NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert E. Cumby

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

November 2010Comment on "Currency Carry Trades"
in NBER International Seminar on Macroeconomics 2010, Richard Clarida and Francesco Giavazzi, organizers
August 2008The Macroeconomic Implications of a Key Currency
with Matthew Canzoneri, Behzad Diba, David Lopez-Salido: w14242
Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework
with Matthew Canzoneri, Behzad Diba, David Lopez-Salido: w14244

Published: Matthew Canzoneri & Robert Cumby & Behzad Diba & David Lãpez-Salido, 2008. "Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1667-1698, December. citation courtesy of

September 2006How Do Monetary and Fiscal Policy Interact in the European Monetary Union?
with Matthew B. Canzoneri, Behzad T. Diba
in NBER International Seminar on Macroeconomics 2004, Richard H. Clarida, Jeffrey Frankel, Francesco Giavazzi and Kenneth D. West, editors
January 2005How Do Monetary and Fiscal Policy Interact in the European Monetary Union?
with Matthew B. Canzoneri, Behzad T. Diba: w11055

Published: How Do Monetary and Fiscal Policy Interact in the European Monetary Union?, Matthew B. Canzoneri, Robert E. Cumby, Behzad T. Diba. in NBER International Seminar on Macroeconomics 2004, Clarida, Frankel, Giavazzi, and West. 2006

November 2004The Cost of Nominal Inertia in NNS Models
with Matthew B. Canzoneri, Behzad T. Diba: w10889

Published: Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2007. "The Cost of Nominal Rigidity in NNS Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1563-1586, October.

February 2002The Need for International Policy Coordination: What's Old, What's New, What's Yet to Come?
with Matthew B. Canzoneri, Behzad T. Diba: w8765

Published: Canzoneri, Matthew B., Robert E. Cumby and Behzad T. Diba. "The Need For International Policy Coordination: What's Old, What's New, What's Yet To Come?," Journal of International Economics, 2005, v66(2,Jul), 363-384. citation courtesy of

March 1998Is the Price Level Determined by the Needs of Fiscal Solvency?
with Matthew B. Canzoneri, Behzad T. Diba: w6471

Published: Canzoneri, Matthew B., Robert E. Cumby and Behzad T. Diba. "Is The Price Level Determined By The Needs Of Fiscal Solvency?," American Economic Review, 2001, v91(5,Dec), 1221-1238. citation courtesy of

January 1997Testing Models of the Trade Policy Process: Antidumping and the "New Issues"
with Theodore H. Moran
in The Effects of U.S. Trade Protection and Promotion Policies, Robert C. Feenstra, editor
July 1996Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?
w5675
Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries
with Matthew B. Canzoneri, Behzad Diba: w5676

Published: Canzoneri, Matthew B., Robert E. Cumby and Behzad Diba. "Relative Labor Productivity And The Real Exchange Rate In The Long Run: Evidence For A Panel Of OECD Countries," Journal of International Economics, 1999, v47(2,Apr), 245-266. citation courtesy of

October 1990Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
with John Huizinga: t0092

Published: Econometrica, Volume 60, No. 1, January 1992, pp. 185-195

The Predictability of Real Exchange Rate Changes in the Short and Long Run
with John Huizinga: w3468

Published: Japan and the World Economy, Volume 3, pp. 17-38, 1991 citation courtesy of

September 1987Is it Risk? Explaining Deviations from Uncovered Interest Parity
w2380

Published: Journal of Monetary Economics, Vol. 22, pp. 279-299, September 1988. citation courtesy of

Consumption Risk and International Asset Returns: Some Empirical Evidence
w2383

Published: Journal of International Money and Finance, Vol. 9, no. 2, June 1990.

August 1987Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981
with Sweder van Wijnbergen: w2376

Published: Journal of International Economics, vol. 27, no.1/2, pp. 111-127, August 1989. citation courtesy of

June 1987On the Definition and Magnitude of Recent Capital Flight
with Richard M. Levich: w2275

Published: Cumby, Robert and Richard Levich. "On the Definition and Magnitude of Recent Capital Flight," Capital Flight and Third World Debt, eds. D. Lessard and J. Williamson. Washington, DC: Institute for International Economics, 1987.

1987The International Linkage of Real Interest Rates: The European - U.S. Connection
with Frederic S. Mishkin: w1423

Published: Cumby, Robert E. and Frederic S. Mishkin. "The International Linkage of Real Interest Rates: The European - U.S. Connection," Journal of International Money and Finance, Vol. 5, March 1986, pp. 5-23. citation courtesy of

August 1984Monetary Policy Under Dual Exchange Rates
w1424

Published: Journal of International Money and Finance, vol. 3, no. 2, ppp. 195-208, August 1984. citation courtesy of

1984International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence
with Maurice Obstfeld
in Exchange Rate Theory and Practice, John F. O. Bilson and Richard C. Marston, eds.
July 1983Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
with Maurice Obstfeld, John Huizinga: t0011

Published: Cumby, Robert E., John Huizinga and Maurice Obstfeld. "Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations." Journal of Econometrics, Vol. 21, (1983) pp. 333-355.

1983Capital Mobility and the Scope for Sterilization: Mexico in the 1970s
with Maurice Obstfeld
in Financial Policies and the World Capital Market: The Problem of Latin American Countries, Pedro Aspe Armella, Rudiger Dornbusch, and Maurice Obstfeld, eds.
June 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence
with Maurice Obstfeld: w0921

Published:

September 1981Capital Mobility and the Scope for Sterilization: Mexico in the 1970s
with Maurice Obstfeld: w0770

Published:

August 1980Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis
with Maurice Obstfeld: w0537

Published: Cumby Robert E. and Obstfeld, Maurice. "A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis." The Journal of Finance, Vol. XXXVI, No. 3, (June 1981), pp. 697-703.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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