Nonlinear exchange rate predictability

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

Social Sciences, Economics, Finance +12

The Purchasing Power Parity Puzzle

Kenneth Rogoff · Journal of Economic Literature · 1996 · 2.9K citations

Social Sciences, Economics, International Economics +9

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

Timo Teräsvirta · Journal of the American Statistical Association · 1994 · 2.1K citations

Business, Business Economics, Econometrics +10

Modelling Nonlinear Economic Relationships

Dennis W. Jansen, Clive W. J. Granger, Timo Teräsvirta · Southern Economic Journal · 1995 · 1.2K citations

Social Sciences, Business Economics, Economics +17

Exchange rates and fundamentals: Evidence on long-horizon predictability

Nelson C. Mark · American Economic Review · 1995 · 1.1K citations

Social Sciences, Economics, Econometrics +15