Richard A. Meese : Citation Profile

Are you Richard A. Meese?

University of California-Berkeley

18

H index

20

i10 index

4392

Citations

RESEARCH PRODUCTION:

24

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1978 - 2003). See details.
   Cites by year: 175
   Journals where Richard A. Meese has often published
   Relations with other researchers
   Recent citing documents: 224.    Total self citations: 6 (0.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme152
   Updated: 2023-08-19    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 (94)

Cheung, Yin-Wong (93)

Rogoff, Kenneth (50)

Engel, Charles (49)

Sarno, Lucio (49)

MacDonald, Ronald (48)

West, Kenneth (43)

Taylor, Mark (36)

Rossi, Barbara (34)

Beckmann, Joscha (34)

De Grauwe, Paul (34)

Cites to:

West, Kenneth (8)

Perron, Pierre (6)

Johansen, Soren (5)

Stock, James (4)

Campbell, John (4)

Shiller, Robert (4)

Engle, Robert (3)

Newey, Whitney (3)

Abel, Andrew (3)

juselius, katarina (3)

Poterba, James (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
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Richard A. Meese (2022 and 2021)

YearTitle of citing document
2022DAI Digital Art Index : a robust price index for heterogeneous digital assets. (2022). Härdle, Wolfgang ; Hardle, Wolfgang K ; Hafner, Christian M ; Wang, Bingling ; Lin, Min-Bin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022036.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2023Testing 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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2022Can one hear the size of a target zone?. (2020). Rinaldo, Daniele ; Kumar, Shekhar Hari ; Hongler, Max-Olivier ; Arcand, Jean-Louis ; Jean - Louis Arcand, . In: Papers. RePEc:arx:papers:2002.00948.

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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2023Forecasting 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.

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

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

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2022The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence. (2021). Lautier, Jackson P ; Friedt, Felix L ; Cohen, Jeffrey P. In: Papers. RePEc:arx:papers:2110.12050.

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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.

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

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2022Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6.

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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.

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2021Pricing the exotic: Path-dependent American options with stochastic barriers. (2021). Villamizar-Villegas, mauricio ; Rojas-Bernal, Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1156.

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2022Historical monetary and financial statistics for policymakers: towards a unified framework. (2022). Thomas, Ryland ; Qvigstad, Jan F ; Jobst, Clemens ; Flandreau, Marc ; Eitrheim, oyvind ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:127.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2023Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023Equilibrium Bitcoin Pricing. (2023). Menkveld, Albert ; BISIÈRE, Christophe ; Casamatta, Catherine ; Bouvard, Matthieu ; Biais, Bruno. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:967-1014.

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2021Tracking the pulse of a city—3D real estate price heat maps. (2021). McMillen, Daniel ; Fan, Ying ; Agarwal, Sumit ; Sing, Tien Foo. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:3:p:543-569.

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2022The impact of the Coronavirus pandemic on New York City real estate: First evidence. (2022). Friedt, Felix ; Lautier, Jackson P ; Cohen, Jeffrey P. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:3:p:858-888.

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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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2022RMB misalignment: What does a meta?analysis tell us?. (2022). He, Shi ; Cheung, Yinwong. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1038-1086.

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2022On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407.

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2021Do immigrants’ funds affect the exchange rate?. (2021). Teo, Wing Leong ; Cooray, Arusha ; Aziz, Nusrate. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:560-585.

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2023Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2022FX option volume. (2022). Wang, Tianyu ; Huang, Shiyang ; Della Corte, Pasquale ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0964.

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2022.

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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.

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2021Micro-geographic property price and rent indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1782.

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2021The donut effect of Covid-19 on cities. (2021). bloom, nicholas ; Ramani, Arjun. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1793.

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

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2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748.

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2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

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2022How Credit Improves the Exchange Rate Forecast. (2022). Casta, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/7.

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2021Forecasting the U.S. Dollar in the 21st Century. (2021). Wu, Steve Pak Yeung ; Engel, Charles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15915.

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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.

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2021Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. (2002). Kilian, Lutz ; Goncalves, Silvia. In: Working Paper Series. RePEc:ecb:ecbwps:20020196.

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2022Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

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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.

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2022Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11.

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2021Monitoring exchange rate instability in 12 selected Islamic economies. (2021). Bhatti, Ishaq M ; Zarei, Alireza ; Ariff, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000617.

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2021Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters. (2021). , Irmansyah ; Sumaryada, Tony ; Solekha, Siti ; Kartono, Agus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006743.

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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.

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2022Modelling persistent stationary processes in continuous time. (2022). Jeong, Minsoo. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000220.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2022Exchange rate predictability, risk premiums, and predictive system. (2022). Park, Cheolbeom ; Bak, Yuhyeon. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002632.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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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.

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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.

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2022An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:19-54.

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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.

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2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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2022Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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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.

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2021Housing rent dynamics and rent regulation in St. Petersburg (1880–1917). (2021). Waltl, Sofie ; Limonov, Leonid ; Kholodilin, Konstantin. In: Explorations in Economic History. RePEc:eee:exehis:v:81:y:2021:i:c:s0014498321000164.

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2022Advancing family business research through modeling nonlinear relationships: Comparing PLS-SEM and multiple regression. (2022). Sarstedt, Marko ; Ringle, Christian M ; Hair, Joseph F ; Basco, Rodrigo. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:13:y:2022:i:3:s1877858521000383.

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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.

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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.

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2021The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies. (2021). Klotzle, Marcelo Cabus ; de Souza, Gerson ; Palazzi, Rafael Baptista. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317074.

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2022OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063.

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2022Understanding exchange rate shocks during COVID-19. (2022). Narayan, Paresh Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002531.

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2023Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Market participants or the random walk – who forecasts better? Evidence from micro-level survey data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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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.

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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.

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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.

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2022Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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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.

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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.

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2021Currency depreciations in emerging economies: A blessing or a curse for external debt management?. (2021). Fisera, Boris ; Hojdan, David ; Tiruneh, Menbere Workie. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:132-165.

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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.

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2021Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis. (2021). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000809.

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2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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2021Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202.

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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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2022Covered interest rate parity deviations in the Asia-Pacific. (2022). Rajaguru, Gulasekaran ; Brailsford, Tim ; Bilson, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000178.

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2022Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300.

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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.

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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.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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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.

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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.

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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.

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2022Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25.

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2022Government policy approval and exchange rates. (2022). Liu, Yang ; Shaliastovich, Ivan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:303-331.

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2022Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173.

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2022Estimating land values using residential sales data. (2022). Redfearn, Christian L ; Longhofer, Stanley D. In: Journal of Housing Economics. RePEc:eee:jhouse:v:58:y:2022:i:pa:s1051137722000419.

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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.
[Full Text][Citation analysis]		article78
1990Currency Fluctuations in the Post-Bretton Woods Era. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article120
1988WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD. In: Working papers.
[Citation analysis]		paper373
1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article35
1982 On Unit Roots and the Empirical Modeling of Exchange Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article126
1991Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices In: Real Estate Economics.
[Full Text][Citation analysis]		article66
1998Dwelling Price Dynamics in Paris, France In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
[Full Text][Citation analysis]		paper2
1987Are Exchange Rates Excessively Variable? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper65
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		chapter
1987Are Exchange Rates Excessively Variable?.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
1987Are Exchange Rates Excessively Variable..(1987) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 65		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]		article6
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: 6		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: 6		paper
1980Dynamic factor demand schedules for labor and capital under rational expectations In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
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: 37		paper
1981Estimating regression models of finite but unknown order In: Journal of Econometrics.
[Full Text][Citation analysis]		article96
1981Estimating Regression Models of Finite but Unknown Order..(1981) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		article
1983Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article135
1983Empirical exchange rate models of the seventies : Do they fit out of sample? In: Journal of International Economics.
[Full Text][Citation analysis]		article2199
1995Banking on currency forecasts: How predictable is change in money? In: Journal of International Economics.
[Full Text][Citation analysis]		article280
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]		article113
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]		article2
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]		paper203
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: 203		chapter
1989An empirical assessment of non-linearities in models of exchange rate determination In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper165
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: 165		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]		article8
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]		article114
2003House Price Dynamics and Market Fundamentals: The Parisian Housing Market In: Urban Studies.
[Full Text][Citation analysis]		article28
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]		article89

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