EconPapers    
Economics at your fingertips  
 

Details about Robert E. Cumby

E-mail:
Homepage:http://www.georgetown.edu/cumby/
Workplace:Economics Department, Georgetown University, (more information at EDIRC)

Access statistics for papers by Robert E. Cumby.

Last updated 2014-01-09. Update your information in the RePEc Author Service.

Short-id: pcu115


Jump to Journal Articles Chapters

Working Papers

2008

  1. Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Working Paper Research, National Bank of Belgium (2008) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (27)

    See also Journal Article in Journal of Money, Credit and Banking (2008)
  2. Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  3. The Macroeconomic Implications of a Key Currency
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2005

  1. How Do Monetary and Fiscal Policy Interact in the European Monetary Union?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Chapter (2006)

2004

  1. The Cost of Nominal Inertia in NNS Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)

2002

  1. The Need for International Policy Coordination: What's Old, What's New, What's Yet to Come?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (44)
    See also Journal Article in Journal of International Economics (2005)

2001

  1. Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Departmental Working Papers, Bilkent University, Department of Economics (2000) View citations (2)

    See also Journal Article in Journal of International Money and Finance (2001)

1998

  1. Fiscal Discipline and Exchange Rate Regimes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
  2. Is the Price Level Determined by the Needs of Fiscal Solvency?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (59)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (28)

    See also Journal Article in American Economic Review (2001)
  3. Trends in European Productivity: Implications for Real Exchange Rates, Real Interest Rates and Inflation Differentials
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (15)

1996

  1. Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
  2. Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) Downloads View citations (57)

    See also Journal Article in Journal of International Economics (1999)

1995

  1. The Term Structure of Credit Risk: Estimates and Specification Tests
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)

1990

  1. Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Econometrica (1992)
  2. The Predictability of Real Exchange Rate Changes in the Short and Long Run
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Japan and the World Economy (1991)

1987

  1. Consumption Risk and International Asset Returns: Some Empirical Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Journal of International Economics (1989)
  3. Is it Risk? Explaining Deviations from Uncovered Interest Parity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (1988)
  4. On the Definition and Magnitude of Recent Capital Flight
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  5. The International Linkage of Real Interest Rates: The European - U.S. Connection
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (1986)

1986

  1. Estimation of the optimal futures hedge
    Research Working Paper, Federal Reserve Bank of Kansas City
    See also Journal Article in The Review of Economics and Statistics (1988)

1984

  1. Monetary Policy Under Dual Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (1984)

1983

  1. Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (47)
    See also Journal Article in Journal of Econometrics (1983)

1982

  1. International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    See also Chapter (1984)

1981

  1. Capital Mobility and the Scope for Sterilization: Mexico in the 1970s
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1981) Downloads View citations (2)

    See also Chapter (1983)

1980

  1. Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

Journal Articles

2013

  1. Addressing International Empirical Puzzles: the Liquidity of Bonds
    Open Economies Review, 2013, 24, (2), 197-215 Downloads View citations (1)
  2. Key currency status: An exorbitant privilege and an extraordinary risk
    Journal of International Money and Finance, 2013, 37, (C), 371-393 Downloads View citations (2)

2011

  1. Comment
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 389 - 394 Downloads
  2. The role of liquid government bonds in the great transformation of American monetary policy
    Journal of Economic Dynamics and Control, 2011, 35, (3), 282-294 Downloads View citations (3)

2008

  1. Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework
    Journal of Money, Credit and Banking, 2008, 40, (8), 1667-1698 Downloads View citations (28)
    See also Working Paper (2008)

2007

  1. Euler equations and money market interest rates: A challenge for monetary policy models
    Journal of Monetary Economics, 2007, 54, (7), 1863-1881 Downloads View citations (42)
  2. The Cost of Nominal Rigidity in NNS Models
    Journal of Money, Credit and Banking, 2007, 39, (7), 1563-1586 Downloads View citations (17)

2006

  1. New Keynesian Explanations of Cyclical Movements in Aggregate Inflation and Regional Inflation Differentials
    Open Economies Review, 2006, 17, (1), 27-55 Downloads View citations (6)

2005

  1. Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin
    Proceedings, 2005, 181-215 Downloads View citations (10)
  2. The need for international policy coordination: what's old, what's new, what's yet to come?
    Journal of International Economics, 2005, 66, (2), 363-384 Downloads View citations (22)
    See also Working Paper (2002)

2002

  1. Should the European Central Bank and the Federal Reserve be concerned about fiscal policy?
    Proceedings - Economic Policy Symposium - Jackson Hole, 2002, 333-389 Downloads View citations (61)

2001

  1. Emerging market debt: measuring credit quality and examining relative pricing
    Journal of International Money and Finance, 2001, 20, (5), 591-609 Downloads View citations (6)
    See also Working Paper (2001)
  2. Fiscal Discipline and Exchange Rate Systems
    Economic Journal, 2001, 111, (474), 667-90 Downloads View citations (26)
  3. Is the Price Level Determined by the Needs of Fiscal Solvency?
    American Economic Review, 2001, 91, (5), 1221-1238 Downloads View citations (93)
    See also Working Paper (1998)

1999

  1. Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries
    Journal of International Economics, 1999, 47, (2), 245-266 Downloads View citations (156)
    See also Working Paper (1996)

1997

  1. Conceptual and Methodological Issues in the Measurement of Capital Flight
    International Journal of Finance & Economics, 1997, 2, (2), 101-19 Downloads View citations (8)

1994

  1. International asset allocation with time varying risk: an analysis and implementation
    Japan and the World Economy, 1994, 6, (1), 1-25 Downloads View citations (7)

1992

  1. Investigating the correlation of unobserved expectations: Expected returns in equity and foreign exchange markets and other examples
    Journal of Monetary Economics, 1992, 30, (2), 217-253 Downloads View citations (6)
  2. Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
    Econometrica, 1992, 60, (1), 185-95 Downloads View citations (38)
    See also Working Paper (1990)

1991

  1. The predictability of real exchange rate changes in the short and long run
    Japan and the World Economy, 1991, 3, (1), 17-38 Downloads View citations (7)
    See also Working Paper (1990)

1990

  1. Consumption risk and international equity returns: some empirical evidence
    Journal of International Money and Finance, 1990, 9, (2), 182-192 Downloads View citations (24)
  2. Evaluating the Performance of International Mutual Funds
    Journal of Finance, 1990, 45, (2), 497-521 Downloads View citations (92)

1989

  1. Financial policy and speculative runs with a crawling peg: Argentina 1979-1981
    Journal of International Economics, 1989, 27, (1-2), 111-127 Downloads View citations (4)
    See also Working Paper (1987)

1988

  1. Estimation of the Optimal Futures Hedge
    The Review of Economics and Statistics, 1988, 70, (4), 623-30 Downloads View citations (77)
    See also Working Paper (1986)
  2. Is it risk?: Explaining deviations from uncovered interest parity
    Journal of Monetary Economics, 1988, 22, (2), 279-299 Downloads View citations (30)
    See also Working Paper (1987)

1987

  1. Testing for market timing ability: A framework for forecast evaluation
    Journal of Financial Economics, 1987, 19, (1), 169-189 Downloads View citations (86)

1986

  1. The international linkage of real interest rates: The European-US connection
    Journal of International Money and Finance, 1986, 5, (1), 5-23 Downloads View citations (48)
    See also Working Paper (1987)

1985

  1. Exchange rates and international macroeconomics: Jacob A. Frenkel, ed., (University of Chicago Press for the National Bureau of Economic Research, Chicago, 1984) pp. x + 362, $43.00
    Journal of International Economics, 1985, 18, (3-4), 390-393 Downloads

1984

  1. Monetary policy under dual exchange rates
    Journal of International Money and Finance, 1984, 3, (2), 195-208 Downloads View citations (3)
    See also Working Paper (1984)

1983

  1. The international monetary system: A time of turbulence: Jacob S. Dreyer, Gottfried Haberler and Thomas D. Willett, eds., (American Enterprise Institute, Washington, D.C., 1982) pp, iii+523, $14.95
    Journal of International Economics, 1983, 15, (1-2), 196-198 Downloads
  2. Trade credit, exchange controls, and monetary independence: Evidence from the United Kingdom
    Journal of International Economics, 1983, 14, (1-2), 53-67 Downloads View citations (1)
  3. Two-step two-stage least squares estimation in models with rational expectations
    Journal of Econometrics, 1983, 21, (3), 333-355 Downloads View citations (49)
    See also Working Paper (1983)

1981

  1. A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis
    Journal of Finance, 1981, 36, (3), 697-703 Downloads View citations (18)

Chapters

2012

  1. Monetary policy and the natural rate of interest
    A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 119-134 Downloads

2010

  1. Comment on "Currency Carry Trades"
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 389-394 Downloads
  2. The Interaction Between Monetary and Fiscal Policy
    Chapter 17 in Handbook of Monetary Economics, 2010, vol. 3, pp 935-999 Downloads View citations (2)

2006

  1. How Do Monetary and Fiscal Policy Interact in the European Monetary Union?
    A chapter in NBER International Seminar on Macroeconomics 2004, 2006, pp 241-326 Downloads
    See also Working Paper (2005)

1997

  1. Testing Models of the Trade Policy Process: Antidumping and the "New Issues"
    A chapter in The Effects of U.S. Trade Protection and Promotion Policies, 1997, pp 161-190 Downloads View citations (1)

1984

  1. International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence
    A chapter in Exchange Rate Theory and Practice, 1984, pp 121-152 Downloads View citations (94)
    See also Working Paper (1982)

1983

  1. Capital Mobility and the Scope for Sterilization: Mexico in the 1970s
    A chapter in Financial Policies and the World Capital Market: The Problem of Latin American Countries, 1983, pp 245-276 Downloads View citations (3)
    See also Working Paper (1981)
 
Page updated 2014-10-23