| November 2012 | Introduction to "NBER International Seminar on Macroeconomics 2012"
with Francesco Giavazzi
in NBER International Seminar on Macroeconomics 2012, Francesco Giavazzi and Kenneth West, organizers
|
| September 2012 | Factor Model Forecasts of Exchange Rates
with Charles Engel, Nelson C. Mark: w18382
|
| July 2012 | Econometric Analysis of Present Value Models When the Discount Factor Is near One
w18247
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| August 2011 | Comment on "Flexing Your Muscles: Effects of Abandoning Fixed Exchange Rates for Greater Flexibility"
in NBER International Seminar on Macroeconomics 2011, Jeffrey Frankel and Christopher Pissarides, organizers
|
| November 2010 | Comment on "Globalization, the Business Cycle, and Macroeconomic Monitoring"
in NBER International Seminar on Macroeconomics 2010, Richard Clarida and Francesco Giavazzi, organizers
|
| June 2010 | Introduction to "NBER International Seminar on Macroeconomics 2009"
with Lucrezia Reichlin
in NBER International Seminar on Macroeconomics 2009, Lucrezia Reichlin and Kenneth West, organizers
|
| June 2009 | Front matter, table of contents, abstracts for "NBER International Seminar on Macroeconomics 2009"
with Lucrezia Reichlin
in NBER International Seminar on Macroeconomics 2009, Lucrezia Reichlin and Kenneth West, organizers
|
| April 2009 | Comment on "Real Variables, Nonlinearity, and European Real Exchange Rates"
in NBER International Seminar on Macroeconomics 2008, Jeffrey Frankel and Christopher Pissarides, organizers
|
| December 2008 | Forecast Evaluation of Small Nested Model Sets
with Kirstin Hubrich: w14601
|
| July 2008 | Front matter, table of contents, abstracts
with Lucrezia Reichlin
in NBER International Seminar on Macroeconomics 2006, Lucrezia Reichlin and Kenneth West, organizers
|
| Introduction to "NBER International Seminar on Macroeconomics 2006"
with Lucrezia Reichlin
in NBER International Seminar on Macroeconomics 2006, Lucrezia Reichlin and Kenneth West, organizers
|
| June 2008 | Exchange Rate Models Are Not As Bad As You Think
with Charles Engel, Nelson C. Mark
in NBER Macroeconomics Annual 2007, Volume 22, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
|
| August 2007 | Exchange Rate Models Are Not as Bad as You Think
with Charles Engel, Nelson C. Mark: w13318
|
| May 2007 | Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
with Ka-fu Wong, Stanislav Anatolyev: w13134
|
| Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
with Ka-fu Wong, Stanislav Anatolyev: t0338
|
| September 2006 | Front matter, table of contents, abstracts
with Richard H. Clarida, Jeffrey A. Frankel, Francesco Giavazzi
in NBER International Seminar on Macroeconomics 2004, Richard H. Clarida, Jeffrey Frankel, Francesco Giavazzi and Kenneth D. West, editors
|
| Introduction to "NBER International Seminar on Macroeconomics 2004"
with Richard H. Clarida, Jeffrey A. Frankel, Francesco Giavazzi
in NBER International Seminar on Macroeconomics 2004, Richard H. Clarida, Jeffrey Frankel, Francesco Giavazzi and Kenneth D. West, editors
|
| August 2006 | Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
with Todd Clark: t0326
|
| June 2005 | Comment on "Globalization and Disinflation: The Efficiency Channel"
in NBER International Seminar on Macroeconomics 2005, Jeffrey Frankel and Christopher Pissarides, editors
|
| January 2005 | Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
with Todd E. Clark: t0305
|
| December 2004 | Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
with Charles Engel: w10995
|
| November 2004 | Land Prices and Business Fixed Investments in Japan
with Nobuhiro Kiyotaki: w10909
|
| Model Uncertainty and Policy Evaluation: Some Theory and Empirics
with William A. Brock, Steven N. Durlauf: w10916
|
| August 2004 | Exchange Rates and Fundamentals
with Charles Engel: w10723
|
| February 2004 | Monetary Policy and the Volatility of Real Exchange Rates in New Zealand
w10280
|
| Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
with Charles Engel: w10267
|
| October 2003 | Policy Evaluation in Uncertain Economic Environments
with William A. Brock, Steven N. Durlauf: w10025
|
| January 2003 | Interest Rates and Exchange Rates in the Korean, Philippine, and Thai Exchange Rate Crises
with Dongchul Cho
in Managing Currency Crises in Emerging Markets, Michael P. Dooley and Jeffrey A. Frankel, editors
|
| June 2000 | Encompassing Tests When No Model Is Encompassing
t0256
|
| January 2000 | On Optimal Instrumental Variables Estimation of Stationary Time Series Models
t0249
|
| March 1998 | Regression-Based Tests of Predictive Ability
with Michael W. McCracken: t0226
|
| December 1997 | Inventories
with Valerie A. Ramey: w6315
|
| June 1997 | Business Fixed Investment and the Recent Business Cycle in Japan
with Nobuhiro Kiyotaki: w5546
|
| January 1996 | Business Fixed Investment and the Recent Business Cycle in Japan
with Nobuhiro Kiyotaki
in NBER Macroeconomics Annual 1996, Volume 11, Ben S. Bernanke and Julio J. Rotemberg, Editors
|
| July 1995 | Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
t0183
|
| March 1995 | A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
with David W. Wilcox: t0176
|
| February 1995 | Automatic Lag Selection in Covariance Matrix Estimation
with Whitney K. Newey: t0144
|
| April 1994 | An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990
w3823
|
| January 1994 | The Predictive Ability of Several Models of Exchange Rate Volatility
with Dongchul Cho: t0152
|
| September 1993 | Inventory Models
t0143
|
| July 1993 | Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model
with David W. Wilcox: t0139
|
| January 1993 | An Aggregate Demand -- Aggregate Supply Analysis of Japanese Monetary Policy,1973-1990
in Japanese Monetary Policy, Kenneth Singleton, editor
|
| November 1992 | A Utility Based Comparison of Some Models of Exchange Rate Volatility
with Hali J. Edison, Dongchul Cho: t0128
|
| August 1991 | The Sources of Fluctuations in Aggregate Inventories and GNP
w2992
|
| July 1991 | A Comparison of the Behavior of Japanese and U.S. Inventories
w3762
|
| Sources of Cycles in Japan, 1975-1987
w3763
|
| October 1989 | Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation
w2574
|
| July 1989 | On the Interpretation of Near Random-Walk Behavior in GNP
w2364
|
| June 1989 | Order Backlogs and Production Smoothing
w2385
|
| September 1988 | Dividend Innovations and Stock Price Volatility
w1833
|
| The Insensitivity of Consumption to News About Income
w2252
|
| Integrated Regressors and Tests of the Permanent Income Hypothesis
with James H. Stock: w2359
|
| July 1988 | Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output
w2664
|
| 1988 | A Specification Test for Speculative Bubbles
w2067
|
| December 1986 | A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate
w2102
|
| April 1986 | A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
with Whitney K. Newey: t0055
|
| February 1986 | Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
t0054
|
| Targeting Nominal Income: A Note
w1835
|
| March 1985 | A Variance Bounds Test of the Linear Quardractic Inventory Model
w1581
|
