Details about John H. Rogers

E-mail:
Homepage:	http://www.federalreserve.gov/research/staff/rogersjohnh.htm
Phone:	202-452-2873
Postal address:	20th and C Sts., NW Washington, DC 20551
Workplace:	Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by John H. Rogers.

Last updated 2009-09-15. Update your information in the RePEc Author Service.

Short-id: pro248

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Jump to Journal Articles Chapters

Working Papers

2009

1. Border prices and retail prices
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2008

2. Exchange rates and fundamentals: a generalization
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2008) View citations
3. Expected consumption growth from cross-country surveys: implications for assessing international capital markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in IMF Staff Papers (2009)

2006

4. The U.S. Current Account Deficit and the Expected Share of World Output
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations
   Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations
   See also Journal Article in Journal of Monetary Economics (2006)

2005

5. 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

2003

6. Capital controls and the international transmission of U.S. money shocks
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of Money, Credit and Banking (2007)
7. Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations
   Working Paper Series, European Central Bank (2002) View citations
   See also Journal Article in Journal of the European Economic Association (2003)
8. Revisiting the Border: an assessment of the law of one price using very disaggregated consumer price data
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
9. The high-frequency response of exchange rates and interest rates to macroeconomic announcements
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of Monetary Economics (2007)
10. The present-value model of the current account has been rejected: Round up the usual suspects
    Working Paper, Federal Reserve Bank of Atlanta View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations
    Computing in Economics and Finance 2001, Society for Computational Economics (2001)
    See also Journal Article in Journal of International Economics (2006)

2002

11. Monetary union, price level convergence, and inflation: how close is Europe to the United States?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2001

12. An empirical comparison of Bundesbank and ECB monetary policy rules
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
13. Border effects within the NAFTA countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
14. Exchange rate forecasting: the errors we've really made
    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 (2003)
15. Price Level Convergence and Inflation in Europe
    Peterson Institute Working Paper Series, Peterson Institute for International Economics View citations
16. Price level convergence, relative prices, and inflation in Europe
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2000

17. Deviations from purchasing power parity: causes and welfare costs
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    Also in Working Papers, University of Washington, Department of Economics (1999)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) View citations
    See also Journal Article in Journal of International Economics (2001)
18. Investment and the Current Account in the Short Run and the Long Run
    UBC Departmental Archives, UBC Department of Economics
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations
    UBC Departmental Archives, UBC Department of Economics (2000)
    See also Journal Article in Journal of Money, Credit and Banking (2002)
19. News and noise in G-7 GDP announcements
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2005)
20. Puzzles in the Chinese stock market
    Working Paper Series, Federal Reserve Bank of Chicago
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations
    See also Journal Article in The Review of Economics and Statistics (2002)
21. Violating the Law of One Price: Should We Make a Federal Case Out of It?
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
    Working Papers, University of Washington, Department of Economics (2000) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2001)

1999

22. Monetary policy's role in exchange rate behavior
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of Monetary Economics (2003)

1998

23. Inflation and the great ratios: long-term evidence from the U.S
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in Journal of Monetary Economics (2000)
24. Monetary shocks and real exchange rates
    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 (1999)
25. Relative Price Volatility: What Role Does the Border Play?
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations
    Working Papers, University of Washington, Department of Economics (1998) View citations

1997

26. A guide to FRB/Global
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
27. Intra-National, Intra-Continental, and Intra-Planetary PPP
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1997) View citations
28. Output and the real exchange rate in developing countries: an application to Mexico
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of Development Economics (2000)

1996

29. Long-term evidence on the Tobin and Fisher effects: a new approach
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
30. Monetary policy in the end-game to exchange-rate based stabilizations: the case of Mexico
    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 (1996)
31. Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
    Working Papers, University of Washington, Department of Economics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996) View citations

1995

32. Convertibility risk, default risk, and the Mexdollar anomaly
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
33. Government budget deficits and trade deficits: are present value constraints satisfied in long-term data?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    Also in Working Papers, Pennsylvania State - Department of Economics (1993) View citations
    See also Journal Article in Journal of Monetary Economics (1995)
34. How Wide is the Border?
    Working Papers, Pennsylvania State - Department of Economics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) View citations
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) View citations
    Research Working Paper, Federal Reserve Bank of Kansas City (1995) View citations
    See also Journal Article in American Economic Review (1996)
35. International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
    Also in Working Papers, Pennsylvania State - Department of Economics (1993)
    See also Journal Article in Journal of Empirical Finance (1995)
36. Political Competition, Fiscal Illusion, and U.S. State Government Size: Do Tighter Election Produce Tighter Budgets?
    Working Papers, Pennsylvania State - Department of Economics
37. Political competition, causal relationships between taxes and spending, and their influence on government size: evidence from state-level data
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
38. Real exchange rate movements in high inflation countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
39. Real shocks and real exchange rates in really long-term data
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1994

40. Relative Returns on Equities in Pacific Basin Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Proceedings (1992)

1993

41. An Empirical Examination of State Government Budgets
    Working Papers, Pennsylvania State - Department of Economics View citations
42. Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates
    Working Papers, Pennsylvania State - Department of Economics View citations
    See also Journal Article in Journal of International Economics (1995)
43. Output, Inflation and Stabilization: A Counterfactual Analysis
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article in Journal of International Money and Finance (1995)
44. Output, inflation, and stabilization in a small open economy: evidence from Mexico
    Research Paper, Federal Reserve Bank of Dallas View citations
    See also Journal Article in Journal of Development Economics (1995)

1990

45. AN OPEN-ECONOMY MACRO MODEL CREDIT
    Working Papers, Pennsylvania State - Department of Economics
46. INTERNATIONAL STOCK PRICE MOVEMENTS, THE CRASH, AND THE MINI-CRASH: THE CASE OF EMERGING MARKET
    Working Papers, Pennsylvania State - Department of Economics
47. Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries
    Working Papers, Pennsylvania State - Department of Economics View citations
    See also Journal Article in The Review of Economics and Statistics (1993)
48. THE CURRENCY SUBSTITUTION HYPOTHESIS AND RELATIVE MONEY DEMAND IN MEXICO AND CANADA
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (1992)
49. VECTOR AUTOREGRESSIONS, CO-INTEGRATION AND MODELLING THE DEMAND FOR MEXDOLLARS
    Working Papers, Pennsylvania State - Department of Economics

1989

50. DEVALUATION AND TEMPORARY FOREIGN EXCHANGE SUBSIDIES IN AN OPTIMIZING MODEL
    Working Papers, Pennsylvania State - Department of Economics
51. DOLLARIZATION IN MEXICO: A VECTOR AUTOREGRESSION ANALYSIS
    Working Papers, Pennsylvania State - Department of Economics
52. FOREIGN INFLATION TRANSMISSION UNDER FLEXIBLE EXCHANGE RATES AND CURRENCY SUBSTITUTION
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (1990)

Journal Articles

2009

1. Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets
   IMF Staff Papers, 2009, 56, (3), 543-573
   See also Working Paper (2008)

2007

2. Capital Controls and the International Transmission of U.S. Money Shocks
   Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 View citations
   See also Working Paper (2003)
3. Monetary union, price level convergence, and inflation: How close is Europe to the USA?
   Journal of Monetary Economics, 2007, 54, (3), 785-796 View citations
4. The high-frequency response of exchange rates and interest rates to macroeconomic announcements
   Journal of Monetary Economics, 2007, 54, (4), 1051-1068 View citations
   See also Working Paper (2003)

2006

5. The U.S. current account deficit and the expected share of world output
   Journal of Monetary Economics, 2006, 53, (5), 1063-1093 View citations
   Also in Proceedings, 2006, (Jun) (2006) View citations
   See also Working Paper (2006)
6. The present-value model of the current account has been rejected: Round up the usual suspects
   Journal of International Economics, 2006, 68, (1), 159-187 View citations
   See also Working Paper (2003)

2005

7. News and Noise in G-7 GDP Announcements
   Journal of Money, Credit and Banking, 2005, 37, (3), 403-19 View citations
   See also Working Paper (2000)

2004

8. European product market integration after the euro
   Economic Policy, 2004, 19, (39), 347-384 View citations

2003

9. Empirical exchange rate models
   Journal of International Economics, 2003, 60, (1), 1-2 View citations
10. Exchange rate forecasting: the errors we've really made
    Journal of International Economics, 2003, 60, (1), 35-59 View citations
    See also Working Paper (2001)
11. Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
    Journal of the European Economic Association, 2003, 1, (5), 1031-1057 View citations
    See also Working Paper (2003)
12. Monetary policy's role in exchange rate behavior
    Journal of Monetary Economics, 2003, 50, (7), 1403-1424 View citations
    See also Working Paper (1999)

2002

13. Investment and the Current Account in the Short Run and the Long Run
    Journal of Money, Credit and Banking, 2002, 34, (4), 967-86 View citations
    See also Working Paper (2000)
14. Puzzles In The Chinese Stock Market
    The Review of Economics and Statistics, 2002, 84, (3), 416-432 View citations
    See also Working Paper (2000)

2001

15. Deviations from purchasing power parity: causes and welfare costs
    Journal of International Economics, 2001, 55, (1), 29-57 View citations
    See also Working Paper (2000)
16. Violating the Law of One Price: Should We Make a Federal Case Out of It?
    Journal of Money, Credit and Banking, 2001, 33, (1), 1-15 View citations
    See also Working Paper (2000)

2000

17. Inflation and the great ratios: Long term evidence from the U.S
    Journal of Monetary Economics, 2000, 45, (1), 3-35 View citations
    See also Working Paper (1998)
18. Output and the real exchange rate in developing countries: an application to Mexico
    Journal of Development Economics, 2000, 61, (1), 85-109 View citations
    See also Working Paper (1997)
19. Political Competition and State Government Size: Do Tighter Elections Produce Looser Budgets?
    Public Choice, 2000, 105, (1-2), 1-21 View citations

1999

20. Monetary shocks and real exchange rates
    Journal of International Economics, 1999, 49, (2), 269-288 View citations
    See also Working Paper (1998)

1997

21. Evaluating international economic policy with the Federal Reserve's global model
    Federal Reserve Bulletin, 1997, (Oct), 797-817 View citations
22. Intranational, Intracontinental, and Intraplanetary PPP
    Journal of the Japanese and International Economies, 1997, 11, (4), 480-501 View citations

1996

23. Convertibility Risk, Default Risk, and the Mexdollar Anomaly: A Reply to Gruben and Welch
    Journal of Money, Credit and Banking, 1996, 28, (3), 402-05
24. How Wide Is the Border?
    American Economic Review, 1996, 86, (5), 1112-25 View citations
    See also Working Paper (1995)
25. Monetary policy in the end-game to exchange-rate based stabilizations: the case of Mexico
    Journal of International Economics, 1996, 41, (3-4), 285-307 View citations
    See also Working Paper (1996)

1995

26. Government budget deficits and trade deficits Are present value constraints satisfied in long-term data?
    Journal of Monetary Economics, 1995, 36, (2), 351-374 View citations
    See also Working Paper (1995)
27. Haircuts or hysteresis? Sources of movements in real exchange rates
    Journal of International Economics, 1995, 38, (3-4), 339-360 View citations
    See also Working Paper (1993)
28. International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States
    Journal of Empirical Finance, 1995, 2, (2), 117-133 View citations
    See also Working Paper (1995)
29. Output, inflation and stabilization: a counterfactual analysis
    Journal of International Money and Finance, 1995, 14, (5), 619-640 View citations
    See also Working Paper (1993)
30. Output, inflation, and stabilization in a small open economy: Evidence from Mexico
    Journal of Development Economics, 1995, 46, (2), 271-293 View citations
    See also Working Paper (1993)

1994

31. Entry barriers and price movements between major and emerging stock markets
    Journal of Macroeconomics, 1994, 16, (2), 221-241 View citations
32. Temporary foreign exchange subsidies, anticipated devaluation, and the Mexdollar anomaly
    Economics Letters, 1994, 45, (1), 85-92

1993

33. An empirical open-economy macro model with credit
    Journal of Macroeconomics, 1993, 15, (2), 203-224 View citations
34. High inflation: causes and consequences
    Economic and Financial Policy Review, 1993, (Dec), 37-51
35. Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries
    The Review of Economics and Statistics, 1993, 75, (4), 589-605 View citations
    See also Working Paper (1990)

1992

36. Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis
    Journal of International Money and Finance, 1992, 11, (2), 188-207 View citations
37. Relative returns on equities in Pacific Basin countries
    Proceedings, 1992, (Sep)
    Also in Proceedings, 1992, 48-67 (1992)
    See also Working Paper (1994)
38. The Currency Substitution Hypothesis and Relative Money Demand in Mexico and Canada
    Journal of Money, Credit and Banking, 1992, 24, (3), 300-318 View citations
    See also Working Paper (1990)

1990

39. Foreign Inflation Transmission under Flexible Exchange Rates and Currency Substitution
    Journal of Money, Credit and Banking, 1990, 22, (2), 195-208 View citations
    See also Working Paper (1989)

Chapters

1998

1. Regional Patterns in the Law of One Price: The Roles of Geography versus Currencies
   A chapter in The Regionalization of the World Economy, 1998, pp 153-188 View citations