| 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 |
1 |
9 |
469 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
184 |
0 |
1 |
8 |
558 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
0 |
0 |
293 |
0 |
1 |
16 |
1,382 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
40 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
0 |
1 |
13 |
956 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
0 |
0 |
0 |
108 |
1 |
1 |
11 |
204 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
279 |
2 |
3 |
13 |
729 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
1 |
1,240 |
0 |
3 |
28 |
3,305 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
103 |
1 |
3 |
25 |
359 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
47 |
0 |
2 |
25 |
268 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
1 |
153 |
1 |
1 |
27 |
295 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
17 |
0 |
0 |
10 |
36 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
73 |
0 |
1 |
17 |
173 |
| Demographics and Monetary Policy Shocks |
1 |
1 |
1 |
60 |
2 |
2 |
18 |
105 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
92 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
95 |
0 |
1 |
16 |
342 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
568 |
0 |
0 |
22 |
1,693 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
9 |
0 |
1 |
13 |
97 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
0 |
300 |
0 |
0 |
15 |
904 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
62 |
2 |
3 |
21 |
305 |
| Exchange Rate Models Are Not as Bad as You Think |
0 |
0 |
3 |
645 |
2 |
3 |
25 |
1,578 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
0 |
148 |
0 |
0 |
14 |
339 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
1 |
2 |
121 |
0 |
5 |
28 |
358 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
49 |
0 |
0 |
16 |
235 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
173 |
1 |
1 |
20 |
456 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
0 |
0 |
229 |
0 |
2 |
9 |
1,937 |
| GDP and Temperature: Evidence on Cross-Country Response Heterogeneity |
0 |
0 |
0 |
13 |
0 |
0 |
14 |
50 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
49 |
0 |
0 |
16 |
93 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
52 |
0 |
0 |
8 |
63 |
| Identifying Exchange Rate Common Factors |
0 |
0 |
1 |
79 |
1 |
3 |
18 |
129 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
599 |
1 |
1 |
19 |
1,773 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
0 |
0 |
0 |
24 |
0 |
2 |
11 |
48 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
238 |
2 |
2 |
32 |
1,243 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
0 |
109 |
1 |
1 |
12 |
416 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
94 |
0 |
0 |
12 |
459 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
0 |
37 |
1 |
1 |
11 |
125 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
89 |
1 |
3 |
39 |
172 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
214 |
0 |
1 |
11 |
1,264 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
270 |
0 |
1 |
20 |
1,020 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
0 |
1 |
13 |
627 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
310 |
0 |
1 |
16 |
816 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
0 |
136 |
0 |
1 |
11 |
528 |
| Temperature Fluctuations and Economic Conditions: Evidence from Weekly U.S. Data |
7 |
9 |
9 |
9 |
3 |
8 |
8 |
8 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
78 |
0 |
2 |
17 |
794 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
75 |
1 |
2 |
14 |
283 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
0 |
162 |
0 |
0 |
10 |
425 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
0 |
0 |
39 |
1 |
2 |
14 |
130 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
192 |
0 |
1 |
8 |
548 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
1 |
1 |
13 |
430 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
0 |
37 |
0 |
0 |
7 |
160 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
43 |
3 |
3 |
11 |
149 |
| Trending Current Accounts |
0 |
0 |
0 |
51 |
0 |
1 |
12 |
225 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
235 |
1 |
1 |
18 |
772 |
| Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
0 |
0 |
0 |
24 |
0 |
0 |
13 |
63 |
| Total Working Papers |
8 |
11 |
18 |
8,791 |
29 |
76 |
853 |
30,028 |
| 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 |
0 |
7 |
125 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
0 |
0 |
44 |
0 |
0 |
25 |
201 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
0 |
0 |
127 |
0 |
0 |
9 |
391 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
262 |
1 |
1 |
12 |
1,051 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
0 |
1 |
44 |
0 |
0 |
12 |
169 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
102 |
0 |
0 |
10 |
364 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
1 |
4 |
1 |
1 |
16 |
31 |
| Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand |
0 |
1 |
2 |
467 |
1 |
6 |
43 |
1,365 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
18 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
6 |
134 |
1 |
4 |
24 |
502 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
3 |
25 |
1 |
3 |
32 |
110 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
0 |
1 |
49 |
1 |
2 |
21 |
289 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
1 |
3 |
218 |
0 |
2 |
14 |
660 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
53 |
1 |
1 |
15 |
351 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
0 |
92 |
2 |
4 |
18 |
318 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
1 |
1 |
1 |
494 |
1 |
2 |
18 |
1,212 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
8 |
15 |
71 |
3,429 |
| Factor Model Forecasts of Exchange Rates |
1 |
2 |
2 |
91 |
1 |
3 |
24 |
314 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
384 |
| GDP and temperature: Evidence on cross-country response heterogeneity |
0 |
1 |
7 |
17 |
0 |
3 |
29 |
66 |
| Global macro risks in currency excess returns |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
82 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
0 |
0 |
8 |
0 |
3 |
10 |
82 |
| International debt and world business fluctuations |
0 |
0 |
0 |
17 |
0 |
1 |
7 |
78 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
41 |
1 |
1 |
10 |
135 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
1 |
576 |
0 |
2 |
17 |
2,711 |
| Measures of global uncertainty and carry-trade excess returns |
0 |
0 |
1 |
33 |
0 |
1 |
19 |
134 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
0 |
1 |
1 |
420 |
1 |
5 |
16 |
1,025 |
| Official interventions and the forward premium anomaly |
0 |
0 |
0 |
46 |
1 |
1 |
8 |
139 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
0 |
0 |
1 |
194 |
0 |
0 |
5 |
382 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
0 |
22 |
1 |
3 |
34 |
118 |
| Price Index Convergence Among United States Cities |
0 |
0 |
0 |
156 |
0 |
1 |
14 |
617 |
| Real and nominal exchange rates in the long run: An empirical investigation |
0 |
0 |
1 |
590 |
0 |
1 |
9 |
1,362 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
0 |
161 |
2 |
3 |
10 |
1,135 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
0 |
2 |
17 |
662 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
0 |
11 |
162 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
0 |
0 |
6 |
80 |
| Some evidence on the international inequality of real interest rates |
0 |
0 |
0 |
94 |
0 |
0 |
10 |
232 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
1 |
1 |
7 |
146 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
41 |
1 |
2 |
16 |
242 |
| Testing the CAPM with Time-Varying Risks and Returns |
0 |
0 |
0 |
249 |
0 |
0 |
7 |
579 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
0 |
0 |
0 |
68 |
0 |
0 |
4 |
259 |
| The International Transmission of Real Business Cycles |
0 |
0 |
0 |
178 |
0 |
0 |
8 |
510 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
0 |
215 |
0 |
0 |
11 |
1,013 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
0 |
134 |
0 |
0 |
6 |
383 |
| Third-country effects on the exchange rate |
0 |
0 |
0 |
70 |
1 |
9 |
19 |
230 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
0 |
0 |
114 |
0 |
0 |
4 |
257 |
| UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
26 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
2 |
104 |
0 |
1 |
22 |
435 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
0 |
2 |
25 |
3,247 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
47 |
| Total Journal Articles |
2 |
7 |
34 |
6,699 |
29 |
88 |
768 |
27,860 |
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