Details about Richard A. Meese

Access statistics for papers by Richard A. Meese.

Last updated 2008-12-03. Update your information in the RePEc Author Service.

Short-id: pme152

Working Papers

2006

1. Dwelling Price Dynamics in Paris, France
   Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy View citations

1997

2. Exchange rate instability: determinants and predictability
   Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco View citations
   See also Journal Article in Proceedings (1996)

1989

3. An empirical assessment of non-linearities in models of exchange rate determination
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article in Review of Economic Studies (1991)
4. Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1985)
   See also Journal Article in Journal of Economic Dynamics and Control (1986)

1988

5. Are Exchange Rates Excessively Variable?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Economics Working Papers, University of California at Berkeley (1987) View citations
6. WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD
   Working papers, Wisconsin Madison - Social Systems View citations
   See also Journal Article in Journal of Finance (1988)

1986

7. Empirical Assessment of Present Value Relations
   Research Program in Finance Working Papers, University of California at Berkeley View citations
   See also Journal Article in Econometric Reviews (1986)

1982

8. The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1981

9. Empirical exchange rate models of the seventies: are any fit to survive?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1980

10. Dynamic factor demand schedules for labor and capital under rational expectations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of Econometrics (1980)
11. Rational expectations, risk premia, and the market for spot and forward exchange
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1978

12. Distributed lag order determination
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

Journal Articles

1997

1. The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches
   The Journal of Real Estate Finance and Economics, 1997, 14, (1-2), 51-73 View citations

1996

2. Exchange rate instability: determinants and predictability
   Proceedings, 1996, 183-205 View citations
   See also Working Paper (1997)

1995

3. Banking on currency forecasts: How predictable is change in money?
   Journal of International Economics, 1995, 38, (1-2), 161-178 View citations

1991

4. An Empirical Assessment of Non-linearities in Models of Exchange Rate Determination
   Review of Economic Studies, 1991, 58, (3), 603-19 View citations
   See also Working Paper (1989)
5. Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices
   Real Estate Economics, 1991, 19, (3), 308-332 View citations

1990

6. Currency Fluctuations in the Post-Bretton Woods Era
   Journal of Economic Perspectives, 1990, 4, (1), 117-34 View citations
7. Determinants of residential housing prices in the Bay Area 1970-1988: effects of fundamental economic factors or speculative bubbles?
   Proceedings, 1990, (Nov) View citations
8. Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation
   American Economic Review, 1990, 80, (2), 192-96 View citations

1988

9. Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period
   Journal of Finance, 1988, 43, (4), 933-48 View citations
   See also Working Paper (1988)

1986

10. Comments on Melvin and Schlagenhauf
    Journal of International Money and Finance, 1986, 5, (1, Supplement), S49-S51
11. Empirical assessment of foreign currency risk premiums
    Proceedings, 1986, 157-196 View citations
12. Empirical assessment of present value relations
    Econometric Reviews, 1986, 5, (2), 171-234 View citations
    See also Working Paper (1986)
13. Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?
    Journal of Political Economy, 1986, 94, (2), 345-73 View citations
14. Was it real? The exchange rate -- Interest differential relation: 1973-1984
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 297-298
    See also Working Paper (1989)

1985

15. 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
    International Journal of Forecasting, 1985, 1, (4), 312-313

1984

16. A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
    Journal of Business & Economic Statistics, 1984, 2, (3), 191-200 View citations
17. Is the sticky price assumption reasonable for exchange rate models?
    Journal of International Money and Finance, 1984, 3, (2), 131-139 View citations

1983

18. Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence
    Journal of Econometrics, 1983, 21, (2), 161-194 View citations
19. Empirical exchange rate models of the seventies: Do they fit out of sample?
    Journal of International Economics, 1983, 14, (1-2), 3-24 View citations
20. Rational Expectations and the Volatility of Floating Exchange Rates
    International Economic Review, 1983, 24, (3), 721-33 View citations

1982

21. On Unit Roots and the Empirical Modeling of Exchange Rates
    Journal of Finance, 1982, 37, (4), 1029-35 View citations

1981

22. Estimating Regression Models of Finite but Unknown Order
    International Economic Review, 1981, 22, (1), 55-70 View citations
    Also in Journal of Econometrics, 1981, 16, (1), 162-162 (1981) View citations

1980

23. Dynamic factor demand schedules for labor and capital under rational expectations
    Journal of Econometrics, 1980, 14, (1), 141-158 View citations
    See also Working Paper (1980)

Chapters