National Bureau of Economic Research
NBER: Exchange-rate Conference

Subject: Exchange-rate Conference
From: Charles Engel (cengel@ssc.wisc.edu)
Date: Tue Dec 19 2000 - 16:44:15 EST


Call for Papers

        We solicit submissions for a conference "Empirical Exchange Rate Models" to be held in Madison, Wisconsin, September 28-29, 2001.

        The aim of the conference is to assess where we stand twenty years after Meese and Rogoff's "Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?" (Journal of International Economics, February 1983. We are seeking empirical papers that examine our understanding of exchange-rate behavior in the context of economic models. We have in mind, for example, projects that analyze the ability of monetary models to forecast exchange rates at short and long horizons; VAR models of open economies; models of noise traders and portfolio flows; models applied to emerging markets; etc. The papers need not produce exchange-rate forecasts.

        We aim to produce a special issue of the Journal of International Economics for February 2003 (the 20th anniversary of the Meese-Rogoff paper) with conference papers. The papers will go through a refereeing process (and so are not guaranteed to be accepted for the journal.)

        Late September is a very nice time of the year to visit Madison (which incidentally has a Meese-Rogoff connection: Meese received his Ph.D. from UW-Madison, and Rogoff's first academic job was there.) The leaves will be starting to turn colors but the weather should be temperate (average high temperature at that time of year is around 66°F.)

        Please send paper proposals or completed papers to Charles Engel, Andy Rose and John Rogers by March 1, 2001. Transportation and accommodation expenses will be covered. (Reasonable expenses will be covered for international travel.)

        The conference is sponsored by the Clausen Center for International Business and Policy of the University of California, Berkeley; World Affairs and the Global Economy of the University of Wisconsin-Madison; the School of Business of the University of Wisconsin-Madison, and the Board of Governors of the Federal Reserve System.

Charles Engel Department of Economics University of Wisconsin 1180 Observatory Drive Madison, WI 53706-1393 Cengel@ssc.wisc.edu (608)262-3697

Andrew K. Rose Haas School of Business University of California Berkeley, CA 94720-1900 Arose@haas.berkeley.edu (510) 642-6609

John H. Rogers International Finance Division Federal Reserve Board Washington, DC 20551 Rogersj3@frb.gov (202) 452-2873

 
Charles Engel
Department of Economics
University of Wisconsin
1180 Observatory Drive
Madison, WI 53706-1393
Phone: (608) 262-3697
Fax: (608) 262-2033