| 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 |
0 |
1 |
3 |
545 |
| Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
0 |
0 |
129 |
0 |
1 |
9 |
450 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? |
0 |
1 |
1 |
290 |
0 |
1 |
3 |
1,351 |
| Asymptotic Power Advantages of Long-Horizon Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
19 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
0 |
1 |
4 |
935 |
| Business Cycles, Consumption and Risk-Sharing: How Different Is China? |
1 |
1 |
1 |
108 |
1 |
1 |
5 |
188 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
1 |
277 |
0 |
0 |
6 |
708 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
2 |
3 |
9 |
1,225 |
3 |
8 |
25 |
3,221 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
0 |
42 |
1 |
2 |
20 |
188 |
| Demographic Patterns and Household Saving in China |
0 |
1 |
3 |
100 |
0 |
3 |
15 |
312 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
1 |
150 |
0 |
2 |
19 |
240 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
2 |
69 |
2 |
5 |
19 |
132 |
| Demographics and Aggregate Household Saving in Japan, China, and India |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
12 |
| Demographics and Monetary Policy Shocks |
2 |
6 |
12 |
53 |
3 |
9 |
27 |
64 |
| Demographics and Monetary Policy Shocks |
0 |
0 |
0 |
0 |
3 |
7 |
28 |
48 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
89 |
1 |
4 |
20 |
303 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
2 |
2 |
563 |
0 |
4 |
20 |
1,627 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
1 |
2 |
6 |
1 |
6 |
21 |
56 |
| Effective Exchange Rate Classifications and Growth |
0 |
0 |
2 |
293 |
1 |
4 |
17 |
866 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
61 |
1 |
3 |
5 |
277 |
| Exchange Rate Models Are Not as Bad as You Think |
0 |
0 |
0 |
630 |
2 |
5 |
25 |
1,506 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
0 |
0 |
132 |
0 |
2 |
7 |
281 |
| Exchange Rates as Exchange Rate Common Factors |
1 |
1 |
2 |
110 |
2 |
4 |
10 |
310 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
164 |
2 |
7 |
19 |
406 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
1 |
46 |
3 |
6 |
18 |
201 |
| Fundamentals of the Real Dollar-Pound Rate: 1871-1994 |
0 |
1 |
1 |
229 |
0 |
1 |
2 |
1,925 |
| Global Macro Risks in Currency Excess Returns |
0 |
0 |
0 |
47 |
1 |
2 |
9 |
70 |
| Global Macro Risks in Currency Excess Returns |
1 |
1 |
2 |
50 |
1 |
4 |
12 |
43 |
| Identifying Exchange Rate Common Factors |
0 |
2 |
3 |
72 |
0 |
3 |
10 |
88 |
| Mean Reversion in Equilibrium Asset Prices |
0 |
0 |
0 |
593 |
3 |
7 |
17 |
1,725 |
| Measures of Global Uncertainty and Carry-Trade Excess Returns |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
23 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
2 |
2 |
2 |
233 |
4 |
8 |
20 |
1,186 |
| Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
394 |
| Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market |
0 |
0 |
0 |
94 |
1 |
4 |
6 |
437 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
2 |
3 |
12 |
20 |
5 |
10 |
30 |
64 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
1 |
87 |
0 |
3 |
9 |
122 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
0 |
113 |
0 |
18 |
22 |
607 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
1 |
2 |
266 |
0 |
3 |
6 |
985 |
| Price Level Convergence Among United States Cities: Lessons for the European Central Bank |
0 |
0 |
1 |
210 |
1 |
1 |
10 |
1,239 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
307 |
1 |
1 |
5 |
785 |
| Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity |
0 |
0 |
1 |
136 |
0 |
0 |
2 |
513 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
0 |
0 |
77 |
0 |
2 |
7 |
764 |
| The Role of Household Saving in the Economic Rise of China |
1 |
1 |
1 |
72 |
1 |
1 |
6 |
253 |
| The Role of Household Saving in the Economic Rise of China |
0 |
0 |
1 |
155 |
1 |
1 |
5 |
398 |
| The Size of the Precautionary Component of Household Saving: China and the U.S |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
111 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
4 |
13 |
18 |
381 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
191 |
0 |
0 |
4 |
536 |
| The equity premium and the risk-free rate: matching the moments |
0 |
0 |
1 |
35 |
1 |
1 |
14 |
149 |
| Third-Country Effects on the Exchange Rate |
0 |
0 |
0 |
42 |
0 |
1 |
8 |
132 |
| Trending Current Accounts |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
205 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
234 |
0 |
1 |
4 |
744 |
| Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model |
0 |
2 |
20 |
20 |
1 |
6 |
36 |
36 |
| Total Working Papers |
12 |
29 |
89 |
8,570 |
52 |
179 |
622 |
28,161 |
| 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 |
1 |
42 |
7 |
7 |
9 |
117 |
| A multinomial logit approach to exchange rate policy classification with an application to growth |
0 |
0 |
0 |
44 |
1 |
6 |
13 |
166 |
| Alternative Long-Horizon Exchange-Rate Predictors |
0 |
1 |
1 |
127 |
0 |
2 |
6 |
378 |
| Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? |
0 |
1 |
3 |
261 |
1 |
3 |
13 |
1,022 |
| Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
150 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics |
0 |
0 |
0 |
102 |
0 |
1 |
14 |
339 |
| Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand |
1 |
2 |
4 |
409 |
2 |
10 |
19 |
1,144 |
| Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
| Demographic Patterns and Household Saving in China |
0 |
0 |
6 |
112 |
5 |
10 |
40 |
386 |
| Demographics and aggregate household saving in Japan, China, and India |
0 |
1 |
4 |
37 |
3 |
11 |
42 |
201 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
0 |
1 |
4 |
204 |
1 |
3 |
14 |
604 |
| Endogenous discounting, the world saving glut and the U.S. current account |
0 |
0 |
0 |
53 |
0 |
1 |
6 |
327 |
| Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations |
0 |
0 |
0 |
90 |
0 |
0 |
3 |
295 |
| Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 |
0 |
0 |
3 |
489 |
3 |
5 |
11 |
1,167 |
| Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability |
0 |
0 |
0 |
9 |
13 |
35 |
110 |
3,159 |
| Factor Model Forecasts of Exchange Rates |
2 |
2 |
3 |
79 |
2 |
8 |
28 |
232 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
373 |
| Global macro risks in currency excess returns |
1 |
1 |
3 |
7 |
2 |
3 |
10 |
42 |
| IDENTIFYING EXCHANGE RATE COMMON FACTORS |
0 |
1 |
2 |
5 |
1 |
2 |
16 |
41 |
| International debt and world business fluctuations |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
71 |
| LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
117 |
| Mean Reversion in Equilibrium Asset Prices |
2 |
6 |
18 |
547 |
9 |
17 |
50 |
2,618 |
| Measures of global uncertainty and carry-trade excess returns |
2 |
3 |
5 |
21 |
4 |
6 |
16 |
78 |
| Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel |
4 |
5 |
14 |
398 |
9 |
14 |
42 |
957 |
| Official interventions and the forward premium anomaly |
0 |
0 |
0 |
44 |
0 |
2 |
6 |
124 |
| On time varying risk premia in the foreign exchange market: An econometric analysis |
0 |
0 |
0 |
192 |
0 |
0 |
2 |
372 |
| Precautionary Saving of Chinese and U.S. Households |
0 |
0 |
2 |
11 |
0 |
1 |
8 |
42 |
| Price Index Convergence Among United States Cities |
0 |
0 |
3 |
152 |
0 |
4 |
11 |
576 |
| Real and nominal exchange rates in the long run: An empirical investigation |
0 |
0 |
5 |
577 |
0 |
4 |
15 |
1,323 |
| Real exchange-rate prediction over long horizons |
0 |
0 |
2 |
158 |
2 |
3 |
6 |
1,113 |
| Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
1 |
1 |
2 |
168 |
2 |
6 |
11 |
622 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
147 |
| Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
72 |
| Some evidence on the international inequality of real interest rates |
1 |
1 |
1 |
93 |
1 |
1 |
2 |
218 |
| Special issue on advances in international money, macro and finance |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
137 |
| Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns |
0 |
1 |
1 |
40 |
0 |
3 |
6 |
220 |
| Testing the CAPM with Time-Varying Risks and Returns |
1 |
3 |
12 |
248 |
1 |
5 |
22 |
561 |
| The Economic Content of Indicators of Developing Country Creditworthiness |
1 |
1 |
4 |
60 |
1 |
5 |
18 |
228 |
| The International Transmission of Real Business Cycles |
0 |
1 |
2 |
161 |
0 |
1 |
5 |
478 |
| The equity premium and the risk-free rate: Matching the moments |
0 |
0 |
2 |
207 |
0 |
2 |
14 |
967 |
| The real exchange rate and real interest differentials: the role of nonlinearities |
0 |
0 |
1 |
133 |
0 |
1 |
4 |
370 |
| Third-country effects on the exchange rate |
0 |
0 |
2 |
57 |
2 |
2 |
15 |
175 |
| Time-varying betas and risk premia in the pricing of forward foreign exchange contracts |
0 |
1 |
1 |
111 |
0 |
1 |
6 |
243 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
1 |
98 |
0 |
1 |
10 |
400 |
| Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
615 |
0 |
1 |
9 |
3,213 |
| Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium |
1 |
1 |
2 |
4 |
1 |
2 |
10 |
26 |
| Total Journal Articles |
17 |
34 |
114 |
6,348 |
73 |
191 |
660 |
25,620 |
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