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Ronald MacDonald

Global rank #1273 98%

Institution: University of Glasgow

Primary Field: International (weighted toward more recent publications)

First Publication: 1985

Most Recent: 2024

RePEc ID: pma235 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.50
Last 10 Years 0.00 1.01 1.68 0.00 4.69
All Time 0.00 6.70 27.65 0.00 54.63

Publication Statistics

Raw Publications 59
Coauthorship-Adjusted Count 61.76

Publications (59)

Year Article Journal Tier Authors
2024 Identifying long-run relationships between the exchange rate, interest rates and stock prices Applied Economics C 2
2019 Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies Journal of Corporate Finance B 3
2019 The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement Journal of International Money and Finance B 4
2019 The multilateral relationship between oil and G10 currencies Energy Economics A 2
2017 The real exchange rate in the long run: Balassa-Samuelson effects reconsidered Journal of International Money and Finance B 4
2016 Idiosyncratic variation of the US Dollar Economics Letters C 2
2015 Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model Journal of International Money and Finance B 2
2015 Exchange rate forecasts and expected fundamentals Journal of International Money and Finance B 3
2015 An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries Economic Modeling C 3
2015 Half-lives of currencies and aggregation bias Economics Letters C 2
2015 Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate Journal of International Money and Finance B 2
2015 Carry funding and safe haven currencies: A threshold regression approach Journal of International Money and Finance B 2
2013 A new approach to tests of pricing-to-market Journal of International Money and Finance B 3
2013 Does the euro dominate Central and Eastern European money markets? Journal of International Money and Finance B 4
2013 Stock market reaction to fed funds rate surprises: State dependence and the financial crisis Journal of Banking & Finance B 3
2012 Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom Journal of Money, Credit, and Banking B 2
2011 CLIMBING TO THE TOP? FOREIGN DIRECT INVESTMENT AND PROPERTY RIGHTS Economic Inquiry C 3
2010 Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion Journal of Money, Credit, and Banking B 3
2009 MONETARY TRANSMISSION MECHANISM IN CENTRAL AND EASTERN EUROPE: SURVEYING THE SURVEYABLE Journal of Economic Surveys C 2
2009 Real exchange rates and real interest rate differentials: A present value interpretation European Economic Review B 2
2006 Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues Journal of Economic Surveys C 3
2005 Interest rate interactions in the classical gold standard, 1880-1914: was there any monetary independence? Journal of Monetary Economics A 2
2005 Markov switching regimes in a monetary exchange rate model Economic Modeling C 3
2004 Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen Journal of International Money and Finance B 2
2003 The inter-war gold exchange standard: credibility and monetary independence Journal of International Money and Finance B 2
2002 Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices Economic Modeling C 2
2001 The law of one price for transitional Ukraine Economics Letters C 3
2001 The Instability of the Money Demand Function: An I(2) Interpretation Oxford Bulletin of Economics and Statistics B 2
2001 repec:bla:obuest:v:63:y:2001:i:4:p:475-95 Oxford Bulletin of Economics and Statistics B 1
2000 Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'? Journal of Monetary Economics A 3
2000 An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933 Southern Economic Journal C 3
2000 Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say Journal of Economic Surveys C 1
1999 The width of the band and exchange rate mean-reversion: some further ERM-based results Journal of International Money and Finance B 2
1998 On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM European Economic Review B 2
1997 Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard Explorations in Economic History B 3
1997 On Fundamentals And Exchange Rates: A Casselian Perspective Review of Economics and Statistics A 2
1996 Currency forecasters are heterogeneous: confirmation and consequences Journal of International Money and Finance B 2
1996 Panel unit root tests and real exchange rates Economics Letters C 1
1995 Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990 Journal of International Money and Finance B 2
1994 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk Journal of International Money and Finance B 2
1993 Long-Run Purchasing Power Parity: Is It for Real? Review of Economics and Statistics A 1
1992 A stable US money demand function, 1874-1975 Economics Letters C 2
1991 The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions Economics Letters C 2
1991 Exchange Rates, Policy Convergence, and the European Monetary System. Review of Economics and Statistics A 2
1990 Expectations Formation and Risk in Four Foreign Exchange Markets. Oxford Economic Papers C 2
1989 Foreign exchange market efficiency and cointegration : Some evidence from the recent float Economics Letters C 2
1988 Testing Rational Expectations and Efficiency in the London Metal Exchange. Oxford Bulletin of Economics and Statistics B 2
1988 On Risk, Rationality and Excessive Speculation in the Deutschmark-U.S. Dollar Exchange Market: Some Evidence Using Survey Data. Oxford Bulletin of Economics and Statistics B 2
1988 Covered interest parity and UK monetary 'news' Economics Letters C 2
1987 On the specification of granger-causality tests using the cointegration methodology Economics Letters C 2
1987 repec:bla:econom:v:54:y:1987:i:216:p:505-15 Economica C 1
1987 The demand for international reserves in a regime of floating exchange rates : Some empirical evidence Economics Letters C 1
1987 The efficiency of the forward exchange market : Some evidence for the pound sterling-US dollar exchange rate using residuals from the LUS class Economics Letters C 2
1986 Intervention and sterilisation under floating exchange rates: The UK 1973-1983 European Economic Review B 2
1986 On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. Oxford Bulletin of Economics and Statistics B 2
1986 The velocity of money and the random walk hypothesis Economics Letters C 2
1985 Public Sector Borrowing, the Money Supply and Interest Rates. Oxford Bulletin of Economics and Statistics B 2
1985 'News' and the 1920's experience with floating exchange rates Economics Letters C 1
1985 The norman conquest of $4.86 and the asset approach to the exchange rate Journal of International Money and Finance B 1