Details about Richard A. Meese

Access statistics for papers by Richard A. Meese.

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Short-id: pme152

Working Papers

1997

1. Exchange rate instability: determinants and predictability
   Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)
   See also Journal Article in Proceedings (1996)

1989

2. 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.) View citations (2)
   See also Journal Article in Review of Economic Studies (1991)
3. 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

4. Are Exchange Rates Excessively Variable?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in Economics Working Papers, University of California at Berkeley (1987) View citations (31)
   See also Chapter (1987)
5. WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD
   Working papers, Wisconsin Madison - Social Systems View citations (47)
   See also Journal Article in Journal of Finance (1988)

1986

6. Empirical Assessment of Present Value Relations
   Research Program in Finance Working Papers, University of California at Berkeley View citations (11)

1982

7. 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 (38)
   See also Chapter (1983)

1981

8. 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 (11)

1980

9. 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 (24)
   See also Journal Article in Journal of Econometrics (1980)
10. 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 (6)

1978

11. 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 (19)

1996

2. Exchange rate instability: determinants and predictability
   Proceedings, 1996, 183-205 View citations (5)
   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 (136)

1994

4. Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco?
   Journal of Urban Economics, 1994, 35, (3), 245-266 View citations (37)

1991

5. An Empirical Assessment of Non-linearities in Models of Exchange Rate Determination
   Review of Economic Studies, 1991, 58, (3), 603-19 View citations (67)
   See also Working Paper (1989)
6. 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 (12)

1990

7. Currency Fluctuations in the Post-Bretton Woods Era
   Journal of Economic Perspectives, 1990, 4, (1), 117-34 View citations (48)
8. Determinants of residential housing prices in the Bay Area 1970-1988: effects of fundamental economic factors or speculative bubbles?
   Proceedings, 1990, (Nov) View citations (1)
9. Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation
   American Economic Review, 1990, 80, (2), 192-96 View citations (53)

1988

10. 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 (103)
    See also Working Paper (1988)

1986

11. Comments on Melvin and Schlagenhauf
    Journal of International Money and Finance, 1986, 5, (1, Supplement), S49-S51
12. Empirical assessment of foreign currency risk premiums
    Proceedings, 1986, 157-196 View citations (3)
13. Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?
    Journal of Political Economy, 1986, 94, (2), 345-73 View citations (50)
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 (19)
17. Is the sticky price assumption reasonable for exchange rate models?
    Journal of International Money and Finance, 1984, 3, (2), 131-139 View citations (3)

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 (67)
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 (762)
20. Rational Expectations and the Volatility of Floating Exchange Rates
    International Economic Review, 1983, 24, (3), 721-33 View citations (4)

1982

21. On Unit Roots and the Empirical Modeling of Exchange Rates
    Journal of Finance, 1982, 37, (4), 1029-35 View citations (75)

1981

22. Estimating Regression Models of Finite but Unknown Order
    International Economic Review, 1981, 22, (1), 55-70 View citations (45)
    Also in Journal of Econometrics, 1981, 16, (1), 162-162 (1981) View citations (39)

1980

23. Dynamic factor demand schedules for labor and capital under rational expectations
    Journal of Econometrics, 1980, 14, (1), 141-158 View citations (24)
    See also Working Paper (1980)

Chapters

1987

1. Are Exchange Rates Excessively Variable?
   A chapter in NBER Macroeconomics Annual 1987, Volume 2, 1987, pp 117-162 View citations (23)
   See also Working Paper (1988)

1983

2. The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
   A chapter in Exchange Rates and International Macroeconomics, 1983, pp 67-112 View citations (72)
   See also Working Paper (1982)