| 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 |
127 |
1 |
2 |
3 |
428 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
1 |
183 |
0 |
0 |
1 |
537 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
0 |
0 |
289 |
0 |
2 |
6 |
1,343 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
1 |
1 |
2 |
1 |
3 |
7 |
13 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
1 |
240 |
0 |
1 |
4 |
929 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
0 |
0 |
1 |
106 |
0 |
0 |
3 |
178 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
1 |
275 |
1 |
3 |
8 |
694 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
7 |
1,215 |
0 |
1 |
21 |
3,182 |
| Demographic Patterns and Household Saving in China |
0 |
1 |
9 |
143 |
0 |
1 |
18 |
203 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
5 |
97 |
0 |
1 |
17 |
284 |
| Demographic Patterns and Household Saving in China |
1 |
1 |
5 |
41 |
5 |
7 |
20 |
159 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
13 |
13 |
13 |
2 |
3 |
3 |
3 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
1 |
4 |
63 |
1 |
5 |
20 |
98 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Demographics and Monetary Policy Shocks |
1 |
36 |
36 |
36 |
4 |
22 |
22 |
22 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
1 |
1 |
3 |
0 |
2 |
8 |
25 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
85 |
3 |
4 |
20 |
270 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
561 |
1 |
4 |
12 |
1,600 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
2 |
290 |
1 |
1 |
5 |
839 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
265 |
| Exchange Rate Models Are Not as Bad as You Think |
0 |
0 |
5 |
626 |
3 |
6 |
24 |
1,463 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
1 |
6 |
104 |
1 |
5 |
21 |
287 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
1 |
4 |
127 |
0 |
1 |
8 |
257 |
| Factor Model Forecasts of Exchange Rates |
0 |
1 |
5 |
43 |
2 |
3 |
15 |
169 |
| Factor Model Forecasts of Exchange Rates |
1 |
2 |
2 |
164 |
2 |
7 |
27 |
373 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
0 |
1 |
228 |
0 |
1 |
3 |
1,917 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
48 |
0 |
0 |
4 |
21 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
1 |
45 |
0 |
3 |
11 |
53 |
| Identifying Exchange Rate Common Factors |
0 |
0 |
2 |
66 |
1 |
3 |
20 |
58 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
592 |
0 |
2 |
8 |
1,699 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
14 |
21 |
21 |
21 |
4 |
7 |
7 |
7 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
230 |
3 |
5 |
15 |
1,148 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
1 |
107 |
0 |
0 |
2 |
385 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
1 |
1 |
94 |
1 |
2 |
4 |
422 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
1 |
1 |
2 |
5 |
1 |
3 |
8 |
21 |
| Precautionary Saving of Chinese and U.S. Households |
1 |
2 |
3 |
83 |
2 |
3 |
9 |
101 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
256 |
0 |
0 |
5 |
966 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
209 |
1 |
1 |
4 |
1,221 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
5 |
10 |
70 |
563 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
1 |
306 |
0 |
0 |
5 |
769 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
134 |
1 |
1 |
2 |
504 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
750 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
0 |
1 |
2 |
51 |
0 |
1 |
6 |
1,410 |
| The Relative Importance of Political and Economic Variables in Creditworthiness Ratings |
0 |
0 |
0 |
202 |
0 |
1 |
4 |
798 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
69 |
0 |
1 |
2 |
238 |
| The Role of Household Saving in the Economic Rise of China |
1 |
1 |
5 |
153 |
2 |
4 |
17 |
382 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
1 |
1 |
2 |
39 |
1 |
1 |
6 |
104 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
1 |
1 |
4 |
360 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
191 |
0 |
0 |
1 |
530 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
2 |
31 |
0 |
1 |
9 |
120 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
40 |
1 |
1 |
11 |
121 |
| Trending Current Accounts |
0 |
0 |
0 |
50 |
0 |
1 |
5 |
195 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
1 |
234 |
1 |
3 |
9 |
736 |
| Total Working Papers |
21 |
87 |
160 |
8,660 |
54 |
141 |
549 |
29,221 |
| 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 |
41 |
1 |
1 |
2 |
104 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
2 |
4 |
43 |
1 |
5 |
9 |
143 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
125 |
0 |
2 |
4 |
368 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
4 |
255 |
0 |
3 |
16 |
983 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
148 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
2 |
101 |
0 |
3 |
12 |
313 |
| Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand |
0 |
2 |
6 |
403 |
1 |
4 |
21 |
1,111 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Demographic Patterns and Household Saving in China |
0 |
3 |
17 |
94 |
3 |
11 |
51 |
284 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
2 |
7 |
29 |
3 |
15 |
53 |
119 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
1 |
7 |
199 |
0 |
4 |
18 |
572 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
314 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
1 |
90 |
0 |
0 |
3 |
289 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
2 |
7 |
34 |
475 |
3 |
16 |
71 |
1,118 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
6 |
25 |
179 |
2,906 |
| Factor Model Forecasts of Exchange Rates |
0 |
2 |
5 |
74 |
0 |
3 |
24 |
187 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
365 |
| Global macro risks in currency excess returns |
0 |
0 |
3 |
4 |
0 |
2 |
12 |
22 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
0 |
3 |
3 |
0 |
4 |
17 |
17 |
| International debt and world business fluctuations |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
66 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
36 |
1 |
1 |
4 |
103 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
6 |
518 |
4 |
10 |
32 |
2,533 |
| Measures of global uncertainty and carry-trade excess returns |
2 |
4 |
11 |
11 |
3 |
12 |
37 |
37 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
0 |
1 |
13 |
380 |
1 |
9 |
41 |
889 |
| Official interventions and the forward premium anomaly |
0 |
0 |
1 |
44 |
0 |
0 |
4 |
113 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
1 |
1 |
1 |
190 |
3 |
3 |
6 |
364 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
3 |
5 |
0 |
0 |
7 |
20 |
| Price Index Convergence Among United States Cities |
0 |
0 |
2 |
146 |
0 |
1 |
7 |
552 |
| Real and nominal exchange rates in the long run: An empirical investigation |
2 |
3 |
8 |
569 |
4 |
6 |
16 |
1,295 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
1 |
156 |
1 |
1 |
3 |
1,102 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
2 |
165 |
0 |
0 |
4 |
598 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
144 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
69 |
| Some evidence on the international inequality of real interest rates |
0 |
1 |
2 |
88 |
0 |
1 |
3 |
207 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
134 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
1 |
39 |
1 |
2 |
5 |
205 |
| Testing the CAPM with Time-Varying Risks and Returns |
1 |
2 |
5 |
228 |
2 |
4 |
12 |
522 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
2 |
2 |
6 |
54 |
3 |
6 |
18 |
193 |
| The International Transmission of Real Business Cycles |
0 |
0 |
6 |
155 |
0 |
0 |
8 |
464 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
1 |
204 |
8 |
11 |
19 |
928 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
132 |
0 |
1 |
7 |
364 |
| Third-country effects on the exchange rate |
0 |
2 |
8 |
52 |
2 |
7 |
22 |
148 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
0 |
2 |
110 |
1 |
2 |
6 |
235 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
1 |
97 |
1 |
1 |
6 |
386 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
1 |
614 |
0 |
0 |
1 |
3,198 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
1 |
1 |
1 |
1 |
4 |
5 |
5 |
5 |
| Total Journal Articles |
11 |
36 |
176 |
6,134 |
57 |
182 |
779 |
24,237 |
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