| 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 |
1 |
2 |
6 |
555 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
130 |
1 |
1 |
8 |
468 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
0 |
0 |
293 |
4 |
6 |
15 |
1,379 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
2 |
4 |
5 |
9 |
39 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
2 |
2 |
11 |
954 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
0 |
0 |
0 |
108 |
2 |
6 |
9 |
202 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
279 |
2 |
3 |
8 |
724 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
2 |
1,239 |
3 |
7 |
25 |
3,298 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
47 |
4 |
7 |
25 |
263 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
1 |
153 |
2 |
3 |
27 |
294 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
103 |
2 |
5 |
19 |
352 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
17 |
2 |
4 |
11 |
35 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
73 |
4 |
4 |
15 |
167 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
59 |
4 |
8 |
16 |
101 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
1 |
8 |
17 |
92 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
568 |
5 |
9 |
25 |
1,692 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
9 |
1 |
4 |
13 |
95 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
95 |
2 |
4 |
15 |
340 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
1 |
300 |
4 |
5 |
17 |
904 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
62 |
0 |
0 |
19 |
302 |
| Exchange Rate Models Are Not as Bad as You Think |
1 |
2 |
3 |
644 |
1 |
6 |
23 |
1,572 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
2 |
120 |
3 |
9 |
26 |
353 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
0 |
148 |
0 |
1 |
15 |
338 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
49 |
4 |
5 |
16 |
233 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
2 |
173 |
4 |
8 |
21 |
455 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
0 |
0 |
229 |
1 |
2 |
7 |
1,934 |
| GDP and Temperature: Evidence on Cross-Country Response Heterogeneity |
0 |
0 |
0 |
13 |
3 |
6 |
19 |
49 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
49 |
7 |
9 |
15 |
92 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
52 |
4 |
5 |
10 |
63 |
| Identifying Exchange Rate Common Factors |
1 |
1 |
3 |
79 |
5 |
7 |
15 |
124 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
599 |
2 |
4 |
19 |
1,769 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
0 |
0 |
0 |
24 |
2 |
4 |
10 |
46 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
238 |
1 |
14 |
27 |
1,238 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
0 |
109 |
1 |
6 |
11 |
414 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
94 |
4 |
4 |
11 |
458 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
1 |
37 |
0 |
1 |
14 |
124 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
89 |
7 |
18 |
33 |
165 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
1 |
1 |
10 |
624 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
214 |
2 |
3 |
10 |
1,262 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
270 |
6 |
10 |
20 |
1,019 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
1 |
310 |
0 |
3 |
15 |
813 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
136 |
0 |
1 |
10 |
526 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
78 |
2 |
4 |
17 |
792 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
75 |
2 |
3 |
12 |
280 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
162 |
1 |
6 |
10 |
425 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
0 |
0 |
39 |
0 |
1 |
9 |
125 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
2 |
3 |
12 |
429 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
192 |
1 |
2 |
7 |
547 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
0 |
37 |
1 |
3 |
7 |
160 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
43 |
2 |
3 |
7 |
145 |
| Trending Current Accounts |
0 |
0 |
0 |
51 |
1 |
4 |
9 |
222 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
235 |
0 |
4 |
14 |
768 |
| Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
0 |
0 |
0 |
24 |
4 |
6 |
12 |
62 |
| Total Working Papers |
2 |
3 |
19 |
8,778 |
124 |
259 |
783 |
29,882 |
| 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 |
8 |
125 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
0 |
0 |
44 |
4 |
10 |
26 |
199 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
127 |
1 |
4 |
9 |
390 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
262 |
1 |
1 |
14 |
1,050 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
1 |
1 |
44 |
2 |
8 |
13 |
169 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
1 |
1 |
4 |
2 |
6 |
15 |
30 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
102 |
3 |
3 |
11 |
363 |
| Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand |
0 |
0 |
7 |
465 |
4 |
12 |
47 |
1,354 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
17 |
| Demographic Patterns and Household Saving in China |
0 |
2 |
6 |
134 |
1 |
5 |
18 |
493 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
4 |
25 |
4 |
14 |
32 |
106 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
0 |
2 |
49 |
3 |
5 |
24 |
284 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
0 |
4 |
217 |
2 |
3 |
17 |
657 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
53 |
4 |
6 |
14 |
349 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
1 |
92 |
1 |
1 |
14 |
313 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
0 |
0 |
0 |
493 |
4 |
4 |
17 |
1,209 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
10 |
17 |
54 |
3,399 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
89 |
2 |
8 |
23 |
309 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
3 |
3 |
7 |
384 |
| GDP and temperature: Evidence on cross-country response heterogeneity |
1 |
1 |
11 |
16 |
5 |
6 |
37 |
60 |
| Global macro risks in currency excess returns |
0 |
0 |
1 |
14 |
3 |
3 |
9 |
81 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
0 |
1 |
8 |
0 |
1 |
8 |
78 |
| International debt and world business fluctuations |
0 |
0 |
0 |
17 |
3 |
3 |
6 |
77 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
41 |
3 |
3 |
10 |
134 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
1 |
575 |
5 |
5 |
19 |
2,708 |
| Measures of global uncertainty and carry-trade excess returns |
0 |
1 |
1 |
33 |
2 |
7 |
17 |
131 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
0 |
0 |
1 |
419 |
0 |
1 |
12 |
1,018 |
| Official interventions and the forward premium anomaly |
0 |
0 |
1 |
46 |
1 |
2 |
8 |
138 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
0 |
0 |
1 |
194 |
1 |
2 |
5 |
382 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
22 |
5 |
16 |
28 |
110 |
| Price Index Convergence Among United States Cities |
0 |
0 |
1 |
156 |
0 |
4 |
17 |
615 |
| Real and nominal exchange rates in the long run: An empirical investigation |
0 |
0 |
4 |
590 |
1 |
2 |
12 |
1,361 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
0 |
161 |
1 |
2 |
6 |
1,131 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
1 |
4 |
16 |
659 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
2 |
3 |
11 |
161 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
0 |
2 |
6 |
80 |
| Some evidence on the international inequality of real interest rates |
0 |
0 |
0 |
94 |
1 |
4 |
10 |
232 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
1 |
1 |
7 |
145 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
41 |
1 |
3 |
12 |
238 |
| Testing the CAPM with Time-Varying Risks and Returns |
0 |
0 |
0 |
249 |
2 |
2 |
7 |
579 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
0 |
0 |
0 |
68 |
0 |
0 |
6 |
259 |
| The International Transmission of Real Business Cycles |
0 |
0 |
2 |
178 |
1 |
1 |
8 |
508 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
0 |
215 |
1 |
1 |
10 |
1,011 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
134 |
0 |
1 |
5 |
382 |
| Third-country effects on the exchange rate |
0 |
0 |
1 |
70 |
0 |
1 |
12 |
219 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
0 |
0 |
114 |
0 |
0 |
4 |
256 |
| UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL |
0 |
0 |
1 |
3 |
1 |
5 |
12 |
25 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
102 |
1 |
3 |
18 |
430 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
1 |
10 |
23 |
3,245 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
0 |
0 |
0 |
6 |
1 |
2 |
7 |
46 |
| Total Journal Articles |
1 |
6 |
53 |
6,688 |
98 |
215 |
736 |
27,699 |
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