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Details about Robert P. Flood

E-mail:
Workplace:Research Department, International Monetary Fund (IMF), (more information at EDIRC)
Department of Economics, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Robert P. Flood.

Last updated 2009-06-09. Update your information in the RePEc Author Service.

Short-id: pfl25


Jump to Journal Articles Chapters

Working Papers

2006

  1. Getting Shut Out of the International Capital Markets - It Doesn’t Take Much
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

2004

  1. Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads
  2. Financial Integration; A New Methodology and An Illustration
    IMF Working Papers, International Monetary Fund Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (3)

    See also Journal Article in Journal of the European Economic Association (2005)

2002

  1. Holding International Reserves in an Era of High Capital Mobility
    IMF Working Papers, International Monetary Fund Downloads View citations (62)

2001

  1. A Model of the Joint Distribution of Banking and Exchange-Rate Crises
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  2. Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in IMF Working Papers, International Monetary Fund (2001) Downloads View citations (6)

2000

  1. An Interest Rate Defence of a Fixed Exchange Rate?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in IMF Working Papers, International Monetary Fund (2000) Downloads View citations (29)

    See also Journal Article in Journal of International Economics (2005)

1998

  1. Perspectives on the Recent Currency Crisis Literature
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (108)
    Also in IMF Working Papers, International Monetary Fund (1998) Downloads View citations (86)

    See also Journal Article in International Journal of Finance & Economics (1999)
  2. Self-Fulfilling Risk Predictions; An Application to Speculative Attacks
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    See also Journal Article in Journal of International Economics (2000)
  3. Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    See also Journal Article in Economic Journal (1999)

1997

  1. Policy Implications of "Second-Generation" Crisis Models
    IMF Working Papers, International Monetary Fund Downloads View citations (5)

1996

  1. Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)

1995

  1. Collapsing Exchange Rate Regimes: Another Linear Example
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of International Economics (1996)
  2. Reserve Cycles
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1994

  1. Fixes: Of The Forward Discount Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads View citations (11)

    See also Journal Article in The Review of Economics and Statistics (1996)
  2. Issues Concerning Nominal Anchors for Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in IMF Working Papers, International Monetary Fund (1994) Downloads View citations (12)
  3. The Size and Timing of Devaluations in Capital-Controlled Developing Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

1993

  1. Fixing Exchange Rates: A Virtual Quest for Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    Also in Working Papers, Stockholm - International Economic Studies (1992) View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1993) Downloads View citations (12)

    See also Journal Article in Journal of Monetary Economics (1995)

1992

  1. A Theory of Optimum Currency Areas; Revisited
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
  2. Anticipated Exchange Rate Reforms
    IMF Working Papers, International Monetary Fund Downloads

1991

  1. An Empirical Exploration of Exchange Rate Target-Zones
    IMF Working Papers, International Monetary Fund Downloads View citations (40)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads View citations (20)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1991)
  2. Exchange Rate Regime Choice
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
  3. Speculative Attacks and Models of Balance of Payments Crises
    IMF Working Papers, International Monetary Fund Downloads View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (39)

1990

  1. Is the EMS the perfect fix? An empirical exploration of exchange rate target zones
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)

1989

  1. Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Simple Rules, Discretion and Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  3. Testable Implications of Indeterminacies in Models with Rational Expectations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  4. The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)

1988

  1. Asset Prices and Time-Varying Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Monetary Policy Strategies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)

1986

  1. An Evaluation of Recent Evidence on Stock Market Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  2. Asset Price Volatility, Bubbles, and Process Switching
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Journal of Finance (1986)
  3. Money and the Open Economy Business Cycle: A Flexible Price Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1985

  1. Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of International Economics (1986)

1983

  1. Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

1982

  1. A model of stochastic process switching
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1981) Downloads View citations (49)

    See also Journal Article in Econometrica (1983)
  2. Two Notes on Indeterminacy Problems
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

1981

  1. A Systematic Banking Collapse in a Perfect Foresight World
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. Exchange-rate regimes in transition: Italy 1974
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of International Money and Finance (1983)
  3. Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  4. Gold monetization and gold discipline
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1980) Downloads View citations (2)

    See also Journal Article in Journal of Political Economy (1984)
  5. Process Consistency and Monetary Reform: Further Evidence and Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1980

  1. The Transmission of Disturbances under Alternative Exchange-Rate Regimeswith Optimal Indexing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

Journal Articles

2006

  1. Stock Prices, Output and the Monetary Regime
    Open Economies Review, 2006, 17, (2), 147-173 Downloads

2005

  1. A NEW APPROACH TO ASSET INTEGRATION: METHODOLOGY AND MYSTERY
    Pacific Economic Review, 2005, 10, (1), 5-28 Downloads View citations (4)
  2. An interest rate defense of a fixed exchange rate?
    Journal of International Economics, 2005, 66, (2), 471-484 Downloads View citations (23)
    See also Working Paper (2000)
  3. Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk
    Journal of Monetary Economics, 2005, 52, (5), 951-969 Downloads View citations (10)
  4. Financial Integration: A New Methodology And An Illustration
    Journal of the European Economic Association, 2005, 3, (6), 1349-1359 Downloads View citations (9)
    See also Working Paper (2004)
  5. Purchasing power parity and the theory of general relativity: the first tests
    Journal of International Money and Finance, 2005, 24, (2), 293-316 Downloads View citations (37)

2004

  1. A model of the joint distribution of banking and currency crises
    Journal of International Money and Finance, 2004, 23, (6), 841-865 Downloads View citations (4)

2000

  1. Self-fulfilling risk predictions:: an application to speculative attacks
    Journal of International Economics, 2000, 50, (1), 245-268 Downloads View citations (24)
    See also Working Paper (1998)

1999

  1. Perspectives on the Recent Currency Crisis Literature
    International Journal of Finance & Economics, 1999, 4, (1), 1-26 Downloads View citations (113)
    See also Working Paper (1998)
  2. Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics
    Economic Journal, 1999, 109, (459), F660-72 Downloads View citations (62)
    See also Working Paper (1998)

1998

  1. Reserve and exchange rate cycles
    Journal of International Economics, 1998, 46, (1), 31-59 Downloads View citations (2)

1997

  1. The size and timing of devaluations in capital-controlled economies
    Journal of Development Economics, 1997, 54, (1), 123-147 Downloads View citations (6)

1996

  1. Collapsing exchange rate regimes: Another linear example
    Journal of International Economics, 1996, 41, (3-4), 223-234 Downloads View citations (44)
    See also Working Paper (1995)
  2. Economic models of speculative attacks and the drachma crisis of May 1994
    Open Economies Review, 1996, 7, (1), 591-600 Downloads View citations (2)
  3. Fixes: Of the Forward Discount Puzzle
    The Review of Economics and Statistics, 1996, 78, (4), 748-52 Downloads View citations (77)
    See also Working Paper (1994)

1995

  1. Fixing exchange rates A virtual quest for fundamentals
    Journal of Monetary Economics, 1995, 36, (1), 3-37 Downloads View citations (302)
    See also Working Paper (1993)

1993

  1. Why have a target zone?: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1993, 38, (1), 315-318 Downloads

1991

  1. An empirical exploration of exchange-rate target-zones
    Carnegie-Rochester Conference Series on Public Policy, 1991, 35, (1), 7-65 Downloads View citations (61)
    See also Working Paper (1991)

1990

  1. On Testing for Speculative Bubbles
    Journal of Economic Perspectives, 1990, 4, (2), 85-101 Downloads View citations (125)

1988

  1. Determinants of the spread in a two-tier foreign exchange market
    Economics Letters, 1988, 27, (2), 173-178 Downloads

1986

  1. Asset Price Volatility, Bubbles, and Process Switching
    Journal of Finance, 1986, 41, (4), 831-42 Downloads View citations (32)
    See also Working Paper (1986)
  2. Real aspects of exchange rate regime choice with collapsing fixed rates
    Journal of International Economics, 1986, 21, (3-4), 215-232 Downloads View citations (22)
    See also Working Paper (1985)

1985

  1. Exchange Rate Dynamics, Sticky Prices and the Current Account
    Journal of Money, Credit and Banking, 1985, 17, (3), 312-27 Downloads View citations (6)

1984

  1. Collapsing exchange-rate regimes: Some linear examples
    Journal of International Economics, 1984, 17, (1-2), 1-13 Downloads View citations (508)
  2. Exchange Rate and Price Dynamics with Asymmetric Information
    International Economic Review, 1984, 25, (3), 513-26 Downloads
  3. Gold Monetization and Gold Discipline
    Journal of Political Economy, 1984, 92, (1), 90-107 Downloads View citations (74)
    See also Working Paper (1981)
  4. Multi-country tests for price level bubbles
    Journal of Economic Dynamics and Control, 1984, 8, (3), 329-340 Downloads View citations (10)

1983

  1. A Model of Stochastic Process Switching
    Econometrica, 1983, 51, (3), 537-51 Downloads View citations (58)
    See also Working Paper (1982)
  2. Exchange-rate regimes in transition: Italy 1974
    Journal of International Money and Finance, 1983, 2, (3), 279-294 Downloads View citations (2)
    See also Working Paper (1981)
  3. On the equivalence of solutions in rational expectations models
    Journal of Economic Dynamics and Control, 1983, 5, (1), 311-321 Downloads View citations (8)
  4. Process consistency and monetary reform: Some further evidence
    Journal of Monetary Economics, 1983, 12, (2), 279-295 Downloads

1982

  1. 'Real exchange rate overshooting and the output cost of bringing down inflation' by Buiter and Miller
    European Economic Review, 1982, 18, (2), 125-127 Downloads
    Also in European Economic Review, 1982, 18, (1), 125-127 (1982) Downloads
  2. Activist Policy in the Open Economy
    American Economic Review, 1982, 72, (2), 51-55 Downloads

1981

  1. Dynamic Macroeconomic Stability with or without Equilibrium in Money and Labour Markets
    Economica, 1981, 48, (191), 251-65 Downloads

1980

  1. A pitfall in estimation of models with rational expectations
    Journal of Monetary Economics, 1980, 6, (3), 433-435 Downloads View citations (5)
  2. An Economic Theory of Monetary Reform
    Journal of Political Economy, 1980, 88, (1), 24-58 Downloads View citations (29)
  3. Market Fundamentals versus Price-Level Bubbles: The First Tests
    Journal of Political Economy, 1980, 88, (4), 745-70 Downloads View citations (143)

1979

  1. Capital Mobility and the Choice of Exchange Rate System
    International Economic Review, 1979, 20, (2), 405-16 Downloads View citations (27)

1978

  1. Backward looking and forward looking solutions to monetary models of inflation with rational expectations
    Economics Letters, 1978, 1, (2), 117-119 Downloads
  2. Bank credit, money and inflation in open economics: Michele Frattianni and Karel Tavernier, eds., supplement to kredit und kapital heft 3 (Duncker & Humblot, Berlin, 1976) 624, DM 78
    Journal of Monetary Economics, 1978, 4, (3), 557-559 Downloads
  3. Exchange rate expectations in dual exchange markets
    Journal of International Economics, 1978, 8, (1), 65-77 Downloads View citations (9)

1977

  1. Growth, Prices, and the Balance of Payments
    Canadian Journal of Economics, 1977, 10, (2), 193-207 Downloads View citations (1)

Chapters

2000

  1. Is Launching the Euro Unstable in the Endgame?
    A chapter in Currency Crises, 2000, pp 163-177 Downloads View citations (2)

1996

  1. Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?
    A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 261-302 Downloads View citations (60)
 
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