Details about Hali Edison

Access statistics for papers by Hali Edison.

Last updated 2022-03-06. Update your information in the RePEc Author Service.

Short-id: ped1

Working Papers

2019

1. Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts
   Bank of Lithuania Discussion Paper Series, Bank of Lithuania View citations (2)
   See also Journal Article Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (3) (2021)

2018

2. Evaluating IMF Training: What Can We Learn?
   IMF Working Papers, International Monetary Fund

2009

3. Australia and New Zealand Exchange Rates: A Quantitative Assessment
   IMF Working Papers, International Monetary Fund View citations (4)

2007

4. Strategies for Fiscal Consolidation in Japan
   IMF Working Papers, International Monetary Fund View citations (3)
   See also Journal Article Strategies for fiscal consolidation in Japan, Japan and the World Economy, Elsevier (2009) View citations (1) (2009)

2006

5. Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in IMF Working Papers, International Monetary Fund (2003) View citations (7)
   See also Journal Article Cross-border listings, capital controls, and equity flows to emerging markets, Journal of International Money and Finance, Elsevier (2008) View citations (58) (2008)

2003

6. Cross-board listings, capital controls, and equity flows to emerging markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
7. Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?
   IMF Working Papers, International Monetary Fund View citations (36)
   See also Journal Article Foreign exchange intervention and the Australian dollar: has it mattered?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006) View citations (36) (2006)
8. U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis
   IMF Working Papers, International Monetary Fund View citations (28)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (12)
   See also Journal Article U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis, The Review of Economics and Statistics, MIT Press (2004) View citations (45) (2004)

2002

9. Capital Account Liberalization and Economic Performance: Survey and Synthesis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (179)
   Also in IMF Working Papers, International Monetary Fund (2002) View citations (160)
   See also Journal Article Capital Account Liberalization and Economic Performance: Survey and Synthesis, IMF Staff Papers, Palgrave Macmillan (2004) View citations (136) (2004)
10. International Financial Integration and Economic Growth
    IMF Working Papers, International Monetary Fund View citations (314)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (305)
    See also Journal Article International financial integration and economic growth, Journal of International Money and Finance, Elsevier (2002) View citations (305) (2002)

2001

11. A Simple Measure of the Intensity of Capital Controls
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (49)
    Also in IMF Working Papers, International Monetary Fund (2001) View citations (64)
    See also Journal Article A simple measure of the intensity of capital controls, Journal of Empirical Finance, Elsevier (2003) View citations (190) (2003)
12. Capital controls during financial crises: The case of Malaysia and Thailand
    MPRA Paper, University Library of Munich, Germany View citations (20)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations (23)
    See also Journal Article Capital controls during financial crises: the cases of Malaysia and Thailand, Proceedings, Federal Reserve Bank of San Francisco (1999) View citations (7) (1999)
13. Exchange Rates and Capital Flows
    IMF Working Papers, International Monetary Fund View citations (36)
    See also Journal Article Exchange Rates and Capital Flows, European Financial Management, European Financial Management Association (2004) View citations (45) (2004)
14. New Economy Stock Valuations and Investment in the 1990s
    IMF Working Papers, International Monetary Fund View citations (5)
15. Stopping hot money
    MPRA Paper, University Library of Munich, Germany View citations (95)
    See also Journal Article Stopping hot money, Journal of Development Economics, Elsevier (2001) View citations (108) (2001)
16. Wealth Effects and the New Economy
    IMF Working Papers, International Monetary Fund View citations (25)

2000

17. Do indicators of financial crises work? an evaluation of an early warning system
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (30)
    See also Journal Article Do indicators of financial crises work? An evaluation of an early warning system, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2003) View citations (200) (2003)
18. Monetary policy independence in the ERM: was there any?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1998

19. Asset Bubbles, Domino Effects and 'Lifeboats': Elements of the East Asian Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (51)
    Also in CSGR Working papers series, Centre for the Study of Globalisation and Regionalisation (CSGR), University of Warwick (1998) View citations (18)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (19)
20. U.S. monetary policy and econometric modeling: tales from the FOMC transcripts 1984-1991
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article US monetary policy and econometric modeling: tales from the FOMC transcripts 1984-1991, Economic Modelling, Elsevier (1998) View citations (10) (1998)
21. Was China the first domino? assessing links between China and the rest of emerging Asia
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (31)

1996

22. The reaction of exchange rates and interest rates to news releases
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
    See also Journal Article The Reaction of Exchange Rates and Interest Rates to News Releases, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1997) View citations (32) (1997)

1995

23. Alternative approaches to real exchange rates and real interest rates: three up and three down
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
    See also Journal Article Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1999) View citations (38) (1999)

1994

24. European monetary arrangements: implications for the dollar, exchange rate variability and credibility
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (20)
    See also Journal Article European monetary arrangements: Implications for the dollar, exchange rate variability and credibility, European Financial Management, European Financial Management Association (1995) View citations (14) (1995)
25. 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 (24)
    See also Journal Article Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era, Journal of International Money and Finance, Elsevier (1997) View citations (86) (1997)

1993

26. A utility based comparison of some models of exchange rate volatility
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (154)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1992) View citations (16)
    See also Journal Article A utility-based comparison of some models of exchange rate volatility, Journal of International Economics, Elsevier (1993) View citations (205) (1993)
27. The Effectiveness of Central-Bank Intervention: A Survey of the Litterature after 1982
    Princeton Studies in International Economics, International Economics Section, Departement of Economics Princeton University, View citations (87)

1992

28. Purchasing power parity and uncovered interest rate parity: the United States 1974-1990
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

1991

29. Re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990, Journal of Monetary Economics, Elsevier (1993) View citations (141) (1993)

1990

30. Foreign currency operations: an annotated bibliography
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)

1989

31. A long-run view of the european monetary system
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
    See also Journal Article A long-run view of the European monetary system, Journal of International Money and Finance, Elsevier (1991) View citations (30) (1991)
32. A new interpretation of the coordination problem and its empirical significance
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article A new interpretation of the coordination problem and its empirical significance, Proceedings, Board of Governors of the Federal Reserve System (U.S.) (1990) View citations (5) (1990)

1986

33. An empirical analysis of policy coordination in the United States, Japan and Europe
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
34. Is the ECU an optimal currency basket?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
35. The structure and properties of the FRB multicountry model.Part I: Model description and simulation results
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

1985

36. Optimal currency basket in a world of generalized floating: an application to the nordic countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article Optimal currency basket in a world of generalized floating: An application to the Nordic countries, International Journal of Forecasting, Elsevier (1987) View citations (8) (1987)
37. The U.K. sector of the Federal Reserve's multicountry model: the effects of monetary and fiscal policies
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article The U.K. Sector of the Federal Reserve's Multicountry Model: The Effects of Monetary and Fiscal Policies, The Manchester School of Economic & Social Studies, University of Manchester (1986) (1986)

1983

38. A quantitative reassessment of the purchasing power parity hypothesis: evidence from Norway and the United Kingdom
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence from Norway and the United Kingdom, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1987) View citations (56) (1987)
39. The rise and fall of sterling: testing alternative models of exchange rate determination
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

Journal Articles

2021

1. Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts
   Applied Economics Letters, 2021, 28, (1), 38-42 View citations (3)
   See also Working Paper Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts, Bank of Lithuania Discussion Paper Series (2019) View citations (2) (2019)

2009

2. Exchange rate assessments for Australia and New Zealand
   Journal of Financial Economic Policy, 2009, 1, (2), 155-176
3. Strategies for fiscal consolidation in Japan
   Japan and the World Economy, 2009, 21, (2), 151-160 View citations (1)
   See also Working Paper Strategies for Fiscal Consolidation in Japan, IMF Working Papers (2007) View citations (3) (2007)

2008

4. Cross-border listings, capital controls, and equity flows to emerging markets
   Journal of International Money and Finance, 2008, 27, (6), 1013-1027 View citations (58)
   See also Working Paper Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets, NBER Working Papers (2006) View citations (4) (2006)

2006

5. Foreign exchange intervention and the Australian dollar: has it mattered?
   International Journal of Finance & Economics, 2006, 11, (2), 155-171 View citations (36)
   See also Working Paper Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?, IMF Working Papers (2003) View citations (36) (2003)

2004

6. Capital Account Liberalization and Economic Performance: Survey and Synthesis
   IMF Staff Papers, 2004, 51, (2), 2 View citations (136)
   See also Working Paper Capital Account Liberalization and Economic Performance: Survey and Synthesis, NBER Working Papers (2002) View citations (179) (2002)
7. Exchange Rates and Capital Flows
   European Financial Management, 2004, 10, (3), 511-533 View citations (45)
   See also Working Paper Exchange Rates and Capital Flows, IMF Working Papers (2001) View citations (36) (2001)
8. U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis
   The Review of Economics and Statistics, 2004, 86, (3), 691-704 View citations (45)
   See also Working Paper U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis, IMF Working Papers (2003) View citations (28) (2003)

2003

9. A simple measure of the intensity of capital controls
   Journal of Empirical Finance, 2003, 10, (1-2), 81-103 View citations (190)
   See also Working Paper A Simple Measure of the Intensity of Capital Controls, International Finance Discussion Papers (2001) View citations (49) (2001)
10. Credibility and Interest Rate Discretion in the ERM
    Open Economies Review, 2003, 14, (4), 351-368 View citations (7)
11. Do indicators of financial crises work? An evaluation of an early warning system
    International Journal of Finance & Economics, 2003, 8, (1), 11-53 View citations (200)
    See also Working Paper Do indicators of financial crises work? an evaluation of an early warning system, International Finance Discussion Papers (2000) View citations (30) (2000)
12. The impact from changes in stock market valuations on investment: new economy versus old economy
    Applied Economics, 2003, 35, (9), 1015-1023 View citations (5)

2002

13. International financial integration and economic growth
    Journal of International Money and Finance, 2002, 21, (6), 749-776 View citations (305)
    See also Working Paper International Financial Integration and Economic Growth, IMF Working Papers (2002) View citations (314) (2002)
14. Stock Market Wealth Effects and the New Economy: A Cross‐Country Study
    International Finance, 2002, 5, (1), 1-22 View citations (10)

2001

15. Stopping hot money
    Journal of Development Economics, 2001, 66, (2), 533-553 View citations (108)
    See also Working Paper Stopping hot money, MPRA Paper (2001) View citations (95) (2001)

2000

16. Asset Bubbles, Leverage and 'Lifeboats': Elements of the East Asian Crisis
    Economic Journal, 2000, 110, (460), 309-34 View citations (35)

1999

17. Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down
    International Journal of Finance & Economics, 1999, 4, (2), 93-111 View citations (38)
    See also Working Paper Alternative approaches to real exchange rates and real interest rates: three up and three down, International Finance Discussion Papers (1995) View citations (16) (1995)
18. Capital controls during financial crises: the cases of Malaysia and Thailand
    Proceedings, 1999, (Sep), 1-36 View citations (7)
    See also Working Paper Capital controls during financial crises: The case of Malaysia and Thailand, MPRA Paper (2001) View citations (20) (2001)
19. Was China the first domino? Assessing links between China and other Asian economies
    Journal of International Money and Finance, 1999, 18, (4), 515-535 View citations (62)

1998

20. US monetary policy and econometric modeling: tales from the FOMC transcripts 1984-1991
    Economic Modelling, 1998, 15, (3), 411-428 View citations (10)
    See also Working Paper U.S. monetary policy and econometric modeling: tales from the FOMC transcripts 1984-1991, International Finance Discussion Papers (1998) View citations (1) (1998)

1997

21. The Reaction of Exchange Rates and Interest Rates to News Releases
    International Journal of Finance & Economics, 1997, 2, (2), 87-100 View citations (32)
    See also Working Paper The reaction of exchange rates and interest rates to news releases, International Finance Discussion Papers (1996) View citations (18) (1996)
22. 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 (86)
    See also Working Paper Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era, International Finance Discussion Papers (1994) View citations (24) (1994)

1995

23. European monetary arrangements: Implications for the dollar, exchange rate variability and credibility
    European Financial Management, 1995, 1, (1), 61-86 View citations (14)
    See also Working Paper European monetary arrangements: implications for the dollar, exchange rate variability and credibility, International Finance Discussion Papers (1994) View citations (20) (1994)

1993

24. A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990
    Journal of Monetary Economics, 1993, 31, (2), 165-187 View citations (141)
    See also Working Paper Re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990, International Finance Discussion Papers (1991) View citations (1) (1991)
25. A utility-based comparison of some models of exchange rate volatility
    Journal of International Economics, 1993, 35, (1-2), 23-45 View citations (205)
    See also Working Paper A utility based comparison of some models of exchange rate volatility, International Finance Discussion Papers (1993) View citations (154) (1993)

1991

26. A long-run view of the European monetary system
    Journal of International Money and Finance, 1991, 10, (1), 53-70 View citations (30)
    See also Working Paper A long-run view of the european monetary system, International Finance Discussion Papers (1989) View citations (7) (1989)

1990

27. A new interpretation of the coordination problem and its empirical significance
    Proceedings, 1990, 399-435 View citations (5)
    See also Working Paper A new interpretation of the coordination problem and its empirical significance, International Finance Discussion Papers (1989) View citations (1) (1989)

1989

28. Obstacles to international macroeconomic policy coordination: Study No. 64, December 1988, Jeffrey A. Frankel
    Journal of International Economics, 1989, 27, (3-4), 390-393

1988

29. Devaluation under pressure: India, Indonesia and Ghana:, Cambridge, MA: MIT Press, 1986. xi + 260 pp., index. $25.00
    Journal of Comparative Economics, 1988, 12, (2), 273-274

1987

30. A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence from Norway and the United Kingdom
    Journal of Applied Econometrics, 1987, 2, (4), 309-33 View citations (56)
    See also Working Paper A quantitative reassessment of the purchasing power parity hypothesis: evidence from Norway and the United Kingdom, International Finance Discussion Papers (1983) (1983)
31. On evaluating and extending the target zone proposal
    Journal of Policy Modeling, 1987, 9, (1), 199-224 View citations (15)
32. Optimal currency basket in a world of generalized floating: An application to the Nordic countries
    International Journal of Forecasting, 1987, 3, (1), 81-96 View citations (8)
    See also Working Paper Optimal currency basket in a world of generalized floating: an application to the nordic countries, International Finance Discussion Papers (1985) View citations (2) (1985)
33. Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)
    Journal of Money, Credit and Banking, 1987, 19, (3), 376-87 View citations (74)
34. The structure and properties of the Federal Reserve Board Multicountry Model
    Economic Modelling, 1987, 4, (2), 115-315 View citations (19)

1986

35. Optimal crawling peg in Venezuela An optimal control application
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 201-204
36. The U.K. Sector of the Federal Reserve's Multicountry Model: The Effects of Monetary and Fiscal Policies
    The Manchester School of Economic & Social Studies, 1986, 54, (4), 403-19
    See also Working Paper The U.K. sector of the Federal Reserve's multicountry model: the effects of monetary and fiscal policies, International Finance Discussion Papers (1985) (1985)

1985

37. Purchasing power parity: A quantitative reassessment of the 1920s experience
    Journal of International Money and Finance, 1985, 4, (3), 361-372 View citations (22)