Details about Joseph E. Gagnon

Access statistics for papers by Joseph E. Gagnon.

Last updated 2009-05-27. Update your information in the RePEc Author Service.

Short-id: pga415

Working Papers

2009

1. Currency crashes in industrial countries: much ado about nothing?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2007

2. Exchange rate pass-through to export prices: assessing some cross-country evidence
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
3. What can the data tell us about carry trades in Japanese yen?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2006

4. Predicting sharp depreciations in industrial country exchange rates
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2005

5. Currency crashes and bond yields in industrial countries
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of International Money and Finance (2009)
6. Exchange rate pass-through to U.S. import prices: some new evidence
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2004

7. Growth-led exports: is variety the spice of trade?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2003

8. Long-run supply effects and the elasticities approach to trade
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
9. Productive capacity, product varieties, and the elasticities approach to the trade balance
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Review of International Economics (2007)
10. The effect of exchange rates on prices, wages, and profits: a case study of the United Kingdom in the 1990s
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in International Economic Journal (2006)

2002

11. International coordination of macroeconomic policies: still alive in the new millennium?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
12. Preventing deflation: lessons from Japan's experience in the 1990s
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2001

13. Monetary policy and exchange rate pass-through
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1997

14. Inflation Regimes and Inflation Expectations
    RBA Research Discussion Papers, Reserve Bank of Australia View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1997) View citations
    See also Journal Article in Review (2008)

1996

15. German Unification - What Have We Learned from Multi-Country Models?
    IMF Working Papers, International Monetary Fund
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations
    See also Journal Article in Economic Modelling (1996)
16. Long memory in inflation expectations: evidence from international expectations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
17. Net foreign assets and equilibrium exchange rates: panel evidence
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1994

18. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of International Money and Finance (1997)

1993

19. Is there a world real interest rate?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of International Money and Finance (1995)
20. Market Share and Exchange Rate Pass-Through in World Automobile Trade
    Working Papers, California Davis - Institute of Governmental Affairs View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations
    See also Journal Article in Journal of International Economics (1996)

1992

21. German unification and the European monetary system: a quantitative analysis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in Journal of Policy Modeling (1993)
22. How Pervasive is the Product Cycle? The Empirical Dynamics of American and Japanese Trade Flows
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1991)
    Economics Working Papers, University of California at Berkeley (1991) View citations
23. Markup Adjustment and Exchange Rate Fluctuations: Evidence From Panel Data on Automobile Exports
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (1995)
24. Stochastic behavior of the world economy under alternative policy regimes
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
25. Taxation and inflation: a new explanation for current account imbalances
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

1990

26. Pricing to market in international trade: evidence from panel data on automobiles and total merchandise
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
27. The global economic implications of German unification
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
28. Why hasn't trade grown faster than income? Inter-industry trade over the past century
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1989

29. A forward-looking multicountry model: MX3
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
30. Exchange rate variability and the level of international trade
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of International Economics (1993)
31. Savings rates and output variability in industrial countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

1988

32. Adjustment costs and international trade dynamics
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of International Economics (1989)
33. Nominal interest rate pegging under alternative expectations hypotheses
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in Proceedings (1990)

Journal Articles

2009

1. Currency crashes and bond yields in industrial countries
   Journal of International Money and Finance, 2009, 28, (1), 161-181
   See also Working Paper (2005)
2. Exchange Rate Passthrough to Export Prices: Assessing Cross-Country Evidence
   Review of International Economics, 2009, 17, (1), 17-33

2008

3. Inflation regimes and inflation expectations
   Review, 2008, (May), 229-243
   See also Working Paper (1997)

2007

4. Productive Capacity, Product Varieties, and the Elasticities Approach to the Trade Balance
   Review of International Economics, 2007, 15, (4), 639-659 View citations
   See also Working Paper (2003)

2006

5. The effect of exchange rates on prices, wages, and profits: A case study of the United Kingdom in the 1990s
   International Economic Journal, 2006, 20, (2), 149-160
   See also Working Paper (2003)

2004

6. Monetary policy and exchange rate pass-through

   This article is a U.S. Government work and is in the public domain in the U.S.A.

   
   International Journal of Finance & Economics, 2004, 9, (4), 315-338

2001

7. U.S. international transactions in 2000
   Federal Reserve Bulletin, 2001, (May), 283-294

1997

8. Predicting external imbalances for the United States and Japan
   International Journal of Forecasting, 1997, 13, (2), 300-300
9. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
   Journal of International Money and Finance, 1997, 16, (1), 1-17 View citations
   See also Working Paper (1994)

1996

10. German unification: What have we learned from multi-country models?
    Economic Modelling, 1996, 13, (4), 467-497 View citations
    See also Working Paper (1996)
11. Market share and exchange rate pass-through in world automobile trade
    Journal of International Economics, 1996, 40, (1-2), 187-207 View citations
    See also Working Paper (1993)
12. Taxation and inflation: A new explanation for capital flows
    Journal of Monetary Economics, 1996, 38, (2), 303-330 View citations

1995

13. Dynamic Persistence of Industry Trade Balances: How Pervasive Is the Product Cycle?
    Oxford Economic Papers, 1995, 47, (2), 229-48 View citations
14. Is there a world real interest rate?
    Journal of International Money and Finance, 1995, 14, (6), 845-855 View citations
    See also Working Paper (1993)
15. Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports
    Journal of International Money and Finance, 1995, 14, (2), 289-310 View citations
    See also Working Paper (1992)

1993

16. Exchange rate variability and the level of international trade
    Journal of International Economics, 1993, 34, (3-4), 269-287 View citations
    See also Working Paper (1989)
17. German unification and the European Monetary System: A quantitative analysis
    Journal of Policy Modeling, 1993, 15, (4), 353-392 View citations
    See also Working Paper (1992)
18. Price and output stability under alternative monetary policy rules
    Proceedings, 1993 View citations

1990

19. Nominal interest rate pegging under alternative expectations hypotheses
    Proceedings, 1990, 438-473 View citations
    See also Working Paper (1988)
20. Solving stochastic equilibrium models with the extended path method
    Economic Modelling, 1990, 7, (3), 251-257
21. Solving the Stochastic Growth Model by Deterministic Extended Path
    Journal of Business & Economic Statistics, 1990, 8, (1), 35-36 View citations

1989

22. Adjustment costs and international trade dynamics
    Journal of International Economics, 1989, 26, (3-4), 327-344 View citations
    See also Working Paper (1988)

1988

23. Short-run Models and Long-run Forecasts: A Note on the Permanence of Output Fluctuations
    The Quarterly Journal of Economics, 1988, 103, (2), 415-24