Access Statistics for Ronald MacDonald

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
3-Regime symmetric STAR modeling and exchange rate reversion 5 26 31 31 16 50 50 50
A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials 0 3 11 167 5 19 52 505
A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials 3 10 34 52 5 17 65 108
A Real Differential View of Equilibrium Real Exchange Rate 0 0 0 0 3 7 19 373
A Restatement of the Case for Fiscal Autonomy (or: The Barnett Formula - a formula for Rake's Progress) 1 2 12 43 7 12 63 157
A Review of the Empirical Evidence on the Effects of Fiscal Decentralization on Economic Efficiency: With Comments on Tax Devolution to Scotland 5 11 19 19 11 31 82 82
Asset Market and Balance of Payments Characteristics - An Eclectic Exchange Rate Model for the Dollar, Mark, and Yen 0 0 0 0 1 6 16 146
Behavioural equilibrium exchange rate estimates and implied exchange rate adjustments for ten countries 3 8 63 170 11 37 182 471
Catching Up: The Role of Demand, Supply and Regulated Price Effects on the Real Exchange Rates of Four Accession Countries 2 6 13 108 4 15 48 368
Catching-up, Inflation Differentials and Credit Booms in a Heterogeneous Monetary Union: Some Implications for EMU and new EU Member States 1 4 21 85 3 7 40 166
Climbing to the top? Foreign Direct Investment and property rights 4 12 15 15 6 21 27 27
Concepts to calculate equilibrium exchange rates: an overview 9 26 101 363 26 114 482 1,540
Consumption, Income, and International Capital Market Integration 0 0 0 0 1 4 19 348
Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen 0 4 13 99 3 9 35 361
Currency Spillovers and Tri-Polarity: a Simultaneous Model of the US Dollar, German Mark and Japanese Yen 1 2 2 2 3 4 4 4
Deviations of Exchange Rates from Purchasing Power Parity - A Story Featuring Two Monetary Unions 0 0 0 118 1 6 30 396
Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions 0 2 4 71 1 11 37 326
Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis 0 1 12 39 5 19 84 194
Disaggregate Real Exchange Rate Behaviour 2 4 16 33 4 7 36 81
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 0 3 15 321 7 24 123 990
Do Institutions Matter for Foreign Direct Investment? 6 20 76 76 14 40 130 130
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 0 1 13 154 0 8 41 346
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 5 12 31 123 7 31 87 297
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 7 20 63 270 14 42 146 579
Estimation of the Equilibrium Real Exchange Rate for South Africa 0 5 28 337 2 21 105 767
Exchange Rate Economics: A Survey 0 0 0 0 5 22 95 1,134
Exchange Rate Forecasters' Performance: Evidence of Skill? 3 5 5 5 3 8 8 8
Exchange Rates and Economic Fundamentals - A Methodological Comparison of BEERs and FEERs 0 0 0 459 9 27 83 1,039
Exchange Rates, Policy Convergence and the European Monetary System 0 0 6 98 2 10 37 544
Exchange rate forecasters’ performance: evidence of skill? 13 47 55 55 17 54 58 58
Fatal Attraction 0 2 7 68 5 18 47 437
Fatal Attraction: A New Measure of Contagion 0 4 8 93 2 8 24 269
Filtering the BEER - A Permanent and Transitory Decomposition 0 0 0 171 5 14 55 495
Fundamental Volatility is Regime Specific 0 0 3 12 0 0 14 43
Fundamental volatility is regime specific 1 3 5 38 1 4 11 95
IMF Support and Inter-regime Exchange rate Volatility 2 5 21 40 2 6 58 96
Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period 0 1 12 315 2 12 46 1,736
International Money and Finance 9 32 118 300 19 66 269 545
International Parity Relationships Between Germany and the United States: A Joint Modelling Approach 4 5 15 135 6 21 59 467
International Parity Relationships between Germany and the United States: A Joint Modelling Approach 1 3 18 391 2 16 84 1,284
Long-Run Exchange Rate Modeling - A Survey of the Recent Evidence 0 0 0 2 2 10 35 424
Markov Switching Regimes In A Monetary Exchange Rate Model 1 7 17 149 1 11 41 346
Markov Switching Regimes in a Monetary Exchange Rate Model 2 12 45 591 6 25 109 1,505
Modelling the long-run real effective exchange rate of the New Zealand Dollar 1 6 19 341 4 15 74 1,082
Models of Exchange Rate Expectations: Heterogeneous Evidence From Panel Data 0 1 20 386 1 7 57 1,250
Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data 0 0 0 1 2 6 28 421
Models of exchange rate expectations: heterogeneous evidence from Panel data 0 0 0 0 0 2 15 198
Monetary Policy Shocks and Stock Returns: Evidence from the British Market 1 5 12 26 4 13 47 86
Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change 3 9 34 102 4 18 77 212
Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable 6 21 83 83 15 55 124 124
Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable 1 7 49 219 4 15 93 391
Monetary policy independence in the ERM: was there any? 0 2 4 113 1 6 15 347
Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change 1 7 32 117 4 21 88 262
Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States 0 3 13 119 4 19 50 271
Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States 0 3 8 78 1 9 31 239
On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 2 18 48 219 18 90 369 2,419
PPP and the Balassa Samuelson Effect: The Role of the Distribution Sector 10 14 60 573 17 31 126 1,128
PPP and the Balassa Samuelson Effect: The Role of the DistributionSector 12 43 145 1,125 36 143 490 3,486
PPP and the Balassa Samuelson Effect: the Role of the Distribution Sector 2 7 26 151 4 12 71 637
Purchasing Power Parity and New Trade Theory 2 13 38 434 6 32 145 1,039
RECENT DEVELOPMENTS IN MONETARY THEORY 0 0 0 0 1 5 8 417
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 4 15 36 701
Real exchange rates and real interest rate differentials: a present value interpretation 8 32 61 61 23 80 102 102
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 2 6 24 232
Real exchange rates and real interest rates: a nonlinear perspective 0 0 0 0 0 0 0 0
Sterling in crisis: 1964-1967 2 8 47 47 6 19 62 62
THE STABILITY OF MONETARY VELOCITIES IN THE UNITED KINGDOM AND THE UNITED STATES 1871-1975: A COINTEGRATION ANALYSIS 0 0 0 0 0 0 6 186
TRADE COSTS, TRADE BALANCES AND CURRENT ACCOUNTS: AN APPLICATION OF GRAVITY TO MULTILATERAL TRADE 3 9 27 59 5 18 75 139
The Behavioural Zloty/Euro Equilibrium Exchange Rate 4 18 19 19 18 57 63 63
The Economic Case for Fiscal Federalism in Scotland 2 15 41 270 7 41 245 1,292
The Global Dimension to Fiscal Sustainability 2 8 28 33 7 15 89 101
The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity 0 0 6 47 3 5 34 248
The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity 3 6 25 405 8 20 141 1,746
The Inter-War Gold Exchange Standard: Credibility and Monetary Independence 2 7 14 133 4 20 63 721
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials - A Panel Study 0 0 0 218 2 18 59 509
The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance 0 3 14 171 1 6 44 472
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting 0 0 0 0 7 28 79 1,004
The Role of the Exchange Rate in Economic Growth 0 0 0 2 3 6 20 509
The monetary approach to exchange rates in the CEECs 2 6 19 51 3 13 66 119
The role of the exchange rate in economic growth: a euro-zone perspective 15 46 162 599 39 135 440 1,494
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 2 4 20 131 2 9 44 315
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 1 5 8 89 5 15 44 268
Transmission Mechanism in Transition Economies: Surveying the Surveyable 1 7 22 94 3 13 43 228
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 6 47 110 2 11 94 258
Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914 1 4 10 145 4 8 31 851
What Determines Real Exchange Rates? The Long and Short of It 0 0 0 625 5 10 41 1,245
What do we really know about exchange rates? 3 8 29 570 7 25 91 1,223
Total Working Papers 182 659 2,118 13,584 545 1,986 7,080 47,434

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'News' and the 1920's experience with floating exchange rates 0 0 2 5 2 11 73 208
A Method for Indicating Economic Transition with an Application to Albania 0 0 3 25 0 0 22 117
A stable US money demand function, 1874-1975 0 2 6 44 0 2 16 122
Aggregate and disaggregate measures of the foreign exchange risk premium 1 2 3 22 2 3 6 78
An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933 0 0 0 0 0 6 9 9
Are Foreign Exchange Market Forecasters "Rational"? Some Survey-Based Tests 0 0 0 0 0 1 9 76
Are deviations from purchasing power parity efficient? Some further answers 0 0 4 6 0 0 9 16
Asset Market and Balance of Payments Characteristics: An Eclectic Exchange Rate Model for the Dollar, Mark and Yen 0 3 10 23 1 7 39 73
Assets Markets, the Current Account and Exchange Rate Determination: An Empirical Model of the Sterling/Dollar Rate 1973-1983 0 0 0 0 1 3 14 117
Buffer Stocks, Exchange Rates and Deviations from Purchasing Power Parity 0 0 0 0 1 3 12 80
Business Conditions and Speculative Assets 0 0 0 0 2 3 27 134
Can portfolio adjustments explain deviations of consumption from permanent income?: An empirical study of UK data 0 0 0 8 1 2 9 64
Catching up: The role of demand, supply and regulated price effects on the real exchange rates of four accession countries 1 2 6 63 2 10 51 353
Catching-up and inflation differentials in a heterogeneous monetary union: Some implications for the euro area and new EU Member States 0 0 10 10 1 3 20 23
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 1 8 64
Consumption, Cointegration and Rational Expectations: Some Australian Evidence 0 0 0 0 0 1 7 76
Consumption, Saving and Rational Expectations: Some Further Evidence for the U.K 0 1 7 36 0 3 10 98
Covered interest parity and UK monetary 'news' 0 0 2 9 0 0 19 46
Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard 0 0 1 15 0 0 6 60
Credibility and Interest Rate Discretion in the ERM 1 1 2 8 2 6 17 45
Currency forecasters are heterogeneous: confirmation and consequences 0 0 19 66 0 1 39 164
Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen 0 2 7 38 0 4 19 123
Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions 0 1 3 491 4 6 28 2,179
Disaggregate Real Exchange Rate Behaviour 0 0 6 16 1 4 18 56
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 0 2 5 50 5 11 56 216
Does the Public Sector Obey the Rational Expectations-Permanent Income Hypothesis? A Multi-country Study of the Time Series Properties of Government Expenditures 0 0 0 1 0 3 8 52
ESTIMATION OF THE EQUILIBRIUM REAL EXCHANGE RATE FOR SOUTH AFRICA 0 2 13 27 1 7 45 93
EXOGENEITY IN A RECENT EXCHANGE RATE MODEL: A REPLY 0 3 4 4 0 3 11 12
Efficiency in the Forward Foreign Exchange Market: Weekly Tests of the Australian/U.S. Dollar Exchange Rate January 1984-March 1987 0 0 0 0 0 1 19 241
Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock 1 3 5 12 1 4 11 48
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues * 1 5 15 65 4 13 43 158
Exchange Rate Behaviour: Are Fundamentals Important? 3 10 25 250 5 22 68 491
Exchange Rate Survey Data: A Disaggregated G-7 Perspective 0 0 0 0 1 4 21 109
Exchange Rates and the "News": Some Evidence Using U.K. Survey Data 0 0 0 0 0 0 3 52
Exchange Rates, Policy Convergence, and the European Monetary System 0 0 1 84 0 1 11 309
Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990 0 1 2 40 2 7 31 287
Expectations Formation and Risk in Four Foreign Exchange Markets 1 2 10 47 3 7 24 92
Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say 1 18 62 113 5 24 85 209
Fatal attraction: Using distance to measure contagion in good times as well as bad 0 3 13 23 0 6 30 69
Filtering the BEER: A permanent and transitory decomposition 7 10 25 153 8 19 98 509
Foreign exchange market efficiency and cointegration: Some evidence from the recent float 3 11 28 81 5 15 49 152
Interest Rate Parity: Some New Evidence 0 0 0 0 2 4 24 242
Interest rate interactions in the classical gold standard, 1880-1914: was there any monetary independence? 0 3 18 60 0 6 42 183
International parity relationships between the USA and Japan 0 3 15 72 0 8 51 243
Intervention and sterilisation under floating exchange rates: The UK 1973-1983 1 6 12 23 2 10 32 84
Is the foreign exchange market 'risky'? Some new survey-based results 0 0 2 22 0 0 8 79
LM3 Surprises and Asset Prices 0 0 2 7 1 2 7 51
Long-Run Purchasing Power Parity: Is It for Real? 1 6 31 214 1 6 56 482
MONETARY TRANSMISSION MECHANISM IN CENTRAL AND EASTERN EUROPE: SURVEYING THE SURVEYABLE 0 10 11 11 7 25 26 26
Markov switching regimes in a monetary exchange rate model 1 3 9 91 1 4 18 207
Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange 0 0 0 0 1 6 29 301
Modeling the ECU against the U.S. Dollar: A Structural Monetary Interpretation 0 0 0 0 1 3 26 399
Modelling the Long-run Real Effective Exchange Rate of the New Zealand Dollar 0 1 12 87 1 6 32 296
Models of exchange rate expectations: how much heterogeneity? 0 1 3 85 0 1 4 141
Monetary Policy and the Real Interest Rate: Some U.K. Evidence 0 0 0 0 1 1 23 121
Monetary-based models of the exchange rate: a panel perspective 0 1 6 46 1 4 18 126
On Fundamentals And Exchange Rates: A Casselian Perspective 1 8 13 184 1 9 27 473
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 1 2 7 62
On Risk, Rationality and Excessive Speculation in the Deutschmark-U.S. Dollar Exchange Market: Some Evidence Using Survey Data 0 0 0 1 0 3 20 188
On the Efficiency of Oil Price Forecasts 0 0 2 68 0 2 14 282
On the Expectations View of the Term Structure, Term Premia and Survey-Based Expectations 0 3 32 67 1 4 45 170
On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 1 2 9 62 3 12 73 510
On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM 0 0 3 32 1 3 10 86
On the specification of granger-causality tests using the cointegration methodology 0 2 15 53 0 3 30 97
Panel unit root tests and real exchange rates 0 1 14 104 2 4 21 209
Persistence in UK Share Returns: Some Evidence from Disaggregated Data 0 0 1 10 0 1 5 42
Productivity, Demand, and Regulated Price Effects Revisited: An Analysis of the Real Bilateral Exchange Rates of Four New EU Member States 0 0 3 3 1 4 22 22
Public Sector Borrowing, the Money Supply and Interest Rates 0 0 0 0 1 10 37 314
Rational Expectations, Bubbles and Monetary Models of the Exchange Rate: The Australian/U.S. Dollar Rate during the Recent Float 0 0 0 0 0 2 19 159
Rational Expectations, Risk and Efficiency in the London Metal Exchange: An Empirical Analysis 0 0 0 13 1 4 12 218
Real exchange rates and real interest rates: a nonlinear perspective 2 8 8 8 7 22 23 23
Real exchange rates, imperfect substitutability, and imperfect competition 0 4 18 50 4 10 50 112
Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'? 1 3 5 17 1 4 27 203
Reexamining the Monetary Approach to the Exchange Rate: The Dollar-Franc, 1976-90 0 1 3 95 0 2 15 411
Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics 0 0 0 0 2 7 34 415
Savings and Rational Expectations: A Correction and Further Observations 0 0 1 3 1 1 3 25
Some Tests of the Government's Intertemporal Budget Constraint Using U.S. Data 0 0 0 2 1 6 28 142
Some Tests of the Rational Expectations Hypothesis in the Foreign Exchange Market 0 0 0 0 0 0 12 147
Some tests of market microstructure hypotheses in the foreign exchange market 0 0 1 33 0 0 2 70
Stock prices, dividends and retention: Long-run relationships and short-run dynamics 0 1 8 45 0 2 21 109
Stock prices, efficiency and cointegration: The case of the UK 0 3 9 23 0 6 12 53
THE REAL EXCHANGE RATE AND THE BALASSA-SAMUELSON EFFECT: THE ROLE OF THE DISTRIBUTION SECTOR 0 3 9 58 2 5 20 174
Testing Rational Expectations and Efficiency in the London Metal Exchange 0 0 0 0 1 6 21 124
Testing for the Long Run Relationship between Nominal Interest Rates and Inflation Using Cointegration Techniques 0 0 0 0 1 28 81 374
Tests of Efficiency and the Impact of 'News' in Three Foreign Exchange Markets: The Experience of the 1920's 0 0 0 0 0 0 8 89
The Asian currency crash: were badly driven fundamentals to blame? 1 1 2 39 1 3 11 131
The Efficiency of the Market for Bank Accepted Bills 0 0 0 0 4 4 25 199
The Instability of the Money Demand Function: An I(2) Interpretation 0 2 8 75 2 8 25 277
The Intertemporal Government Budget Constraint in the U.K., 1961-1986 0 0 0 0 2 11 27 153
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study 1 13 43 688 4 23 110 2,098
The Monetary Approach to the Exchange Rate Revisited 0 0 0 1 0 1 2 54
The Singapore Dollar: Tests of the Efficient Markets Hypothesis and the Role of 'News.' 0 0 0 1 0 1 8 66
The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience 0 0 0 0 1 3 15 103
The Term Structure of Interest Rates in the UK 0 0 0 0 2 9 41 231
The Term Structure of Interest Rates under Rational Expectations: Some International Evidence 1 3 5 48 1 3 6 111
The demand for international reserves in a regime of floating exchange rates: Some empirical evidence 0 0 1 6 0 1 7 21
The efficiency of the forward exchange market: Some evidence for the pound sterling-US dollar exchange rate using residuals from the LUS class 0 0 1 3 1 1 7 19
The impact of central bank intervention on exchange-rate forecast heterogeneity 0 0 3 19 2 7 43 97
The inter-war gold exchange standard: credibility and monetary independence 1 2 5 58 2 7 13 236
The law of one price for transitional Ukraine 0 1 2 25 0 1 8 90
The monetary approach to exchange rates in the CEECs 1 2 20 111 4 9 51 371
The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions 0 4 16 112 0 9 33 223
The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk 5 27 92 549 8 43 149 924
The norman conquest of $4.86 and the asset approach to the exchange rate 0 0 1 3 1 2 9 26
The spot-forward relationship revisited: an ERM perspective 0 6 13 56 9 28 68 232
The velocity of money and the random walk hypothesis 0 1 2 7 0 2 6 23
The width of the band and exchange rate mean-reversion: some further ERM-based results 0 2 4 24 0 3 15 82
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 0 3 12 12 2 8 29 29
US trade and exchange rate volatility: A real sectoral bilateral analysis 3 7 26 26 8 21 75 75
What determines real exchange rates?: The long and the short of it 2 3 14 138 3 9 40 350
Total Journal Articles 43 234 844 5,485 168 692 3,018 21,985

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03