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Details about Kenneth Kasa

E-mail:
Homepage:http://www.sfu.ca/~kkasa/
Phone:604-291-5406
Postal address:Department of Economics Simon Fraser University 8888 University Drive V5A 1S6 CANADA
Workplace:Department of Economics, Simon Fraser University, (more information at EDIRC)

Access statistics for papers by Kenneth Kasa.

Last updated 2017-07-09. Update your information in the RePEc Author Service.

Short-id: pka48


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Working Papers

2017

  1. Risk, Uncertainty, and the Dynamics of Inequality
    Discussion Papers, Department of Economics, Simon Fraser University Downloads

2016

  1. GRESHAM’S LAW OF MODEL AVERAGING
    Discussion Papers, Department of Economics, Simon Fraser University Downloads

2013

  1. An Escape Time Interpretation of Robust Control
    Discussion Papers, Department of Economics, Simon Fraser University Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2012

  1. A Behavioral Defense of Rational Expectations
    Discussion Papers, Department of Economics, Simon Fraser University Downloads View citations (1)
  2. Heterogenous Beliefs and Tests of Present Value Models
    Discussion Papers, Department of Economics, Simon Fraser University Downloads View citations (3)
    See also Journal Article in Review of Economic Studies (2014)
  3. Model Validation and Learning
    Discussion Papers, Department of Economics, Simon Fraser University Downloads View citations (2)
  4. Robustness and Exchange Rate Volatility
    Discussion Papers, Department of Economics, Simon Fraser University Downloads
    See also Journal Article in Journal of International Economics (2013)

2011

  1. Learning and Model Validation
    2011 Meeting Papers, Society for Economic Dynamics Downloads
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (2015)

2009

  1. Learning About Identification
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2006

  1. Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders
    Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington Downloads View citations (5)

2003

  1. Learning Dynamics and Endogenous Currency Crises
    Computing in Economics and Finance 2003, Society for Computational Economics Downloads View citations (10)
    See also Journal Article in Macroeconomic Dynamics (2008)

2000

  1. A robust Hansen-Sargent prediction formula
    Working Paper Series, Federal Reserve Bank of San Francisco
    See also Journal Article in Economics Letters (2001)
  2. Learning, large deviations, and recurrent currency crises
    Working Paper Series, Federal Reserve Bank of San Francisco
    See also Journal Article in International Economic Review (2004)
  3. Testing present value models of the current account: a cautionary note
    Working Paper Series, Federal Reserve Bank of San Francisco
    See also Journal Article in Journal of International Money and Finance (2003)

1999

  1. Model uncertainty, robust policies, and the value of commitment
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article in Macroeconomic Dynamics (2002)
  2. The role of relative performance in bank closure decisions
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco Downloads View citations (5)
    See also Journal Article in Economic Review (2008)

1998

  1. Borrowing constraints and asset market dynamics: evidence from the Pacific Basin
    Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (10)
    See also Journal Article in Economic Review (1998)

1997

  1. A dynamic model of export competition, policy coordination and simultaneous currency collapse
    Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco View citations (15)
    See also Journal Article in Review of International Economics (2001)

1995

  1. Monetary policy in Japan: a structural VAR analysis
    Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (1997)
  2. Signal extraction and the propagation of business cycles
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco View citations (7)
    See also Journal Article in Review of Economic Dynamics (2000)

1994

  1. A comparison of discount rate models using international stock market data
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
  2. Optimal policy with limited commitment
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    See also Journal Article in Journal of Economic Dynamics and Control (1998)

1993

  1. Interpreting the dynamics in U.S. international trade
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco

Journal Articles

2017

  1. Model Averaging and Persistent Disagreement
    Review, 2017, 99, (3), 279-294 Downloads

2015

  1. Learning and Model Validation
    Review of Economic Studies, 2015, 82, (1), 45-82 Downloads View citations (4)
    See also Working Paper (2011)

2014

  1. An escape time interpretation of robust control
    Journal of Economic Dynamics and Control, 2014, 42, (C), 1-12 Downloads
    See also Working Paper (2013)
  2. Heterogeneous Beliefs and Tests of Present Value Models
    Review of Economic Studies, 2014, 81, (3), 1137-1163 Downloads View citations (7)
    See also Working Paper (2012)

2013

  1. Robustness and exchange rate volatility
    Journal of International Economics, 2013, 91, (1), 27-39 Downloads View citations (2)
    See also Working Paper (2012)

2010

  1. Introduction
    The North American Journal of Economics and Finance, 2010, 21, (2), 107-109 Downloads

2008

  1. LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES
    Macroeconomic Dynamics, 2008, 12, (02), 257-285 Downloads View citations (12)
    See also Working Paper (2003)
  2. The role of relative performance in bank closure decisions
    Economic Review, 2008, 17-29 Downloads View citations (5)
    See also Working Paper (1999)

2006

  1. Robustness and Information Processing
    Review of Economic Dynamics, 2006, 9, (1), 1-33 Downloads View citations (12)

2004

  1. Learning, Large Deviations, And Recurrent Currency Crises
    International Economic Review, 2004, 45, (1), 141-173 Downloads View citations (26)
    See also Working Paper (2000)

2003

  1. Testing present value models of the current account: a cautionary note
    Journal of International Money and Finance, 2003, 22, (4), 557-569 Downloads View citations (4)
    See also Working Paper (2000)

2002

  1. MODEL UNCERTAINTY, ROBUST POLICIES, AND THE VALUE OF COMMITMENT
    Macroeconomic Dynamics, 2002, 6, (01), 145-166 Downloads View citations (16)
    See also Working Paper (1999)

2001

  1. A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse
    Review of International Economics, 2001, 9, (1), 68-80 Downloads View citations (2)
    See also Working Paper (1997)
  2. A robust Hansen-Sargent prediction formula
    Economics Letters, 2001, 71, (1), 43-48 Downloads View citations (8)
    See also Working Paper (2000)
  3. Will inflation targeting work in developing countries?
    FRBSF Economic Letter, 2001, (jan.12) Downloads View citations (3)

2000

  1. Forecasting the Forecasts of Others in the Frequency Domain
    Review of Economic Dynamics, 2000, 3, (4), 726-756 Downloads View citations (30)
    See also Working Paper (1995)
  2. Knightian uncertainty and home bias
    FRBSF Economic Letter, 2000, (oct6) Downloads View citations (2)
  3. The composition of international capital flows
    FRBSF Economic Letter, 2000, (jun2) Downloads

1999

  1. An observational equivalence among -control policies
    Economics Letters, 1999, 64, (2), 173-180 Downloads
  2. Time for a Tobin tax?
    FRBSF Economic Letter, 1999, (apr9) Downloads View citations (1)
  3. Why attack a currency board?
    FRBSF Economic Letter, 1999, (nov26) Downloads View citations (1)
  4. Will the Fed Ever Learn?
    Journal of Macroeconomics, 1999, 21, (2), 279-292 Downloads View citations (9)

1998

  1. Borrowing constraints and asset market dynamics: evidence from the Pacific Basin
    Economic Review, 1998, 17-28 Downloads View citations (11)
    See also Working Paper (1998)
  2. Contractionary effects of devaluation
    FRBSF Economic Letter, 1998, (nov13) Downloads View citations (1)
  3. Could Russian have learned from China?
    FRBSF Economic Letter, 1998, (sep4) Downloads
  4. Export competition and contagious currency crises
    FRBSF Economic Letter, 1998, (jan16) Downloads View citations (1)
  5. Identifying the source of dynamics in disaggregated import data
    Journal of Applied Econometrics, 1998, 13, (3), 305-320 Downloads View citations (2)
  6. Optimal policy with limited commitment
    Journal of Economic Dynamics and Control, 1998, 22, (6), 887-910 Downloads View citations (1)
    See also Working Paper (1994)

1997

  1. Consumption-based versus production-based models of international equity markets
    Journal of International Money and Finance, 1997, 16, (5), 653-680 Downloads View citations (4)
  2. Does Singapore invest too much?
    FRBSF Economic Letter, 1997, (may15) Downloads View citations (1)
  3. Generational accounting in open economies
    Economic Review, 1997, 34-46 Downloads View citations (3)
  4. Japanese trade deficits?
    FRBSF Economic Letter, 1997, (oct3) Downloads
  5. Monetary Policy in Japan: A Structural VAR Analysis
    Journal of the Japanese and International Economies, 1997, 11, (3), 275-295 Downloads View citations (25)
    See also Working Paper (1995)

1996

  1. New measures of Japanese monetary policy
    FRBSF Economic Letter, 1996, (aug9) Downloads
  2. Post-1997 Hong Kong: a view from the financial markets
    FRBSF Economic Letter, 1996, (nov29) Downloads

1995

  1. Comovements among national stock markets
    Economic Review, 1995, 14-20 Downloads View citations (4)
  2. Gaiatsu
    FRBSF Economic Letter, 1995, (sep15) Downloads
  3. Understanding trends in foreign exchange rates
    FRBSF Economic Letter, 1995, (jun9) Downloads View citations (2)

1994

  1. Finite horizons and the twin deficits
    Economic Review, 1994, 19-28 Downloads View citations (7)
  2. Growth and government policy: lessons from Hong Kong and Singapore
    FRBSF Economic Letter, 1994, (oct21) Downloads
  3. International trade and U.S. labor market trends
    FRBSF Economic Letter, 1994, (nov) Downloads View citations (1)
  4. Measuring the gains from international portfolio diversification
    FRBSF Economic Letter, 1994, (apr8) Downloads

1992

  1. Adjustment costs and pricing-to-market theory and evidence
    Journal of International Economics, 1992, 32, (1-2), 1-30 Downloads View citations (105)
  2. Common stochastic trends in international stock markets
    Journal of Monetary Economics, 1992, 29, (1), 95-124 Downloads View citations (326)

1991

  1. Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data
    Economics Letters, 1991, 35, (3), 291-295 Downloads

1989

  1. Solution and estimation of a bivariate interdependent adjustment cost model
    Economics Letters, 1989, 31, (3), 225-230 Downloads
 
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