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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 2017-03-31. Update your information in the RePEc Author Service.

Short-id: pro248


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Working Papers

2017

  1. Uncertainty, Curreny Exess Returns, and Risk Reversals
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Measuring Cross Country Monetary Policy Uncertainty
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. Measuring Monetary Policy Uncertainty: The Federal Reserve, January 1985-January 2016
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  3. Unconventional Monetary Policy and International Risk Premia
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads

2014

  1. Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (57)

2009

  1. Border prices and retail prices
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (13)
    See also Journal Article in Journal of International Economics (2012)

2008

  1. Exchange rates and fundamentals: a generalization
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008) Downloads View citations (11)
  2. 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.) Downloads View citations (2)
    See also Journal Article in IMF Staff Papers (2009)

2006

  1. The U.S. Current Account Deficit and the Expected Share of World Output
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (47)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (46)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (45)

    See also Journal Article in Journal of Monetary Economics (2006)

2005

  1. 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.) Downloads View citations (94)

2003

  1. 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.) Downloads View citations (19)
    See also Journal Article in Journal of Money, Credit and Banking (2007)
  2. Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (7)
    Working Paper Series, European Central Bank (2002) Downloads View citations (14)

    See also Journal Article in Journal of the European Economic Association (2003)
  3. 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.) Downloads View citations (25)
  4. 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.) Downloads View citations (42)
    See also Journal Article in Journal of Monetary Economics (2007)
  5. The present-value model of the current account has been rejected: Round up the usual suspects
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (7)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (30)
    Computing in Economics and Finance 2001, Society for Computational Economics (2001)

    See also Journal Article in Journal of International Economics (2006)

2002

  1. 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.) Downloads View citations (19)

2001

  1. An empirical comparison of Bundesbank and ECB monetary policy rules
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (59)
  2. Border effects within the NAFTA countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
  3. Exchange rate forecasting: the errors we've really made
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (19)
    See also Journal Article in Journal of International Economics (2003)
  4. Price Level Convergence and Inflation in Europe
    Working Paper Series, Peterson Institute for International Economics Downloads View citations (34)
  5. Price level convergence, relative prices, and inflation in Europe
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (51)

2000

  1. Deviations from purchasing power parity: causes and welfare costs
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in Working Papers, University of Washington, Department of Economics (1999) Downloads View citations (4)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) Downloads View citations (12)

    See also Journal Article in Journal of International Economics (2001)
  2. News and noise in G-7 GDP announcements
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (69)
    See also Journal Article in Journal of Money, Credit and Banking (2005)
  3. Puzzles in the Chinese stock market
    Working Paper Series, Federal Reserve Bank of Chicago Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (15)

    See also Journal Article in The Review of Economics and Statistics (2002)
  4. Violating the Law of One Price: Should We Make a Federal Case Out of It?
    Working Papers, University of Washington, Department of Economics Downloads View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (6)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (6)

    See also Journal Article in Journal of Money, Credit and Banking (2001)

1999

  1. Investment and the current account in the short run and the long run
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2002)
  2. Monetary policy's role in exchange rate behavior
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (59)
    See also Journal Article in Journal of Monetary Economics (2003)

1998

  1. 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.) Downloads
    See also Journal Article in Journal of Monetary Economics (2000)
  2. Monetary shocks and real exchange rates
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)
    See also Journal Article in Journal of International Economics (1999)
  3. 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 Downloads View citations (18)
    Also in Working Papers, University of Washington, Department of Economics (1998) Downloads View citations (14)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (9)

1997

  1. A guide to FRB/Global
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
  2. Intra-National, Intra-Continental, and Intra-Planetary PPP
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1997) Downloads View citations (12)
  3. 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.) Downloads View citations (21)
    See also Journal Article in Journal of Development Economics (2000)

1996

  1. 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.) Downloads View citations (4)
  2. 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.) Downloads View citations (14)
    See also Journal Article in Journal of International Economics (1996)
  3. Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
    Working Papers, University of Washington, Department of Economics View citations (3)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) Downloads View citations (7)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (27)

1995

  1. Convertibility risk, default risk, and the Mexdollar anomaly
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. 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.) Downloads View citations (107)
    Also in Working Papers, Pennsylvania State - Department of Economics (1993) View citations (14)

    See also Journal Article in Journal of Monetary Economics (1995)
  3. How Wide is the Border?
    Working Papers, Pennsylvania State - Department of Economics View citations (39)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) Downloads View citations (18)
    NBER Working Papers, National Bureau of Economic Research, Inc (1994) Downloads View citations (14)
    Research Working Paper, Federal Reserve Bank of Kansas City (1995) View citations (33)

    See also Journal Article in American Economic Review (1996)
  4. 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.) Downloads View citations (31)
    Also in Working Papers, Pennsylvania State - Department of Economics (1993)

    See also Journal Article in Journal of Empirical Finance (1995)
  5. Political Competition, Fiscal Illusion, and U.S. State Government Size: Do Tighter Election Produce Tighter Budgets?
    Working Papers, Pennsylvania State - Department of Economics View citations (1)
  6. 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.) Downloads View citations (1)
  7. Real exchange rate movements in high inflation countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
  8. 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.) Downloads View citations (20)

1994

  1. Relative Returns on Equities in Pacific Basin Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Proceedings (1992)

1993

  1. An Empirical Examination of State Government Budgets
    Working Papers, Pennsylvania State - Department of Economics View citations (2)
  2. Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates
    Working Papers, Pennsylvania State - Department of Economics View citations (33)
    See also Journal Article in Journal of International Economics (1995)
  3. 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)
  4. Output, inflation, and stabilization in a small open economy: evidence from Mexico
    Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in Journal of Development Economics (1995)

1990

  1. AN OPEN-ECONOMY MACRO MODEL CREDIT
    Working Papers, Pennsylvania State - Department of Economics
  2. INTERNATIONAL STOCK PRICE MOVEMENTS, THE CRASH, AND THE MINI-CRASH: THE CASE OF EMERGING MARKET
    Working Papers, Pennsylvania State - Department of Economics
  3. Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries
    Working Papers, Pennsylvania State - Department of Economics View citations (3)
    See also Journal Article in The Review of Economics and Statistics (1993)
  4. 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)
  5. VECTOR AUTOREGRESSIONS, CO-INTEGRATION AND MODELLING THE DEMAND FOR MEXDOLLARS
    Working Papers, Pennsylvania State - Department of Economics

1989

  1. DEVALUATION AND TEMPORARY FOREIGN EXCHANGE SUBSIDIES IN AN OPTIMIZING MODEL
    Working Papers, Pennsylvania State - Department of Economics
  2. DOLLARIZATION IN MEXICO: A VECTOR AUTOREGRESSION ANALYSIS
    Working Papers, Pennsylvania State - Department of Economics
  3. 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

2014

  1. Evaluating asset-market effects of unconventional monetary policy: a multi-country review
    Economic Policy, 2014, 29, (80), 749-799 Downloads View citations (54)

2012

  1. Border prices and retail prices
    Journal of International Economics, 2012, 88, (1), 62-73 Downloads View citations (15)
    See also Working Paper (2009)

2009

  1. Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets
    IMF Staff Papers, 2009, 56, (3), 543-573 Downloads View citations (7)
    See also Working Paper (2008)

2007

  1. Capital Controls and the International Transmission of U.S. Money Shocks
    Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 Downloads View citations (43)
    See also Working Paper (2003)
  2. Monetary union, price level convergence, and inflation: How close is Europe to the USA?
    Journal of Monetary Economics, 2007, 54, (3), 785-796 Downloads View citations (58)
  3. The high-frequency response of exchange rates and interest rates to macroeconomic announcements
    Journal of Monetary Economics, 2007, 54, (4), 1051-1068 Downloads View citations (141)
    See also Working Paper (2003)

2006

  1. The U.S. current account deficit and the expected share of world output
    Journal of Monetary Economics, 2006, 53, (5), 1063-1093 Downloads View citations (43)
    Also in Proceedings, 2006, (Jun) (2006) Downloads View citations (53)

    See also Working Paper (2006)
  2. 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 Downloads View citations (71)
    See also Working Paper (2003)

2005

  1. News and Noise in G-7 GDP Announcements
    Journal of Money, Credit and Banking, 2005, 37, (3), 403-19 View citations (89)
    See also Working Paper (2000)

2004

  1. European product market integration after the euro
    Economic Policy, 2004, 19, (39), 347-384 Downloads View citations (99)

2003

  1. Empirical exchange rate models
    Journal of International Economics, 2003, 60, (1), 1-2 Downloads View citations (4)
  2. Exchange rate forecasting: the errors we've really made
    Journal of International Economics, 2003, 60, (1), 35-59 Downloads View citations (112)
    See also Working Paper (2001)
  3. 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 Downloads View citations (41)
    See also Working Paper (2003)
  4. Monetary policy's role in exchange rate behavior
    Journal of Monetary Economics, 2003, 50, (7), 1403-1424 Downloads View citations (154)
    See also Working Paper (1999)

2002

  1. 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 (47)
    See also Working Paper (1999)
  2. Puzzles In The Chinese Stock Market
    The Review of Economics and Statistics, 2002, 84, (3), 416-432 Downloads View citations (55)
    See also Working Paper (2000)

2001

  1. Deviations from purchasing power parity: causes and welfare costs
    Journal of International Economics, 2001, 55, (1), 29-57 Downloads View citations (89)
    See also Working Paper (2000)
  2. 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 (51)
    See also Working Paper (2000)

2000

  1. Inflation and the great ratios: Long term evidence from the U.S
    Journal of Monetary Economics, 2000, 45, (1), 3-35 Downloads View citations (45)
    See also Working Paper (1998)
  2. Output and the real exchange rate in developing countries: an application to Mexico
    Journal of Development Economics, 2000, 61, (1), 85-109 Downloads View citations (70)
    See also Working Paper (1997)
  3. Political Competition and State Government Size: Do Tighter Elections Produce Looser Budgets?
    Public Choice, 2000, 105, (1-2), 1-21 Downloads View citations (22)

1999

  1. Monetary shocks and real exchange rates
    Journal of International Economics, 1999, 49, (2), 269-288 Downloads View citations (93)
    See also Working Paper (1998)

1997

  1. Evaluating international economic policy with the Federal Reserve's global model
    Federal Reserve Bulletin, 1997, (Oct), 797-817 Downloads View citations (9)
  2. Intranational, Intracontinental, and Intraplanetary PPP
    Journal of the Japanese and International Economies, 1997, 11, (4), 480-501 Downloads View citations (11)

1996

  1. 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 Downloads
  2. How Wide Is the Border?
    American Economic Review, 1996, 86, (5), 1112-25 Downloads View citations (558)
    See also Working Paper (1995)
  3. 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 Downloads View citations (22)
    See also Working Paper (1996)

1995

  1. Government budget deficits and trade deficits Are present value constraints satisfied in long-term data?
    Journal of Monetary Economics, 1995, 36, (2), 351-374 Downloads View citations (105)
    See also Working Paper (1995)
  2. Haircuts or hysteresis? Sources of movements in real exchange rates
    Journal of International Economics, 1995, 38, (3-4), 339-360 Downloads View citations (86)
    See also Working Paper (1993)
  3. International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States
    Journal of Empirical Finance, 1995, 2, (2), 117-133 Downloads View citations (29)
    See also Working Paper (1995)
  4. Output, inflation and stabilization: a counterfactual analysis
    Journal of International Money and Finance, 1995, 14, (5), 619-640 Downloads View citations (7)
    See also Working Paper (1993)
  5. Output, inflation, and stabilization in a small open economy: Evidence from Mexico
    Journal of Development Economics, 1995, 46, (2), 271-293 Downloads View citations (23)
    See also Working Paper (1993)

1994

  1. Entry barriers and price movements between major and emerging stock markets
    Journal of Macroeconomics, 1994, 16, (2), 221-241 Downloads View citations (12)
  2. Temporary foreign exchange subsidies, anticipated devaluation, and the Mexdollar anomaly
    Economics Letters, 1994, 45, (1), 85-92 Downloads

1993

  1. An empirical open-economy macro model with credit
    Journal of Macroeconomics, 1993, 15, (2), 203-224 Downloads View citations (5)
  2. High inflation: causes and consequences
    Economic and Financial Policy Review, 1993, (Dec), 37-51 Downloads View citations (3)
  3. Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries
    The Review of Economics and Statistics, 1993, 75, (4), 589-605 Downloads View citations (16)
    See also Working Paper (1990)

1992

  1. Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis
    Journal of International Money and Finance, 1992, 11, (2), 188-207 Downloads View citations (6)
  2. Relative returns on equities in Pacific Basin countries
    Proceedings, 1992, 48-67 View citations (1)
    Also in Proceedings, 1992, (Sep) (1992)

    See also Working Paper (1994)
  3. The Currency Substitution Hypothesis and Relative Money Demand in Mexico and Canada
    Journal of Money, Credit and Banking, 1992, 24, (3), 300-318 Downloads View citations (11)
    See also Working Paper (1990)

1990

  1. Foreign Inflation Transmission under Flexible Exchange Rates and Currency Substitution
    Journal of Money, Credit and Banking, 1990, 22, (2), 195-208 Downloads View citations (6)
    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 Downloads View citations (13)
 
Page updated 2017-06-24