Details about John H. Rogers
Access statistics for papers by John H. Rogers.
Last updated 2023-11-06. Update your information in the RePEc Author Service.
Short-id: pro248
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Working Papers
2023
- Capital Controls in Emerging and Developing Economies and the Transmission of U.S. Monetary Policy
Policy Research Working Paper Series, The World Bank
- Firm Financial Conditions and the Transmission of Monetary Policy
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2022
- The Impact of U.S. Monetary Policy on Foreign Firms
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Staff Reports, Federal Reserve Bank of New York (2022)
- Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
2020
- Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
- Modern Pandemics: Recession and Recovery
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2020) View citations (5)
- Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
- The Effect of the China Connect
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit View citations (4)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)  BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2020)
- What is Certain about Uncertainty?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
See also Journal Article in Journal of Economic Literature (2023)
2019
- A Unified Measure of Fed Monetary Policy Shocks
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
See also Journal Article in Journal of Monetary Economics (2021)
- How Well Does Economic Uncertainty Forecast Economic Activity?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
2017
- Monetary Policy Uncertainty
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
See also Journal Article in Journal of Monetary Economics (2020)
- Taxonomy of Global Risk, Uncertainty, and Volatility Measures
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
- Uncertainty, Curreny Exess Returns, and Risk Reversals
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
See also Journal Article in Journal of International Money and Finance (2018)
2016
- Measuring Cross Country Monetary Policy Uncertainty
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (33)
- Measuring Monetary Policy Uncertainty: The Federal Reserve, January 1985-January 2016
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
- Unconventional Monetary Policy and International Risk Premia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
See also Journal Article in Journal of Money, Credit and Banking (2018)
2014
- 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.) View citations (178)
2009
- Border prices and retail prices
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
See also Journal Article in Journal of International Economics (2012)
2008
- Exchange rates and fundamentals: a generalization
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2008) View citations (11)
- 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 (2)
See also Journal Article in IMF Staff Papers (2009)
2006
- The U.S. Current Account Deficit and the Expected Share of World Output
NBER Working Papers, National Bureau of Economic Research, Inc View citations (82)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (56) Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (84)
See also Journal Article in Proceedings (2006)
2005
- 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 (117)
2003
- 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 (17)
See also Journal Article in Journal of Money, Credit and Banking (2007)
- 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 (81)
Also in Working Paper Series, European Central Bank (2002) View citations (21) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (8)
See also Journal Article in Journal of the European Economic Association (2003)
- 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 (30)
- 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 (42)
See also Journal Article in Journal of Monetary Economics (2007)
- 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 View citations (9)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (32) Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (1)
See also Journal Article in Journal of International Economics (2006)
2002
- 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 (20)
2001
- 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 (60)
- Border effects within the NAFTA countries
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
- 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 (18)
See also Journal Article in Journal of International Economics (2003)
- Price Level Convergence and Inflation in Europe
Working Paper Series, Peterson Institute for International Economics View citations (38)
- 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 (52)
2000
- 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 (2)
Also in Working Papers, University of Washington, Department of Economics (1999) View citations (5) Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) View citations (12)
See also Journal Article in Journal of International Economics (2001)
- News and noise in G-7 GDP announcements
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (70)
See also Journal Article in Journal of Money, Credit and Banking (2005)
- 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 (15)
See also Journal Article in The Review of Economics and Statistics (2002)
- Violating the Law of One Price: Should We Make a Federal Case Out of It?
Working Papers, University of Washington, Department of Economics View citations (4)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (9) NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (11) Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000) View citations (5)
See also Journal Article in Journal of Money, Credit and Banking (2001)
1999
- 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.) View citations (4)
See also Journal Article in Journal of Money, Credit and Banking (2002)
- Monetary policy's role in exchange rate behavior
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (61)
See also Journal Article in Journal of Monetary Economics (2003)
1998
- 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)
- Monetary shocks and real exchange rates
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
See also Journal Article in Journal of International Economics (1999)
- 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 (16)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (7) Working Papers, University of Washington, Department of Economics (1998) View citations (18)
1997
- A guide to FRB/Global
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
- Intra-National, Intra-Continental, and Intra-Planetary PPP
NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1997) View citations (12)
See also Journal Article in Journal of the Japanese and International Economies (1997)
- 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 (24)
See also Journal Article in Journal of Development Economics (2000)
1996
- 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 (4)
- 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 (18)
See also Journal Article in Journal of International Economics (1996)
- Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (40) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (8) Working Papers, University of Washington, Department of Economics (1996) View citations (6)
1995
- Convertibility risk, default risk, and the Mexdollar anomaly
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
- 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 (151)
Also in Working Papers, Pennsylvania State - Department of Economics (1993) View citations (15)
See also Journal Article in Journal of Monetary Economics (1995)
- How Wide is the Border?
Working Papers, Pennsylvania State - Department of Economics View citations (45)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) View citations (28) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) View citations (19) Research Working Paper, Federal Reserve Bank of Kansas City (1995) View citations (41)
See also Journal Article in American Economic Review (1996)
- 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 (45)
Also in Working Papers, Pennsylvania State - Department of Economics (1993)
See also Journal Article in Journal of Empirical Finance (1995)
- 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)
- 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 (1)
- Real exchange rate movements in high inflation countries
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
- 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 (23)
1994
- Relative Returns on Equities in Pacific Basin Countries
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Proceedings (1992)
1993
- An Empirical Examination of State Government Budgets
Working Papers, Pennsylvania State - Department of Economics View citations (3)
- Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates
Working Papers, Pennsylvania State - Department of Economics View citations (43)
See also Journal Article in Journal of International Economics (1995)
- 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)
- Output, inflation, and stabilization in a small open economy: evidence from Mexico
Working Papers, Federal Reserve Bank of Dallas View citations (5)
See also Journal Article in Journal of Development Economics (1995)
1990
- AN OPEN-ECONOMY MACRO MODEL CREDIT
Working Papers, Pennsylvania State - Department of Economics
- INTERNATIONAL STOCK PRICE MOVEMENTS, THE CRASH, AND THE MINI-CRASH: THE CASE OF EMERGING MARKET
Working Papers, Pennsylvania State - Department of Economics
- 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)
- 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)
- VECTOR AUTOREGRESSIONS, CO-INTEGRATION AND MODELLING THE DEMAND FOR MEXDOLLARS
Working Papers, Pennsylvania State - Department of Economics
1989
- DEVALUATION AND TEMPORARY FOREIGN EXCHANGE SUBSIDIES IN AN OPTIMIZING MODEL
Working Papers, Pennsylvania State - Department of Economics
- DOLLARIZATION IN MEXICO: A VECTOR AUTOREGRESSION ANALYSIS
Working Papers, Pennsylvania State - Department of Economics
- 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
2023
- Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance
Management Science, 2023, 69, (1), 598-616
- What Is Certain about Uncertainty?
Journal of Economic Literature, 2023, 61, (2), 624-54 View citations (1)
See also Working Paper (2020)
2022
- The effects of U.S. monetary policy on international mutual fund investment
Journal of International Money and Finance, 2022, 127, (C) View citations (5)
2021
- A unified measure of Fed monetary policy shocks
Journal of Monetary Economics, 2021, 118, (C), 331-349 View citations (46)
See also Working Paper (2019)
2020
- Monetary policy uncertainty
Journal of Monetary Economics, 2020, 115, (C), 20-36 View citations (68)
See also Working Paper (2017)
2018
- Uncertainty, currency excess returns, and risk reversals
Journal of International Money and Finance, 2018, 88, (C), 228-241 View citations (23)
See also Working Paper (2017)
- Unconventional Monetary Policy and International Risk Premia
Journal of Money, Credit and Banking, 2018, 50, (8), 1827-1850 View citations (64)
See also Working Paper (2016)
2014
- Evaluating asset-market effects of unconventional monetary policy: a multi-country review
(Uncertainty of interest rate path as a monetary policy instrument)
Economic Policy, 2014, 29, (80), 749-799 View citations (180)
2012
- Border prices and retail prices
Journal of International Economics, 2012, 88, (1), 62-73 View citations (41)
See also Working Paper (2009)
2009
- Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets
IMF Staff Papers, 2009, 56, (3), 543-573 View citations (10)
See also Working Paper (2008)
2007
- Capital Controls and the International Transmission of U.S. Money Shocks
Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 View citations (17)
Also in Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 (2007) View citations (87)
See also Working Paper (2003)
- 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 (115)
- The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Journal of Monetary Economics, 2007, 54, (4), 1051-1068 View citations (272)
See also Working Paper (2003)
2006
- The U.S. current account deficit and the expected share of world output
Proceedings, 2006, (Jun) View citations (64)
Also in Journal of Monetary Economics, 2006, 53, (5), 1063-1093 (2006) View citations (72)
See also Working Paper (2006)
- 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 (113)
See also Working Paper (2003)
2005
- News and Noise in G-7 GDP Announcements
Journal of Money, Credit and Banking, 2005, 37, (3), 403-19 View citations (137)
See also Working Paper (2000)
2004
- European product market integration after the euro
(The law of one price in Scandinavian duty-free stores)
Economic Policy, 2004, 19, (39), 348-384 View citations (125)
2003
- Empirical exchange rate models
Journal of International Economics, 2003, 60, (1), 1-2 View citations (5)
- Exchange rate forecasting: the errors we've really made
Journal of International Economics, 2003, 60, (1), 35-59 View citations (140)
See also Working Paper (2001)
- 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 (83)
See also Working Paper (2003)
- Monetary policy's role in exchange rate behavior
Journal of Monetary Economics, 2003, 50, (7), 1403-1424 View citations (222)
See also Working Paper (1999)
2002
- 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 (60)
See also Working Paper (1999)
- Puzzles In The Chinese Stock Market
The Review of Economics and Statistics, 2002, 84, (3), 416-432 View citations (92)
See also Working Paper (2000)
2001
- Deviations from purchasing power parity: causes and welfare costs
Journal of International Economics, 2001, 55, (1), 29-57 View citations (137)
See also Working Paper (2000)
- 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 (72)
See also Working Paper (2000)
2000
- Inflation and the great ratios: Long term evidence from the U.S
Journal of Monetary Economics, 2000, 45, (1), 3-35 View citations (90)
See also Working Paper (1998)
- Output and the real exchange rate in developing countries: an application to Mexico
Journal of Development Economics, 2000, 61, (1), 85-109 View citations (111)
See also Working Paper (1997)
- Political Competition and State Government Size: Do Tighter Elections Produce Looser Budgets?
Public Choice, 2000, 105, (1-2), 1-21 View citations (45)
1999
- Monetary shocks and real exchange rates
Journal of International Economics, 1999, 49, (2), 269-288 View citations (126)
See also Working Paper (1998)
1997
- Evaluating International Economic Policy with the Federal Reserve's Global Model
Federal Reserve Bulletin, 1997, 83, (10), pp. 797-817 View citations (6)
Also in Federal Reserve Bulletin, 1997, (Oct), 797-817 (1997) View citations (10)
- Intranational, Intracontinental, and Intraplanetary PPP
Journal of the Japanese and International Economies, 1997, 11, (4), 480-501 View citations (11)
See also Working Paper (1997)
1996
- 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
- How Wide Is the Border?
American Economic Review, 1996, 86, (5), 1112-25 View citations (784)
See also Working Paper (1995)
- 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 (30)
See also Working Paper (1996)
1995
- 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 (182)
See also Working Paper (1995)
- Haircuts or hysteresis? Sources of movements in real exchange rates
Journal of International Economics, 1995, 38, (3-4), 339-360 View citations (128)
See also Working Paper (1993)
- 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 (50)
See also Working Paper (1995)
- Output, inflation and stabilization: a counterfactual analysis
Journal of International Money and Finance, 1995, 14, (5), 619-640 View citations (12)
See also Working Paper (1993)
- Output, inflation, and stabilization in a small open economy: Evidence from Mexico
Journal of Development Economics, 1995, 46, (2), 271-293 View citations (41)
See also Working Paper (1993)
1994
- Entry barriers and price movements between major and emerging stock markets
Journal of Macroeconomics, 1994, 16, (2), 221-241 View citations (18)
- Temporary foreign exchange subsidies, anticipated devaluation, and the Mexdollar anomaly
Economics Letters, 1994, 45, (1), 85-92
1993
- An empirical open-economy macro model with credit
Journal of Macroeconomics, 1993, 15, (2), 203-224 View citations (6)
- High inflation: causes and consequences
Economic and Financial Policy Review, 1993, (Dec), 37-51 View citations (6)
- Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries
The Review of Economics and Statistics, 1993, 75, (4), 589-605 View citations (22)
See also Working Paper (1990)
1992
- Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis
Journal of International Money and Finance, 1992, 11, (2), 188-207 View citations (6)
- Relative returns on equities in Pacific Basin countries
Proceedings, 1992, 48-67 View citations (1)
Also in Proceedings, 1992, (Sep) (1992) View citations (1)
See also Working Paper (1994)
- 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 (14)
See also Working Paper (1990)
1990
- Foreign Inflation Transmission under Flexible Exchange Rates and Currency Substitution
Journal of Money, Credit and Banking, 1990, 22, (2), 195-208 View citations (11)
See also Working Paper (1989)
Chapters
1998
- 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 (33)
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