Tanya Molodtsova : Citation Profile


Are you Tanya Molodtsova?

Appalachian State University

5

H index

4

i10 index

310

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   7 years (2008 - 2015). See details.
   Cites by year: 44
   Journals where Tanya Molodtsova has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 3 (0.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo973
   Updated: 2019-11-16    RAS profile: 2016-06-06    
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Relations with other researchers


Works with:

Papell, David (2)

Ince, Onur (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tanya Molodtsova.

Is cited by:

Korobilis, Dimitris (24)

Byrne, Joseph (18)

Rossi, Barbara (17)

Rogoff, Kenneth (16)

Ferraro, Domenico (12)

Ribeiro, Pinho (11)

Kose, Ayhan (10)

Claessens, Stijn (10)

Beckmann, Joscha (10)

Nikolsko-Rzhevskyy, Alex (9)

Ojeda-Joya, Jair (8)

Cites to:

West, Kenneth (9)

Orphanides, Athanasios (7)

Clark, Todd (6)

Woodford, Michael (6)

McCracken, Michael (5)

Rogoff, Kenneth (4)

Mark, Nelson (4)

Papell, David (3)

Engel, Charles (3)

Clarida, Richard (2)

Gali, Jordi (2)

Main data


Where Tanya Molodtsova has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, Appalachian State University2

Recent works citing Tanya Molodtsova (2018 and 2017)


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

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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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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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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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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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2017The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement. (2017). MacDonald, Ronald ; Cao, Shuo ; Liu, Ruirui ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_013.

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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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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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2018The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10.

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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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2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

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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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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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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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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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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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2019Forecasting the exchange rate using nonlinear Taylor rule based models. (2019). Stamatogiannis, Michalis P ; Morley, Bruce ; Wang, Rudan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:429-442.

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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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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

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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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2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

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2017Financial shocks, financial stability, and optimal Taylor rules. (2017). Verona, Fabio ; Martins, Manuel ; Drumond, Ines ; Manuel, . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:187-207.

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

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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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2019Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries. (2017). Junttila, Juha ; Heimonen, Kari ; Karkkainen, Samu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:1-18.

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2017Did the Bundesbank react to the US dollar exchange rate?. (2017). Eleftheriou, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:235-244.

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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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2018Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach. (2018). Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:267-287.

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2019Stock return predictability: Evidence from a structural model. (2019). Dladla, Pholile ; Malikane, Christopher. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:412-424.

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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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2017Monetary Policy and the Predictability of Nominal Exchange Rates. (2017). Rebelo, Sergio ; Eichenbaum, Martin ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-37.

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2018Modeling and Predictability of Exchange Rate Changes by the Extended Relative Nelson–Siegel Class of Models. (2018). Ishii, Hokuto. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:68-:d:161340.

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2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Working Papers. RePEc:hal:wpaper:halshs-01003914.

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2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective. (2017). Kouretas, Georgios ; Georgoutsos, Dimitris. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9468-6.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017Monetary Policy and the Predictability of Nominal Exchange Rates. (2017). Eichenbaum, Martin ; Johannsen, Benjamin K ; Rebelo, Sergio. In: NBER Working Papers. RePEc:nbr:nberwo:23158.

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2017The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules. (2017). Liu, Chang ; Engel, Charles ; Yeung, Steve Pak ; Lee, Dohyeon. In: NBER Working Papers. RePEc:nbr:nberwo:24059.

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2018Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile. (2018). Pincheira, Pablo ; Neumann, Federico. In: MPRA Paper. RePEc:pra:mprapa:90432.

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2019A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair. In: MPRA Paper. RePEc:pra:mprapa:94231.

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2019Is there any theory that explains the SEK?. (2019). Papahristodoulou, Christos. In: MPRA Paper. RePEc:pra:mprapa:95072.

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2018Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008.

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2018The dollar–euro exchange rate and monetary fundamentals. (2018). Beckmann, Joscha ; Pilbeam, Keith ; Glycopantis, Dionysius. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1335-1.

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2019The common component of bilateral US exchange rates: to what is it related?. (2019). Wang, Ben ; Ponomareva, Natalia ; Sheen, Jeffrey. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1395-2.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2017Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?. (2017). Rulke, Jan-Christoph ; Mauch, Matthias ; Frenkel, Michael. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-04.

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2019Adaptive learning from model space. (2019). Pruser, Jan. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:1:p:29-38.

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2017Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:704.

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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: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291.

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Works by Tanya Molodtsova:


YearTitleTypeCited
2013Real-Time Out-of-Sample Exchange Rate Predictability In: Working Papers.
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paper2
2015Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability In: Working Papers.
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paper5
2009Out-of-sample exchange rate predictability with Taylor rule fundamentals In: Journal of International Economics.
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article162
2008Taylor rules with real-time data: A tale of two countries and one exchange rate In: Journal of Monetary Economics.
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article93
2011Taylor Rules and the Euro In: Journal of Money, Credit and Banking.
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article38
2008Taylor Rules and the Euro..(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 38
paper
2012Taylor Rule Exchange Rate Forecasting during the Financial Crisis In: NBER Chapters.
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chapter10
2012Taylor Rule Exchange Rate Forecasting During the Financial Crisis.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2013Taylor Rule Exchange Rate Forecasting during the Financial Crisis.(2013) In: NBER International Seminar on Macroeconomics.
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This paper has another version. Agregated cites: 10
article
2012Macroeconomic Prospects for Chinas Outward FDI In: Transnational Corporations Review.
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article0

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