| 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 |
130 |
0 |
5 |
7 |
467 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
184 |
0 |
2 |
5 |
553 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
0 |
0 |
293 |
1 |
5 |
10 |
1,374 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
2 |
1 |
3 |
6 |
35 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
0 |
7 |
9 |
952 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
0 |
0 |
0 |
108 |
1 |
2 |
4 |
197 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
279 |
0 |
5 |
6 |
721 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
2 |
1,239 |
1 |
13 |
19 |
3,292 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
1 |
103 |
2 |
12 |
17 |
349 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
47 |
1 |
9 |
20 |
257 |
| Demographic Patterns and Household Saving in China |
0 |
1 |
1 |
153 |
0 |
13 |
25 |
291 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
17 |
2 |
6 |
10 |
33 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
73 |
0 |
6 |
11 |
163 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
59 |
2 |
6 |
10 |
95 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
2 |
8 |
11 |
86 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
9 |
1 |
5 |
11 |
92 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
568 |
2 |
12 |
19 |
1,685 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
95 |
2 |
8 |
14 |
338 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
1 |
300 |
0 |
6 |
12 |
899 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
62 |
0 |
15 |
19 |
302 |
| Exchange Rate Models Are Not as Bad as You Think |
1 |
1 |
3 |
643 |
5 |
9 |
27 |
1,571 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
1 |
2 |
120 |
5 |
15 |
22 |
349 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
0 |
148 |
1 |
11 |
16 |
338 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
3 |
173 |
2 |
12 |
17 |
449 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
49 |
1 |
8 |
12 |
229 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
0 |
0 |
229 |
0 |
3 |
5 |
1,932 |
| GDP and Temperature: Evidence on Cross-Country Response Heterogeneity |
0 |
0 |
0 |
13 |
2 |
6 |
17 |
45 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
49 |
1 |
6 |
7 |
84 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
52 |
1 |
4 |
6 |
59 |
| Identifying Exchange Rate Common Factors |
0 |
0 |
2 |
78 |
2 |
6 |
10 |
119 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
599 |
0 |
7 |
15 |
1,765 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
0 |
0 |
0 |
24 |
1 |
6 |
7 |
43 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
238 |
13 |
23 |
27 |
1,237 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
0 |
109 |
4 |
8 |
9 |
412 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
94 |
0 |
5 |
7 |
454 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
2 |
37 |
0 |
6 |
15 |
123 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
89 |
6 |
19 |
21 |
153 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
0 |
5 |
9 |
623 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
270 |
3 |
10 |
14 |
1,012 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
2 |
214 |
1 |
5 |
10 |
1,260 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
1 |
310 |
2 |
9 |
15 |
812 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
136 |
1 |
8 |
11 |
526 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
78 |
1 |
9 |
14 |
789 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
75 |
1 |
7 |
10 |
278 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
162 |
3 |
5 |
7 |
422 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
0 |
0 |
39 |
1 |
7 |
9 |
125 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
192 |
0 |
2 |
5 |
545 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
0 |
6 |
10 |
426 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
0 |
37 |
0 |
3 |
4 |
157 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
43 |
1 |
3 |
6 |
143 |
| Trending Current Accounts |
0 |
0 |
0 |
51 |
2 |
6 |
8 |
220 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
235 |
4 |
13 |
14 |
768 |
| Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
0 |
0 |
0 |
24 |
1 |
6 |
7 |
57 |
| Total Working Papers |
1 |
3 |
24 |
8,776 |
83 |
406 |
638 |
29,706 |
| 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 |
0 |
5 |
7 |
124 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
0 |
0 |
44 |
3 |
10 |
20 |
192 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
127 |
2 |
4 |
7 |
388 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
262 |
0 |
7 |
13 |
1,049 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
1 |
1 |
1 |
44 |
1 |
3 |
6 |
162 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
1 |
1 |
2 |
4 |
3 |
7 |
13 |
27 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
102 |
0 |
3 |
9 |
360 |
| Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand |
0 |
0 |
8 |
465 |
5 |
16 |
42 |
1,347 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
14 |
| Demographic Patterns and Household Saving in China |
0 |
1 |
4 |
132 |
0 |
4 |
14 |
488 |
| Demographics and Monetary Policy Shocks |
0 |
2 |
4 |
25 |
8 |
19 |
26 |
100 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
0 |
2 |
49 |
1 |
10 |
21 |
280 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
2 |
5 |
217 |
0 |
6 |
16 |
654 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
53 |
0 |
7 |
9 |
343 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
1 |
92 |
0 |
11 |
13 |
312 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
0 |
0 |
0 |
493 |
0 |
6 |
14 |
1,205 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
3 |
21 |
48 |
3,385 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
89 |
5 |
16 |
24 |
306 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
381 |
| GDP and temperature: Evidence on cross-country response heterogeneity |
0 |
4 |
11 |
15 |
1 |
13 |
42 |
55 |
| Global macro risks in currency excess returns |
0 |
0 |
1 |
14 |
0 |
2 |
7 |
78 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
0 |
1 |
8 |
1 |
3 |
8 |
78 |
| International debt and world business fluctuations |
0 |
0 |
0 |
17 |
0 |
2 |
3 |
74 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
41 |
0 |
4 |
7 |
131 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
1 |
575 |
0 |
8 |
14 |
2,703 |
| Measures of global uncertainty and carry-trade excess returns |
1 |
1 |
2 |
33 |
3 |
12 |
16 |
127 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
0 |
0 |
2 |
419 |
1 |
8 |
14 |
1,018 |
| Official interventions and the forward premium anomaly |
0 |
0 |
1 |
46 |
1 |
6 |
7 |
137 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
0 |
0 |
1 |
194 |
1 |
2 |
4 |
381 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
3 |
22 |
2 |
10 |
18 |
96 |
| Price Index Convergence Among United States Cities |
0 |
0 |
2 |
156 |
2 |
5 |
17 |
613 |
| Real and nominal exchange rates in the long run: An empirical investigation |
0 |
0 |
4 |
590 |
0 |
4 |
10 |
1,359 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
0 |
161 |
1 |
3 |
5 |
1,130 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
2 |
9 |
15 |
657 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
5 |
9 |
158 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
1 |
5 |
5 |
79 |
| Some evidence on the international inequality of real interest rates |
0 |
0 |
0 |
94 |
0 |
3 |
6 |
228 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
0 |
3 |
6 |
144 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
41 |
1 |
6 |
10 |
236 |
| Testing the CAPM with Time-Varying Risks and Returns |
0 |
0 |
0 |
249 |
0 |
4 |
5 |
577 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
0 |
0 |
0 |
68 |
0 |
4 |
6 |
259 |
| The International Transmission of Real Business Cycles |
0 |
0 |
2 |
178 |
0 |
5 |
7 |
507 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
0 |
215 |
0 |
7 |
11 |
1,010 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
134 |
1 |
5 |
5 |
382 |
| Third-country effects on the exchange rate |
0 |
0 |
1 |
70 |
1 |
4 |
12 |
219 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
0 |
0 |
114 |
0 |
3 |
4 |
256 |
| UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL |
0 |
0 |
1 |
3 |
3 |
5 |
11 |
23 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
102 |
0 |
13 |
15 |
427 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
6 |
15 |
19 |
3,241 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
0 |
0 |
0 |
6 |
0 |
3 |
5 |
44 |
| Total Journal Articles |
3 |
12 |
61 |
6,685 |
60 |
339 |
631 |
27,544 |
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