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Details about Richard A. Meese

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Phone:707 258 2982
Postal address:3099 Dry Creek Rd Napa, CA 94558

Access statistics for papers by Richard A. Meese.

Last updated 2011-02-25. Update your information in the RePEc Author Service.

Short-id: pme152


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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

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

1988

  1. WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD
    Working papers, Wisconsin Madison - Social Systems View citations (88)
    See also Journal Article in Journal of Finance (1988)

1987

  1. Are Exchange Rates Excessively Variable
    Economics Working Papers, University of California at Berkeley View citations (35)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (1)

    See also Chapter (1987)

1986

  1. Empirical Assessment of Present Value Relations
    Research Program in Finance Working Papers, University of California at Berkeley View citations (12)

1985

  1. Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1985) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (1986)

1982

  1. 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.) Downloads View citations (47)
    See also Chapter (1983)

1981

  1. 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.) Downloads View citations (11)

1980

  1. 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.) Downloads View citations (27)
    See also Journal Article in Journal of Econometrics (1980)
  2. 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.) Downloads View citations (6)

1978

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

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 Downloads View citations (34)

1996

  1. Exchange rate instability: determinants and predictability
    Proceedings, 1996, 183-205 View citations (5)
    See also Working Paper (1997)

1995

  1. Banking on currency forecasts: How predictable is change in money?
    Journal of International Economics, 1995, 38, (1-2), 161-178 Downloads View citations (167)

1994

  1. 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 Downloads View citations (49)

1991

  1. An Empirical Assessment of Non-linearities in Models of Exchange Rate Determination
    Review of Economic Studies, 1991, 58, (3), 603-19 Downloads View citations (82)
    See also Working Paper (1989)
  2. Nonparametric Estimation of Dynamic Hedonic Price Models and the Construction of Residential Housing Price Indices
    Real Estate Economics, 1991, 19, (3), 308-332 Downloads View citations (20)

1990

  1. Currency Fluctuations in the Post-Bretton Woods Era
    Journal of Economic Perspectives, 1990, 4, (1), 117-34 Downloads View citations (88)
  2. 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)
  3. Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation
    American Economic Review, 1990, 80, (2), 192-96 Downloads View citations (56)

1988

  1. Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period
    Journal of Finance, 1988, 43, (4), 933-48 Downloads View citations (128)
    See also Working Paper (1988)

1986

  1. Comments on Melvin and Schlagenhauf
    Journal of International Money and Finance, 1986, 5, (1, Supplement), S49-S51 Downloads
  2. Empirical assessment of foreign currency risk premiums
    Proceedings, 1986, 157-196 View citations (3)
  3. Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?
    Journal of Political Economy, 1986, 94, (2), 345-73 Downloads View citations (60)
  4. Was it real? The exchange rate -- Interest differential relation: 1973-1984
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 297-298 Downloads
    See also Working Paper (1985)

1985

  1. 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 Downloads

1984

  1. A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series
    Journal of Business & Economic Statistics, 1984, 2, (3), 191-200 View citations (20)
  2. Is the sticky price assumption reasonable for exchange rate models?
    Journal of International Money and Finance, 1984, 3, (2), 131-139 Downloads View citations (4)

1983

  1. Comparing alternative tests of causality in temporal systems: Analytic results and experimental evidence
    Journal of Econometrics, 1983, 21, (2), 161-194 Downloads View citations (80)
  2. Empirical exchange rate models of the seventies: Do they fit out of sample?
    Journal of International Economics, 1983, 14, (1-2), 3-24 Downloads View citations (1011)
  3. Rational Expectations and the Volatility of Floating Exchange Rates
    International Economic Review, 1983, 24, (3), 721-33 Downloads View citations (4)

1982

  1. On Unit Roots and the Empirical Modeling of Exchange Rates
    Journal of Finance, 1982, 37, (4), 1029-35 Downloads View citations (84)

1981

  1. Estimating Regression Models of Finite but Unknown Order
    International Economic Review, 1981, 22, (1), 55-70 Downloads View citations (57)
    Also in Journal of Econometrics, 1981, 16, (1), 162-162 (1981) Downloads View citations (43)

1980

  1. Dynamic factor demand schedules for labor and capital under rational expectations
    Journal of Econometrics, 1980, 14, (1), 141-158 Downloads View citations (26)
    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 Downloads View citations (27)
    See also Working Paper (1987)

1983

  1. 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 Downloads View citations (76)
    See also Working Paper (1982)
 
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