| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
184 |
0 |
0 |
3 |
550 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
130 |
0 |
0 |
0 |
460 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
0 |
0 |
293 |
0 |
1 |
4 |
1,366 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
31 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
1 |
1 |
1 |
944 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
0 |
0 |
0 |
108 |
1 |
1 |
1 |
194 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
279 |
0 |
0 |
3 |
716 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
2 |
1,239 |
0 |
1 |
4 |
3,277 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
47 |
1 |
2 |
9 |
244 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
152 |
0 |
0 |
4 |
268 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
1 |
103 |
1 |
1 |
5 |
335 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
1 |
73 |
0 |
2 |
5 |
156 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
17 |
1 |
3 |
4 |
27 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
76 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
59 |
1 |
2 |
5 |
88 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
95 |
2 |
3 |
5 |
328 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
568 |
1 |
4 |
10 |
1,672 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
9 |
1 |
1 |
6 |
85 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
1 |
300 |
3 |
3 |
5 |
892 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
284 |
| Exchange Rate Models Are Not as Bad as You Think |
0 |
1 |
4 |
642 |
4 |
6 |
18 |
1,557 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
2 |
119 |
1 |
2 |
6 |
331 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
1 |
148 |
2 |
2 |
7 |
327 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
3 |
173 |
0 |
0 |
4 |
436 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
49 |
1 |
2 |
5 |
220 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
0 |
0 |
229 |
1 |
1 |
2 |
1,929 |
| GDP and Temperature: Evidence on Cross-Country Response Heterogeneity |
0 |
0 |
1 |
13 |
1 |
6 |
13 |
37 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
77 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
55 |
| Identifying Exchange Rate Common Factors |
0 |
2 |
2 |
78 |
0 |
2 |
3 |
111 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
599 |
2 |
4 |
6 |
1,756 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
37 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
238 |
1 |
1 |
3 |
1,212 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
0 |
109 |
0 |
1 |
2 |
404 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
94 |
1 |
1 |
2 |
448 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
3 |
37 |
2 |
5 |
11 |
116 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
89 |
0 |
1 |
1 |
133 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
3 |
3 |
4 |
617 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
1 |
2 |
214 |
1 |
2 |
5 |
1,254 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
270 |
2 |
2 |
5 |
1,002 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
1 |
1 |
310 |
2 |
4 |
5 |
802 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
136 |
1 |
1 |
3 |
518 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
78 |
2 |
4 |
6 |
779 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
162 |
2 |
2 |
3 |
417 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
75 |
1 |
2 |
2 |
270 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
116 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
192 |
2 |
2 |
3 |
542 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
3 |
3 |
5 |
420 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
154 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
43 |
1 |
1 |
2 |
139 |
| Trending Current Accounts |
0 |
0 |
0 |
51 |
1 |
1 |
2 |
214 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
235 |
0 |
0 |
0 |
754 |
| Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
50 |
| Total Working Papers |
0 |
5 |
30 |
8,773 |
52 |
89 |
217 |
29,227 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on International Real Interest Rate Differentials |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
119 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
0 |
0 |
44 |
2 |
2 |
8 |
178 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
127 |
2 |
2 |
3 |
384 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
262 |
3 |
3 |
8 |
1,042 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
0 |
0 |
43 |
2 |
2 |
3 |
159 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
16 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
102 |
1 |
1 |
5 |
355 |
| Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand |
0 |
3 |
8 |
465 |
5 |
9 |
34 |
1,327 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
13 |
| Demographic Patterns and Household Saving in China |
1 |
1 |
2 |
129 |
2 |
4 |
9 |
480 |
| Demographics and Monetary Policy Shocks |
0 |
1 |
1 |
22 |
2 |
4 |
8 |
80 |
| Demographics and aggregate household saving in Japan, China, and India |
1 |
1 |
2 |
49 |
2 |
4 |
13 |
270 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
0 |
3 |
215 |
1 |
2 |
12 |
647 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
336 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
1 |
92 |
1 |
1 |
2 |
301 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
0 |
0 |
1 |
493 |
2 |
2 |
9 |
1,196 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
3 |
8 |
40 |
3,361 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
89 |
0 |
3 |
9 |
290 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
379 |
| GDP and temperature: Evidence on cross-country response heterogeneity |
0 |
2 |
6 |
10 |
1 |
7 |
30 |
38 |
| Global macro risks in currency excess returns |
0 |
0 |
2 |
14 |
1 |
2 |
7 |
75 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
1 |
1 |
8 |
1 |
2 |
3 |
73 |
| International debt and world business fluctuations |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
71 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
125 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
1 |
575 |
1 |
4 |
9 |
2,695 |
| Measures of global uncertainty and carry-trade excess returns |
0 |
0 |
1 |
32 |
0 |
1 |
6 |
115 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
0 |
0 |
3 |
419 |
1 |
1 |
8 |
1,010 |
| Official interventions and the forward premium anomaly |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
131 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
0 |
0 |
0 |
193 |
0 |
0 |
0 |
377 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
3 |
22 |
1 |
3 |
8 |
85 |
| Price Index Convergence Among United States Cities |
0 |
0 |
2 |
156 |
2 |
4 |
10 |
605 |
| Real and nominal exchange rates in the long run: An empirical investigation |
1 |
1 |
4 |
590 |
2 |
2 |
7 |
1,355 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
0 |
161 |
0 |
0 |
0 |
1,125 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
0 |
1 |
5 |
645 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
151 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
74 |
| Some evidence on the international inequality of real interest rates |
0 |
0 |
0 |
94 |
1 |
1 |
1 |
223 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
139 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
1 |
41 |
2 |
2 |
3 |
228 |
| Testing the CAPM with Time-Varying Risks and Returns |
0 |
0 |
0 |
249 |
0 |
0 |
1 |
572 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
0 |
0 |
1 |
68 |
0 |
0 |
4 |
255 |
| The International Transmission of Real Business Cycles |
0 |
0 |
2 |
178 |
0 |
0 |
2 |
502 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
0 |
215 |
0 |
1 |
5 |
1,002 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
134 |
0 |
0 |
0 |
377 |
| Third-country effects on the exchange rate |
0 |
1 |
1 |
70 |
3 |
5 |
9 |
214 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
0 |
0 |
114 |
0 |
1 |
1 |
253 |
| UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL |
0 |
1 |
2 |
3 |
0 |
1 |
11 |
15 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
102 |
0 |
1 |
1 |
413 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
2 |
2 |
3 |
3,224 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
41 |
| Total Journal Articles |
3 |
12 |
51 |
6,668 |
49 |
92 |
318 |
27,141 |
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