?.(1983) In: NBER Chapters.
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This paper has another version. Agregated cites: 142
chapter
1989An empirical assessment of non-linearities in models of exchange rate determination In: International Finance Discussion Papers.
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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.
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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.
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article64
In: .
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article9
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]
article79

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