Access Statistics for Ronald MacDonald

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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 2 8 42 42 6 21 80 80
A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials 1 3 13 171 4 10 49 518
A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials 3 8 32 61 4 13 54 123
A Real Differential View of Equilibrium Real Exchange Rate 0 0 0 0 2 6 20 380
A Restatement of the Case for Fiscal Autonomy (or: The Barnett Formula - a formula for Rake's Progress) 3 4 12 49 6 12 58 173
A Review of the Empirical Evidence on the Effects of Fiscal Decentralization on Economic Efficiency: With Comments on Tax Devolution to Scotland 3 10 32 32 11 31 122 122
Asset Market and Balance of Payments Characteristics - An Eclectic Exchange Rate Model for the Dollar, Mark, and Yen 0 0 0 0 4 8 21 156
Behavioural equilibrium exchange rate estimates and implied exchange rate adjustments for ten countries 8 24 62 200 19 48 181 533
Catching Up: The Role of Demand, Supply and Regulated Price Effects on the Real Exchange Rates of Four Accession Countries 4 5 17 115 7 15 55 388
Catching-up, Inflation Differentials and Credit Booms in a Heterogeneous Monetary Union: Some Implications for EMU and new EU Member States 2 6 22 93 3 8 39 177
Climbing to the top? Foreign Direct Investment and property rights 0 2 21 21 5 16 48 48
Concepts to calculate equilibrium exchange rates: an overview 12 28 101 394 59 126 476 1,684
Consumption, Income, and International Capital Market Integration 0 0 0 0 1 2 17 351
Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen 1 1 9 100 4 10 33 373
Currency Spillovers and Tri-Polarity: a Simultaneous Model of the US Dollar, German Mark and Japanese Yen 0 0 2 2 0 1 7 7
Deviations of Exchange Rates from Purchasing Power Parity - A Story Featuring Two Monetary Unions 0 0 0 118 0 3 27 400
Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions 1 2 6 73 4 12 44 340
Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis 2 5 13 44 10 22 90 222
Disaggregate Real Exchange Rate Behaviour 0 1 11 36 0 3 25 88
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach 3 6 17 329 6 23 96 1,020
Do Institutions Matter for Foreign Direct Investment? 6 15 90 97 9 28 162 166
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 2 4 15 161 3 8 41 359
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 6 10 37 136 13 23 92 325
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues 4 14 67 288 16 41 158 629
Estimation of the Equilibrium Real Exchange Rate for South Africa 2 7 27 345 8 23 90 795
Exchange Rate Economics: A Survey 0 0 0 0 5 21 92 1,160
Exchange Rate Forecasters' Performance: Evidence of Skill? 1 8 14 14 4 16 26 26
Exchange Rates and Economic Fundamentals - A Methodological Comparison of BEERs and FEERs 0 0 0 459 8 18 71 1,064
Exchange Rates, Policy Convergence and the European Monetary System 0 0 6 98 0 3 37 548
Exchange rate forecasters’ performance: evidence of skill? 5 17 82 82 9 29 102 102
Fatal Attraction 0 1 8 70 3 10 50 451
Fatal Attraction: A New Measure of Contagion 1 4 11 98 3 8 31 279
Filtering the BEER - A Permanent and Transitory Decomposition 0 0 0 171 2 10 51 507
Fundamental Volatility is Regime Specific 0 0 3 12 0 1 10 44
Fundamental volatility is regime specific 0 3 7 42 0 5 12 102
IMF Support and Inter-regime Exchange rate Volatility 0 1 18 43 0 6 42 106
Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period 0 4 10 319 6 14 47 1,753
International Money and Finance 5 17 99 321 9 32 216 585
International Parity Relationships Between Germany and the United States: A Joint Modelling Approach 4 12 26 149 7 24 73 498
International Parity Relationships between Germany and the United States: A Joint Modelling Approach 2 3 12 394 7 13 61 1,298
Long-Run Exchange Rate Modeling - A Survey of the Recent Evidence 0 0 0 2 5 12 40 440
Markov Switching Regimes In A Monetary Exchange Rate Model 1 2 17 154 4 7 35 358
Markov Switching Regimes in a Monetary Exchange Rate Model 7 12 41 605 15 31 105 1,547
Modelling the long-run real effective exchange rate of the New Zealand Dollar 3 6 19 349 7 20 68 1,105
Models of Exchange Rate Expectations: Heterogeneous Evidence From Panel Data 0 3 14 390 3 8 41 1,260
Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data 0 0 0 1 3 12 34 434
Models of exchange rate expectations: heterogeneous evidence from Panel data 0 0 0 0 1 4 15 202
Monetary Policy Shocks and Stock Returns: Evidence from the British Market 4 9 20 38 5 12 47 103
Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change 9 14 36 117 10 23 77 237
Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable 5 17 104 104 14 44 177 177
Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable 3 8 41 228 3 14 80 407
Monetary policy independence in the ERM: was there any? 0 1 6 115 4 6 21 356
Monetary transmission mechanism in Central and Eastern Europe: Gliding on a wind of change 2 12 38 131 6 22 84 286
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 3 4 13 125 3 12 47 286
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 1 8 79 2 6 31 246
On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 5 7 47 231 36 104 363 2,559
PPP and the Balassa Samuelson Effect: The Role of the Distribution Sector 6 15 62 595 15 36 127 1,175
PPP and the Balassa Samuelson Effect: The Role of the DistributionSector 12 31 150 1,166 50 107 501 3,619
PPP and the Balassa Samuelson Effect: the Role of the Distribution Sector 0 1 18 153 5 8 46 647
Purchasing Power Parity and New Trade Theory 1 8 42 445 12 35 150 1,087
RECENT DEVELOPMENTS IN MONETARY THEORY 0 0 0 0 0 0 9 419
Real Exchange Rates and Real Interest Rates: a nonlinear Perspective 0 0 0 0 13 25 52 726
Real exchange rates and real interest rate differentials: a present value interpretation 15 37 106 106 39 83 205 205
Real exchange rates and real interest rates: A nonlinear perspective 0 0 0 0 0 0 25 239
Real exchange rates and real interest rates: a nonlinear perspective 1 4 7 7 3 9 13 13
Sterling in crisis: 1964-1967 2 5 53 53 10 17 86 86
THE STABILITY OF MONETARY VELOCITIES IN THE UNITED KINGDOM AND THE UNITED STATES 1871-1975: A COINTEGRATION ANALYSIS 0 0 0 0 0 0 3 186
TRADE COSTS, TRADE BALANCES AND CURRENT ACCOUNTS: AN APPLICATION OF GRAVITY TO MULTILATERAL TRADE 0 4 26 64 1 14 69 156
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 2 2 2 2 7 15 18 18
The Behavioural Zloty/Euro Equilibrium Exchange Rate 2 8 28 28 11 39 113 113
The Economic Case for Fiscal Federalism in Scotland 3 5 36 278 11 28 203 1,337
The Global Dimension to Fiscal Sustainability 2 10 31 49 4 20 83 130
The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity 1 1 4 48 1 2 30 251
The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity 3 3 26 410 5 7 89 1,756
The Inter-War Gold Exchange Standard: Credibility and Monetary Independence 0 2 14 136 2 9 63 739
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials - A Panel Study 0 0 0 218 9 51 103 564
The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance 0 1 11 172 1 8 32 481
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting 0 0 0 0 9 20 81 1,028
The Role of the Exchange Rate in Economic Growth 0 0 0 2 1 4 18 515
The monetary approach to exchange rates in the CEECs 3 5 20 56 3 12 56 134
The role of the exchange rate in economic growth: a euro-zone perspective 16 38 168 651 40 118 479 1,640
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 1 3 19 135 4 8 43 326
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 0 1 9 91 0 7 43 278
Transmission Mechanism in Transition Economies: Surveying the Surveyable 1 5 25 100 1 10 46 239
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 4 11 40 122 5 13 75 273
Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914 0 2 13 148 6 15 40 867
What Determines Real Exchange Rates? The Long and Short of It 0 0 0 625 4 8 35 1,256
What do we really know about exchange rates? 3 6 30 577 4 19 90 1,246
Total Working Papers 203 537 2,288 14,285 664 1,807 7,297 49,732

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 1 5 2 3 64 212
A Method for Indicating Economic Transition with an Application to Albania 0 2 4 27 0 4 17 121
A stable US money demand function, 1874-1975 0 0 4 44 0 0 7 122
Aggregate and disaggregate measures of the foreign exchange risk premium 0 1 3 23 0 2 5 80
An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933 0 0 0 0 4 4 14 14
Are Foreign Exchange Market Forecasters "Rational"? Some Survey-Based Tests 0 0 0 0 0 4 9 82
Are deviations from purchasing power parity efficient? Some further answers 1 4 7 12 1 5 10 23
Asset Market and Balance of Payments Characteristics: An Eclectic Exchange Rate Model for the Dollar, Mark and Yen 0 1 8 25 3 7 32 82
Assets Markets, the Current Account and Exchange Rate Determination: An Empirical Model of the Sterling/Dollar Rate 1973-1983 0 0 0 0 1 1 11 118
Buffer Stocks, Exchange Rates and Deviations from Purchasing Power Parity 0 0 0 0 1 2 11 82
Business Conditions and Speculative Assets 0 0 0 0 1 4 23 138
Can portfolio adjustments explain deviations of consumption from permanent income?: An empirical study of UK data 0 1 1 9 1 2 11 67
Capital Flows and Growth in Developing Countries: A Dynamic Panel Data Analysis 1 9 9 9 4 16 16 16
Catching up: The role of demand, supply and regulated price effects on the real exchange rates of four accession countries 2 2 8 66 8 13 45 369
Catching-up and inflation differentials in a heterogeneous monetary union: Some implications for the euro area and new EU Member States 13 17 22 27 23 27 40 50
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 0 5 65
Consumption, Cointegration and Rational Expectations: Some Australian Evidence 0 0 0 0 0 0 4 76
Consumption, Saving and Rational Expectations: Some Further Evidence for the U.K 0 0 4 36 0 0 7 98
Covered interest parity and UK monetary 'news' 0 1 3 10 0 1 13 47
Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard 1 1 1 16 1 2 5 62
Credibility and Interest Rate Discretion in the ERM 0 0 1 8 1 1 15 46
Currency forecasters are heterogeneous: confirmation and consequences 1 3 23 70 3 5 39 170
Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen 0 1 4 39 1 3 13 126
Disaggregate Real Exchange Rate Behaviour 0 3 7 20 1 4 15 61
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach 1 4 9 54 3 9 49 228
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 0 6 52
ESTIMATION OF THE EQUILIBRIUM REAL EXCHANGE RATE FOR SOUTH AFRICA 1 3 11 31 2 8 40 106
EXOGENEITY IN A RECENT EXCHANGE RATE MODEL: A REPLY 1 3 7 7 2 7 16 19
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 2 2 15 244
Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock 0 0 3 12 0 0 10 50
Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues * 1 5 16 72 6 15 43 177
Exchange Rate Behaviour: Are Fundamentals Important? 3 6 30 259 4 8 66 503
Exchange Rate Survey Data: A Disaggregated G-7 Perspective 0 0 0 0 0 3 20 113
Exchange Rates and the "News": Some Evidence Using U.K. Survey Data 0 0 0 0 0 1 5 55
Exchange Rates, Policy Convergence, and the European Monetary System 1 3 4 87 2 5 13 314
Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990 0 0 1 40 1 3 17 290
Expectations Formation and Risk in Four Foreign Exchange Markets 0 1 9 49 1 2 23 96
Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say 1 4 65 121 2 5 83 218
Fatal attraction: Using distance to measure contagion in good times as well as bad 0 3 11 26 1 4 23 74
Filtering the BEER: A permanent and transitory decomposition 3 8 27 162 4 13 85 526
Foreign exchange market efficiency and cointegration: Some evidence from the recent float 2 6 29 88 3 9 47 163
Interest Rate Parity: Some New Evidence 0 0 0 0 2 4 18 246
Interest rate interactions in the classical gold standard, 1880-1914: was there any monetary independence? 0 4 20 66 0 5 40 190
International parity relationships between the USA and Japan 1 2 13 74 4 8 45 253
Intervention and sterilisation under floating exchange rates: The UK 1973-1983 1 2 12 25 1 4 28 88
Is the foreign exchange market 'risky'? Some new survey-based results 0 1 2 23 0 2 5 81
LM3 Surprises and Asset Prices 0 0 2 7 0 2 7 53
Long-Run Purchasing Power Parity: Is It for Real? 1 1 24 215 3 6 49 488
MONETARY TRANSMISSION MECHANISM IN CENTRAL AND EASTERN EUROPE: SURVEYING THE SURVEYABLE 4 15 30 30 10 31 63 63
Markov switching regimes in a monetary exchange rate model 1 2 9 93 3 4 14 211
Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange 0 0 0 0 1 1 19 304
Modeling the ECU against the U.S. Dollar: A Structural Monetary Interpretation 0 0 0 0 8 11 30 412
Modelling the Long-run Real Effective Exchange Rate of the New Zealand Dollar 1 3 13 90 5 10 33 306
Models of exchange rate expectations: how much heterogeneity? 0 4 7 89 0 4 9 146
Monetary Policy and the Real Interest Rate: Some U.K. Evidence 0 0 0 0 0 2 16 123
Monetary-based models of the exchange rate: a panel perspective 1 1 5 48 4 5 18 132
On Fundamentals And Exchange Rates: A Casselian Perspective 4 6 18 191 7 11 32 486
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 0 0 6 62
On Risk, Rationality and Excessive Speculation in the Deutschmark-U.S. Dollar Exchange Market: Some Evidence Using Survey Data 0 0 0 1 1 2 14 191
On the Efficiency of Oil Price Forecasts 2 3 5 71 2 4 15 286
On the Expectations View of the Term Structure, Term Premia and Survey-Based Expectations 0 0 32 69 1 1 45 173
On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 0 0 7 62 2 9 56 520
On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM 0 0 0 32 0 0 5 86
On the specification of granger-causality tests using the cointegration methodology 1 5 20 61 1 5 27 105
Panel unit root tests and real exchange rates 0 1 9 105 1 4 17 213
Persistence in UK Share Returns: Some Evidence from Disaggregated Data 0 1 1 11 0 1 4 43
Productivity, Demand, and Regulated Price Effects Revisited: An Analysis of the Real Bilateral Exchange Rates of Four New EU Member States 1 3 5 6 2 4 20 28
Public Sector Borrowing, the Money Supply and Interest Rates 0 0 0 0 1 2 29 316
Rational Expectations, Bubbles and Monetary Models of the Exchange Rate: The Australian/U.S. Dollar Rate during the Recent Float 0 0 0 0 1 2 18 161
Rational Expectations, Risk and Efficiency in the London Metal Exchange: An Empirical Analysis 0 0 0 13 0 2 10 221
Real exchange rates and real interest rates: a nonlinear perspective 2 6 17 17 5 12 41 41
Real exchange rates, imperfect substitutability, and imperfect competition 2 5 23 57 5 9 56 128
Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'? 0 0 4 17 1 3 22 206
Reexamining the Monetary Approach to the Exchange Rate: The Dollar-Franc, 1976-90 0 4 6 99 0 5 17 416
Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics 0 0 0 0 8 13 37 428
Savings and Rational Expectations: A Correction and Further Observations 0 0 1 3 0 0 3 25
Some Tests of the Government's Intertemporal Budget Constraint Using U.S. Data 0 0 0 2 0 1 13 143
Some Tests of the Rational Expectations Hypothesis in the Foreign Exchange Market 0 0 0 0 0 2 6 149
Some tests of market microstructure hypotheses in the foreign exchange market 0 0 0 33 0 0 1 70
Stock prices, dividends and retention: Long-run relationships and short-run dynamics 1 2 13 50 1 3 19 115
Stock prices, efficiency and cointegration: The case of the UK 0 1 6 25 0 3 12 58
THE REAL EXCHANGE RATE AND THE BALASSA-SAMUELSON EFFECT: THE ROLE OF THE DISTRIBUTION SECTOR 2 3 9 61 5 8 22 184
Testing Rational Expectations and Efficiency in the London Metal Exchange 0 0 0 0 0 0 17 126
Testing for the Long Run Relationship between Nominal Interest Rates and Inflation Using Cointegration Techniques 0 0 0 0 8 12 81 389
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 5 89
The Asian currency crash: were badly driven fundamentals to blame? 2 3 4 42 2 3 15 136
The Efficiency of the Market for Bank Accepted Bills 0 0 0 0 1 3 17 202
The Instability of the Money Demand Function: An I(2) Interpretation 0 0 6 75 1 2 22 279
The Intertemporal Government Budget Constraint in the U.K., 1961-1986 0 0 0 0 1 3 25 159
The Monetary Approach to the Exchange Rate Revisited 0 0 0 1 1 2 4 56
The Singapore Dollar: Tests of the Efficient Markets Hypothesis and the Role of 'News.' 0 0 0 1 1 1 8 67
The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience 0 0 0 0 0 1 12 105
The Term Structure of Interest Rates in the UK 0 0 0 0 5 9 37 240
The Term Structure of Interest Rates under Rational Expectations: Some International Evidence 0 1 4 49 0 3 7 114
The demand for international reserves in a regime of floating exchange rates: Some empirical evidence 0 1 2 7 0 1 7 22
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 0 3 1 2 7 21
The impact of central bank intervention on exchange-rate forecast heterogeneity 1 3 5 23 1 9 34 110
The inter-war gold exchange standard: credibility and monetary independence 1 4 8 62 1 5 15 241
The law of one price for transitional Ukraine 0 1 3 27 0 1 6 93
The monetary approach to exchange rates in the CEECs 3 7 16 118 4 9 36 382
The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions 3 7 19 119 3 7 31 230
The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk 9 21 90 575 12 33 145 966
The norman conquest of $4.86 and the asset approach to the exchange rate 1 1 2 4 1 1 8 28
The spot-forward relationship revisited: an ERM perspective 0 4 15 60 3 11 65 245
The velocity of money and the random walk hypothesis 0 0 1 7 0 0 5 24
The width of the band and exchange rate mean-reversion: some further ERM-based results 0 1 4 25 0 1 8 83
Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade 1 6 19 20 2 13 45 46
US trade and exchange rate volatility: A real sectoral bilateral analysis 1 5 27 31 6 12 72 89
What determines real exchange rates?: The long and the short of it 1 2 12 141 4 7 34 360
Total Journal Articles 81 234 882 4,591 232 560 2,701 18,407
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Statistics updated 2009-11-04