Access Statistics for Richard A. Meese
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 |
| An empirical assessment of non-linearities in models of exchange rate determination |
0 |
0 |
1 |
73 |
0 |
7 |
10 |
506 |
| Are Exchange Rates Excessively Variable |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
235 |
| Are Exchange Rates Excessively Variable? |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
47 |
| Are Exchange Rates Excessively Variable? |
0 |
0 |
1 |
87 |
0 |
2 |
8 |
316 |
| Distributed lag order determination |
0 |
0 |
0 |
6 |
1 |
2 |
5 |
139 |
| Dwelling Price Dynamics in Paris, France |
0 |
0 |
0 |
6 |
0 |
2 |
5 |
40 |
| Dynamic factor demand schedules for labor and capital under rational expectations |
0 |
0 |
0 |
15 |
0 |
3 |
7 |
234 |
| Empirical Assessment of Present Value Relations |
0 |
0 |
0 |
1 |
1 |
5 |
7 |
200 |
| Empirical exchange rate models of the seventies: are any fit to survive? |
1 |
2 |
8 |
223 |
2 |
5 |
14 |
1,852 |
| Exchange rate instability: determinants and predictability |
0 |
0 |
0 |
0 |
0 |
7 |
22 |
2,369 |
| Rational expectations, risk premia, and the market for spot and forward exchange |
0 |
0 |
1 |
23 |
0 |
3 |
8 |
301 |
| Testing for Bubbles in Exchange Waters: The Case for Sparkling Rates |
0 |
0 |
0 |
9 |
0 |
3 |
5 |
33 |
| The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? |
0 |
1 |
1 |
39 |
2 |
6 |
8 |
89 |
| The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? |
0 |
0 |
2 |
214 |
0 |
5 |
15 |
1,344 |
| WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD |
0 |
0 |
0 |
0 |
1 |
11 |
18 |
1,059 |
| Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984 |
0 |
0 |
1 |
258 |
1 |
3 |
10 |
841 |
| Was it real?: the exchange rate-interest differential relation, 1973 - 1984 |
0 |
0 |
0 |
52 |
1 |
2 |
7 |
402 |
| Total Working Papers |
1 |
3 |
15 |
1,007 |
9 |
70 |
158 |
10,007 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
465 |
| An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination |
0 |
0 |
1 |
261 |
0 |
3 |
15 |
689 |
| Banking on currency forecasts: How predictable is change in money? |
0 |
0 |
4 |
383 |
0 |
4 |
17 |
1,139 |
| Comments on Melvin and Schlagenhauf |
0 |
0 |
0 |
5 |
0 |
3 |
3 |
36 |
| Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence |
0 |
0 |
2 |
556 |
2 |
9 |
13 |
1,278 |
| Currency Fluctuations in the Post-Bretton Woods Era |
1 |
1 |
1 |
413 |
1 |
3 |
8 |
1,446 |
| Dynamic factor demand schedules for labor and capital under rational expectations |
0 |
0 |
0 |
49 |
0 |
3 |
4 |
164 |
| Empirical assessment of foreign currency risk premiums |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
417 |
| Empirical exchange rate models of the seventies: Do they fit out of sample? |
6 |
13 |
49 |
3,389 |
18 |
51 |
161 |
7,596 |
| Estimating Regression Models of Finite but Unknown Order |
0 |
0 |
0 |
156 |
1 |
3 |
10 |
384 |
| Estimating regression models of finite but unknown order |
0 |
0 |
0 |
72 |
0 |
4 |
10 |
213 |
| House Price Dynamics and Market Fundamentals: The Parisian Housing Market |
0 |
0 |
0 |
9 |
0 |
4 |
11 |
47 |
| Is the sticky price assumption reasonable for exchange rate models? |
0 |
0 |
0 |
18 |
0 |
2 |
5 |
105 |
| Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation |
0 |
0 |
1 |
237 |
0 |
6 |
13 |
637 |
| Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices |
1 |
1 |
3 |
131 |
1 |
4 |
8 |
297 |
| On Unit Roots and the Empirical Modeling of Exchange Rates |
0 |
0 |
0 |
212 |
1 |
5 |
9 |
543 |
| Rational Expectations and the Volatility of Floating Exchange Rates |
0 |
0 |
0 |
71 |
0 |
3 |
6 |
161 |
| Richard Meese and John Geweke, A comparison of autoregressive univariate forecasting procedures for macroeconomic time series, Journal of Business and Economic Statistics 2 (1984), pp. 191-200 |
0 |
0 |
0 |
35 |
0 |
5 |
7 |
141 |
| Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? |
0 |
0 |
1 |
226 |
0 |
4 |
11 |
468 |
| Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco? |
0 |
0 |
4 |
520 |
0 |
2 |
15 |
1,003 |
| The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches |
0 |
6 |
8 |
480 |
1 |
11 |
15 |
983 |
| Was it real? The exchange rate -- Interest differential relation: 1973-1984 |
0 |
0 |
0 |
47 |
2 |
5 |
14 |
283 |
| Total Journal Articles |
8 |
21 |
74 |
7,270 |
27 |
139 |
367 |
18,495 |
2 registered items for which data could not be found
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