Empirical Economics · 1999 · 62 citations · 14 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational FinanceMonetary EconomicsExchange Rate DeterminationExchange Rate PolicyExchange RatesForeign Exchange MarketsForeign Exchange RiskMonetary PolicyCurrency ForecastingPredictability HorizonReal Effective Exchange RateReal Exchange Rate DeterminationReal Exchange Rate Dynamics
14
Spurious regressions in econometrics
Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations
Empirical exchange rate models of the seventies
Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations
Social Sciences, Economics, Finance +12