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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


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Working Papers

2004

  1. Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (1)

2003

  1. Financial Integration: A New Methodology and an Illustration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (3)

    See also Journal Article Financial Integration: A New Methodology And An Illustration, Journal of the European Economic Association, MIT Press (2005) Downloads View citations (12) (2005)

2001

  1. Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)

2000

  1. An Interest Rate Defence of a Fixed Exchange Rate?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article An interest rate defense of a fixed exchange rate?, Journal of International Economics, Elsevier (2005) Downloads View citations (42) (2005)

1998

  1. Perspectives on the Recent Currency Crisis Literature
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (135)
    See also Journal Article Perspectives on the Recent Currency Crisis Literature, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1999) Downloads View citations (130) (1999)
  2. Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    See also Journal Article Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics, Economic Journal, Royal Economic Society (1999) View citations (105) (1999)

1996

  1. Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)

1995

  1. Collapsing Exchange Rate Regimes: Another Linear Example
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article Collapsing exchange rate regimes: Another linear example, Journal of International Economics, Elsevier (1996) Downloads View citations (56) (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 (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1994) Downloads View citations (14)

    See also Journal Article Fixes: Of the Forward Discount Puzzle, The Review of Economics and Statistics, MIT Press (1996) Downloads View citations (98) (1996)
  2. Issues Concerning Nominal Anchors for Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  3. The Size and Timing of Devaluations in Capital-Controlled Developing Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

1993

  1. Fixing Exchange Rates: A Virtual Quest for Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    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 (14)

    See also Journal Article Fixing exchange rates A virtual quest for fundamentals, Journal of Monetary Economics, Elsevier (1995) Downloads View citations (383) (1995)

1991

  1. Speculative Attacks and Models of Balance-of-Payments Crises
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)

1990

  1. An Empirical Exploration of Exchange Rate Target-Zones
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    See also Journal Article An empirical exploration of exchange-rate target-zones, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1991) Downloads View citations (91) (1991)
  2. 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 (8)

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 (7)
  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 (36)

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 (34)

1986

  1. An Evaluation of Recent Evidence on Stock Market Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  2. Asset Price Volatility, Bubbles, and Process Switching
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    See also Journal Article Asset Price Volatility, Bubbles, and Process Switching, Journal of Finance, American Finance Association (1986) Downloads View citations (46) (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 Real aspects of exchange rate regime choice with collapsing fixed rates, Journal of International Economics, Elsevier (1986) Downloads View citations (33) (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 A Model of Stochastic Process Switching, Econometrica, Econometric Society (1983) Downloads View citations (67) (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 Exchange-rate regimes in transition: Italy 1974, Journal of International Money and Finance, Elsevier (1983) Downloads View citations (3) (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 (29)
  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 Gold Monetization and Gold Discipline, Journal of Political Economy, University of Chicago Press (1984) Downloads View citations (84) (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 View citations (1)

2005

  1. An interest rate defense of a fixed exchange rate?
    Journal of International Economics, 2005, 66, (2), 471-484 Downloads View citations (42)
    See also Working Paper An Interest Rate Defence of a Fixed Exchange Rate?, CEPR Discussion Papers (2000) Downloads View citations (2) (2000)
  2. 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 (12)
  3. Financial Integration: A New Methodology And An Illustration
    Journal of the European Economic Association, 2005, 3, (6), 1349-1359 Downloads View citations (12)
    See also Working Paper Financial Integration: A New Methodology and an Illustration, NBER Working Papers (2003) Downloads View citations (3) (2003)
  4. 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 (51)

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 (7)

2000

  1. Self-fulfilling risk predictions:: an application to speculative attacks
    Journal of International Economics, 2000, 50, (1), 245-268 Downloads View citations (36)

1999

  1. Perspectives on the Recent Currency Crisis Literature
    International Journal of Finance & Economics, 1999, 4, (1), 1-26 Downloads View citations (130)
    See also Working Paper Perspectives on the Recent Currency Crisis Literature, NBER Working Papers (1998) Downloads View citations (135) (1998)
  2. Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics
    Economic Journal, 1999, 109, (459), F660-72 View citations (105)
    See also Working Paper Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics, CEPR Discussion Papers (1998) Downloads View citations (12) (1998)

1998

  1. Reserve and exchange rate cycles
    Journal of International Economics, 1998, 46, (1), 31-59 Downloads View citations (3)

1997

  1. The size and timing of devaluations in capital-controlled economies
    Journal of Development Economics, 1997, 54, (1), 123-147 Downloads View citations (8)

1996

  1. Collapsing exchange rate regimes: Another linear example
    Journal of International Economics, 1996, 41, (3-4), 223-234 Downloads View citations (56)
    See also Working Paper Collapsing Exchange Rate Regimes: Another Linear Example, NBER Working Papers (1995) Downloads View citations (9) (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 (4)
  3. Fixes: Of the Forward Discount Puzzle
    The Review of Economics and Statistics, 1996, 78, (4), 748-52 Downloads View citations (98)
    See also Working Paper Fixes: Of The Forward Discount Puzzle, NBER Working Papers (1994) Downloads View citations (12) (1994)

1995

  1. Fixing exchange rates A virtual quest for fundamentals
    Journal of Monetary Economics, 1995, 36, (1), 3-37 Downloads View citations (383)
    See also Working Paper Fixing Exchange Rates: A Virtual Quest for Fundamentals, NBER Working Papers (1993) Downloads View citations (21) (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 (91)
    See also Working Paper An Empirical Exploration of Exchange Rate Target-Zones, NBER Working Papers (1990) Downloads View citations (31) (1990)

1990

  1. On Testing for Speculative Bubbles
    Journal of Economic Perspectives, 1990, 4, (2), 85-101 Downloads View citations (172)

1988

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

1986

  1. Asset Price Volatility, Bubbles, and Process Switching
    Journal of Finance, 1986, 41, (4), 831-42 Downloads View citations (46)
    See also Working Paper Asset Price Volatility, Bubbles, and Process Switching, NBER Working Papers (1986) Downloads View citations (43) (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 (33)
    See also Working Paper Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates, NBER Working Papers (1985) Downloads View citations (4) (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 (8)

1984

  1. Collapsing exchange-rate regimes: Some linear examples
    Journal of International Economics, 1984, 17, (1-2), 1-13 Downloads View citations (650)
  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 (84)
    See also Working Paper Gold monetization and gold discipline, International Finance Discussion Papers (1981) Downloads View citations (1) (1981)
  4. Multi-country tests for price level bubbles
    Journal of Economic Dynamics and Control, 1984, 8, (3), 329-340 Downloads View citations (14)

1983

  1. A Model of Stochastic Process Switching
    Econometrica, 1983, 51, (3), 537-51 Downloads View citations (67)
    See also Working Paper A model of stochastic process switching, International Finance Discussion Papers (1982) Downloads (1982)
  2. Exchange-rate regimes in transition: Italy 1974
    Journal of International Money and Finance, 1983, 2, (3), 279-294 Downloads View citations (3)
    See also Working Paper Exchange-rate regimes in transition: Italy 1974, International Finance Discussion Papers (1981) Downloads (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 (11)
  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, (1), 125-127 Downloads
    Also in European Economic Review, 1982, 18, (2), 125-127 (1982) Downloads
  2. Activist Policy in the Open Economy
    American Economic Review, 1982, 72, (2), 51-55 Downloads View citations (1)

1980

  1. A pitfall in estimation of models with rational expectations
    Journal of Monetary Economics, 1980, 6, (3), 433-435 Downloads View citations (11)
  2. An Economic Theory of Monetary Reform
    Journal of Political Economy, 1980, 88, (1), 24-58 Downloads View citations (33)
  3. Market Fundamentals versus Price-Level Bubbles: The First Tests
    Journal of Political Economy, 1980, 88, (4), 745-70 Downloads View citations (197)

1979

  1. Capital Mobility and the Choice of Exchange Rate System
    International Economic Review, 1979, 20, (2), 405-16 Downloads View citations (33)

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 (13)

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 (5)

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 (120)
 
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