| April 2009 | Currency Misalignments and Optimal Monetary Policy: A Reexamination
w14829
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| June 2008 | Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates"
in NBER International Seminar on Macroeconomics 2008, Jeffrey Frankel and Christopher Pissarides
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| February 2008 | International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities
with Jian Wang: w13814
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| August 2007 | Exchange Rate Models Are Not as Bad as You Think
with Nelson C. Mark, Kenneth D. West: w13318
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| March 2007 | Exchange Rate Models Are Not As Bad As You Think
with Nelson Mark, Kenneth D. West
in NBER Macroeconomics Annual 2007, Volume 22, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
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| May 2006 | Expectations and Exchange Rate Policy
with Michael B. Devereux: w12213
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| Portfolio Choice in a Monetary Open-Economy DSGE Model
with Akito Matsumoto: w12214
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| Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy
with Michael B. Devereux: w12215
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| January 2006 | The U.S. Current Account Deficit and the Expected Share of World Output
with John H. Rogers: w11921
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| March 2005 | Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing
w11209
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| December 2004 | Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
with Kenneth D. West: w10995
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| Some New Variance Bounds for Asset Prices
w10981
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| August 2004 | Exchange Rates and Fundamentals
with Kenneth D. West: w10723
|
| February 2004 | Does "Aggregation Bias" Explain the PPP Puzzle?
with Shiu-Sheng Chen: w10304
|
| Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
with Kenneth D. West: w10267
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| March 2003 | Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance
with Michael B. Devereux, Peter E. Storgaard: w9543
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| January 2003 | Expenditure Switching and Exchange-Rate Policy
in NBER Macroeconomics Annual 2002, Volume 17, Mark Gertler and Kenneth Rogoff, editors
|
| June 2002 | Expenditure Switching and Exchange Rate Policy
w9016
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| March 2002 | Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect
with Michael B. Devereux: w8858
|
| January 2002 | The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy...
w8725
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| October 2001 | The Adjustment of Prices and the Adjustment of the Exchange Rate
with James C. Morley: w8550
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| Endogenous Currency of Price Setting in a Dynamic Open Economy Model
with Michael B. Devereux: w8559
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| January 2001 | The Optimal Choice of Exchange Rate Regime: Price-Setting Rules and Internationalized Production
with Michael B. Devereux
in Topics in Empirical International Economics: A Festschrift in Honor of Robert E. Lipsey, Magnus Blomstrom and Linda S. Goldberg, editors
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| September 2000 | Currency Unions and International Integration
with Andrew K. Rose: w7872
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| Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets
w7889
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| July 2000 | Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?"
w7818
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| April 2000 | Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility
with Michael B. Devereux: w7665
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| October 1999 | Exchange Rate Pass-Through and the Welfare Effects of the Euro
with Michael B. Devereux, Cedric Tille: w7382
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| July 1999 | Violating the Law of One Price: Should We Make a Federal Case Out of It?
with John H. Rogers: w7242
|
| April 1999 | On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models
w7067
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| March 1999 | The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production
with Michael B. Devereux: w6992
|
| December 1998 | Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime
with Michael B. Devereux: w6867
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| January 1998 | Regional Patterns in the Law of One Price: The Roles of Geography versus Currencies
with John Rogers
in The Regionalization of the World Economy, Jeffrey A. Frankel, editor
|
| June 1997 | Intra-National, Intra-Continental, and Intra-Planetary PPP
with Michael K. Hendrickson, John H. Rogers: w6069
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| November 1996 | The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
w5312
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| October 1996 | The Distribution of Exchange Rates in the EMS
with Craig S. Hakkio: w4834
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| September 1996 | A Model of Foreign Exchange Rate Indetermination
w5766
|
| The Long-Run U.S./U.K. Real Exchange Rate
with Chang-Jin Kim: w5777
|
| July 1996 | Long-Run PPP May Not Hold After All
w5646
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| December 1995 | Accounting for U.S. Real Exchange Rate Changes
w5394
|
| Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
with John H. Rogers: w5395
|
| August 1994 | How Wide is the Border?
with John H. Rogers: w4829
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| May 1994 | Can the Markov Switching Model Forecast Exchange Rates?
w4210
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| April 1994 | A Test of International CAPM
with Anthony P. Rodrigues: w2054
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| Real Exchange Rates and Relative Prices: An Empirical Investigation
w4231
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| February 1994 | Relative Returns on Equities in Pacific Basin Countries
with John H. Rogers: w4655
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| January 1994 | Tests of CAPM on an International Portfolio of Bonds and Stocks
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
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| December 1993 | Tests of CAPM on an International Portfolio of Bonds and Stocks
w4598
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| March 1993 | The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
with Jeffrey A. Frankel, Kenneth A. Froot, Anthony P. Rodrigues: w4294
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| November 1989 | Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?
with James D. Hamilton: w3165
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| March 1989 | Conditional Mean-Variance Efficiency of the U.S. Stock Market
with Jeffrey A. Frankel, Kenneth A. Froot, Anthony P. Rodrigues: w2890
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| February 1988 | Tariffs and Saving in a Model with New Families
with Kenneth Kletzer: w2521
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| November 1987 | Trade Policy under Endogenous Credibility
with Kenneth Kletzer: w2449
|
| July 1987 | Tests of International CAPM with Time-Varying Covariances
with Anthony P. Rodrigues: w2303
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| 1987 | The Real Effects of Foreign Inflation in the Presence of Currency Substitution
w2140
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| Saving and Investment in an Open Economy with Non-Traded Goods
with Kenneth Kletzer: w2141
|
| March 1986 | International Borrowing to Finance Investment
with Kenneth M. Kletzer: w1865
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| Tariffs, Saving and the Current Account
with Kenneth Kletzer: w1869
|
| March 1985 | Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test
with Jeffrey A. Frankel: w1051
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| October 1984 | Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market
with Jeffrey A. Frankel: w1049
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