Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15

Expectations and Exchange Rate Dynamics

Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

Social Sciences, Economics, Financial Economics +13

Empirical exchange rate models of the seventies

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

Social Sciences, Economics, Finance +12

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

Computing, Economics, Econometrics +15

Interest rates and currency prices in a two-country world

Robert E. Lucas · Journal of Monetary Economics · 1982 · 1.3K citations

Social Sciences, Economics, Financial Economics +11