| September 2012 | Factor Model Forecasts of Exchange Rates
with Nelson C. Mark, Kenneth D. West: w18382
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| June 2011 | The Real Exchange Rate, Real Interest Rates, and the Risk Premium
w17116
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| April 2009 | Currency Misalignments and Optimal Monetary Policy: A Reexamination
w14829
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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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| 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
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| February 2004 | Does "Aggregation Bias" Explain the PPP Puzzle?
with Shiu-Sheng Chen: w10304
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| 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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| 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
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| 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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| 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
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| 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
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| 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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| 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
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| The Long-Run U.S./U.K. Real Exchange Rate
with Chang-Jin Kim: w5777
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| 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
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| Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
with John H. Rogers: w5395
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| 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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| 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
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| 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
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| 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
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| 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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