| 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 |
1 |
1 |
426 |
| 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 |
0 |
4 |
1,341 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
1 |
0 |
3 |
5 |
10 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
1 |
1 |
240 |
0 |
1 |
3 |
928 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
1 |
1 |
2 |
106 |
2 |
3 |
5 |
178 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
1 |
275 |
0 |
0 |
5 |
691 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
9 |
1,215 |
1 |
5 |
26 |
3,181 |
| Demographic Patterns and Household Saving in China |
2 |
7 |
10 |
142 |
3 |
11 |
24 |
202 |
| Demographic Patterns and Household Saving in China |
1 |
2 |
6 |
97 |
3 |
8 |
20 |
283 |
| Demographic Patterns and Household Saving in China |
0 |
2 |
5 |
40 |
1 |
5 |
18 |
152 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
3 |
62 |
3 |
5 |
15 |
93 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
1 |
1 |
2 |
561 |
2 |
2 |
11 |
1,596 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
23 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
85 |
2 |
6 |
20 |
266 |
| Effective Exchange Rate Classifications and Growth |
1 |
1 |
2 |
290 |
1 |
1 |
4 |
838 |
| 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 |
1 |
2 |
6 |
626 |
4 |
8 |
22 |
1,457 |
| Exchange Rates as Exchange Rate Common Factors |
1 |
2 |
6 |
103 |
2 |
4 |
20 |
282 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
3 |
126 |
0 |
0 |
10 |
256 |
| Factor Model Forecasts of Exchange Rates |
0 |
1 |
5 |
42 |
1 |
5 |
14 |
166 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
162 |
0 |
5 |
25 |
366 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
1 |
1 |
228 |
0 |
2 |
2 |
1,916 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
48 |
0 |
0 |
6 |
21 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
1 |
45 |
1 |
1 |
11 |
50 |
| Identifying Exchange Rate Common Factors |
0 |
1 |
3 |
66 |
1 |
6 |
22 |
55 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
592 |
1 |
2 |
7 |
1,697 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
230 |
1 |
2 |
12 |
1,143 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
1 |
1 |
107 |
0 |
1 |
2 |
385 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
93 |
0 |
0 |
4 |
420 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
1 |
4 |
2 |
2 |
6 |
18 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
1 |
81 |
0 |
1 |
6 |
98 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
256 |
0 |
0 |
8 |
966 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
6 |
19 |
73 |
553 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
209 |
0 |
0 |
3 |
1,220 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
1 |
306 |
1 |
2 |
5 |
769 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
134 |
0 |
1 |
1 |
503 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
1 |
1 |
77 |
1 |
2 |
3 |
750 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
1 |
1 |
1 |
50 |
1 |
2 |
12 |
1,409 |
| The Relative Importance of Political and Economic Variables in Creditworthiness Ratings |
0 |
0 |
0 |
202 |
1 |
2 |
4 |
797 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
5 |
152 |
2 |
4 |
19 |
378 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
1 |
69 |
0 |
0 |
4 |
237 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
1 |
1 |
38 |
0 |
2 |
6 |
103 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
0 |
0 |
5 |
359 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
191 |
0 |
0 |
2 |
530 |
| The equity premium and the risk-free rate: matching the moments |
2 |
2 |
2 |
31 |
5 |
5 |
8 |
119 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
40 |
0 |
5 |
12 |
120 |
| Trending Current Accounts |
0 |
0 |
0 |
50 |
0 |
1 |
4 |
194 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
1 |
234 |
0 |
0 |
6 |
733 |
| Total Working Papers |
11 |
28 |
86 |
8,573 |
49 |
137 |
515 |
29,080 |
| 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 |
0 |
0 |
1 |
103 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
1 |
1 |
2 |
41 |
1 |
1 |
4 |
138 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
125 |
1 |
1 |
2 |
366 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
4 |
255 |
0 |
2 |
15 |
980 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
0 |
0 |
42 |
0 |
0 |
4 |
148 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
1 |
2 |
101 |
1 |
3 |
10 |
310 |
| Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand |
0 |
0 |
5 |
401 |
2 |
4 |
22 |
1,107 |
| Demographic Patterns and Household Saving in China |
0 |
5 |
15 |
91 |
4 |
16 |
50 |
273 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
0 |
8 |
27 |
3 |
10 |
52 |
104 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
1 |
2 |
8 |
198 |
1 |
2 |
18 |
568 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
1 |
52 |
1 |
2 |
5 |
314 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
1 |
1 |
90 |
0 |
1 |
3 |
289 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
6 |
12 |
28 |
468 |
11 |
24 |
65 |
1,102 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
16 |
68 |
214 |
2,881 |
| Factor Model Forecasts of Exchange Rates |
1 |
1 |
4 |
72 |
4 |
5 |
29 |
184 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
364 |
| International debt and world business fluctuations |
0 |
0 |
1 |
16 |
1 |
1 |
2 |
66 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
36 |
0 |
1 |
4 |
102 |
| Mean Reversion in Equilibrium Asset Prices |
1 |
1 |
6 |
518 |
2 |
6 |
25 |
2,523 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
4 |
8 |
12 |
379 |
6 |
15 |
37 |
880 |
| 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 |
0 |
0 |
1 |
189 |
0 |
0 |
6 |
361 |
| Price Index Convergence Among United States Cities |
0 |
1 |
2 |
146 |
0 |
1 |
6 |
551 |
| Real and nominal exchange rates in the long run: An empirical investigation |
0 |
1 |
7 |
566 |
0 |
3 |
12 |
1,289 |
| Real exchange-rate prediction over long horizons |
0 |
1 |
1 |
156 |
0 |
1 |
2 |
1,101 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
2 |
165 |
1 |
1 |
4 |
598 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
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 |
0 |
1 |
87 |
0 |
1 |
3 |
206 |
| 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 |
1 |
1 |
39 |
0 |
1 |
3 |
203 |
| Testing the CAPM with Time-Varying Risks and Returns |
0 |
1 |
5 |
226 |
2 |
5 |
12 |
518 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
1 |
3 |
4 |
52 |
2 |
8 |
13 |
187 |
| The International Transmission of Real Business Cycles |
0 |
0 |
7 |
155 |
0 |
0 |
10 |
464 |
| The equity premium and the risk-free rate: Matching the moments |
1 |
1 |
1 |
204 |
1 |
4 |
9 |
917 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
132 |
0 |
1 |
6 |
363 |
| Third-country effects on the exchange rate |
0 |
1 |
7 |
50 |
1 |
3 |
21 |
141 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
1 |
1 |
2 |
110 |
2 |
3 |
4 |
233 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
1 |
1 |
1 |
97 |
2 |
3 |
6 |
385 |
| Understanding Spot and Forward Exchange Rate Regressions |
1 |
1 |
1 |
614 |
1 |
1 |
3 |
3,198 |
| Total Journal Articles |
19 |
45 |
141 |
6,079 |
67 |
199 |
695 |
23,977 |
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