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On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
22/22 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 22 checked references that resolve
resolves10.1257/aer.96.3.552
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
resolves10.1016/S0261-5606(01)00002-X
Currency traders and exchange rate dynamics: a survey of the US market
resolves10.1016/j.jimonfin.2005.08.002
Empirical exchange rate models of the nineties: Are any fit to survive?
resolves10.1162/003355300554692
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
resolves10.1016/j.jeconom.2005.07.014
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
resolves10.1016/j.red.2005.01.004
Changing beliefs and the term structure of interest rates: Cross-equation restrictions with drifting parameters
resolves10.1016/j.red.2004.10.009
Drifts and volatilities: monetary policies and outcomes in the post WWII US
resolves10.1111/j.1540-6261.1988.tb02613.x
Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period
resolves10.1111/j.1467-937X.2005.00353.x
Time Varying Structural Vector Autoregressions and Monetary Policy
resolves10.1017/S1365100506050085
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
resolves10.1016/0261-5606(89)90004-1
The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
resolves10.1080/07350015.1996.10524626
Evidence on Structural Instability in Macroeconomic Time Series Relations
resolves10.1080/07350015.1987.10509563
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models
The 14 references without a DOI — listed, not checked
no DOI — not checkedInfrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
no DOI — not checkedref4
no DOI — not checkedHas U.S. Monetary Policy Changed? Evidence from Drifting Coefficient and Real Time Data
no DOI — not checkedref6
no DOI — not checkedref13
no DOI — not checkedref17
no DOI — not checkedref18
no DOI — not checkedMonetary Policy under Uncertainty in Micro-Founded Macroeconometric Models
no DOI — not checkedEmpirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?
no DOI — not checkedThe Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedEquilibrium Yield Curves
no DOI — not checkedExchange Rates and Fundamentals: Footloose or Evolving Relationship?
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