Details about John H. Rogers

Homepage:	https://johnrogerseconomist.net
Workplace:	Fanhai International School of Finance, Fudan University, (more information at EDIRC)

Access statistics for papers by John H. Rogers.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: pro248

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Working Papers

2023

1. Capital Controls in Emerging and Developing Economies and the Transmission of U.S. Monetary Policy
   Policy Research Working Paper Series, The World Bank
2. 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 (2)

2022

3. 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)
   See also Journal Article The Impact of U.S. Monetary Policy on Foreign Firms, IMF Economic Review, Palgrave Macmillan (2024) (2024)
4. 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

5. 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)
6. 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)
   See also Journal Article Modern Pandemics: Recession and Recovery, Journal of the European Economic Association, European Economic Association (2023) View citations (2) (2023)
7. 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.)
8. 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)
9. 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 What Is Certain about Uncertainty?, Journal of Economic Literature, American Economic Association (2023) View citations (6) (2023)

2019

10. 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 A unified measure of Fed monetary policy shocks, Journal of Monetary Economics, Elsevier (2021) View citations (71) (2021)
11. 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 (10)

2017

12. Monetary Policy Uncertainty
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
    See also Journal Article Monetary policy uncertainty, Journal of Monetary Economics, Elsevier (2020) View citations (97) (2020)
13. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
14. 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 Uncertainty, currency excess returns, and risk reversals, Journal of International Money and Finance, Elsevier (2018) View citations (27) (2018)

2016

15. Measuring Cross Country Monetary Policy Uncertainty
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (33)
16. 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)
17. 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 Unconventional Monetary Policy and International Risk Premia, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (80) (2018)

2014

18. 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 (182)

2009

19. 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 Border prices and retail prices, Journal of International Economics, Elsevier (2012) View citations (44) (2012)

2008

20. Exchange rates and fundamentals: a generalization
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (11)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (7)
21. 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 Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets, IMF Staff Papers, Palgrave Macmillan (2009) View citations (10) (2009)

2006

22. The U.S. Current Account Deficit and the Expected Share of World Output
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (83)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (57)
    Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (85)
    See also Journal Article The U.S. current account deficit and the expected share of world output, Journal of Monetary Economics, Elsevier (2006) View citations (73) (2006)

2005

23. 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

24. 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 (18)
    See also Journal Article Capital Controls and the International Transmission of U.S. Money Shocks, Journal of Money, Credit and Banking, Blackwell Publishing (2007) View citations (89) (2007)
25. 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 (86)
    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 Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data, Journal of the European Economic Association, MIT Press (2003) View citations (88) (2003)
26. 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)
27. 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 The high-frequency response of exchange rates and interest rates to macroeconomic announcements, Journal of Monetary Economics, Elsevier (2007) View citations (281) (2007)
28. 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 The present-value model of the current account has been rejected: Round up the usual suspects, Journal of International Economics, Elsevier (2006) View citations (113) (2006)

2002

29. 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

30. 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)
31. Border effects within the NAFTA countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
32. 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 Exchange rate forecasting: the errors we've really made, Journal of International Economics, Elsevier (2003) View citations (143) (2003)
33. Price Level Convergence and Inflation in Europe
    Working Paper Series, Peterson Institute for International Economics View citations (38)
34. 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

35. 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 Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1999) View citations (12)
    Working Papers, University of Washington, Department of Economics (1999) View citations (5)
    See also Journal Article Deviations from purchasing power parity: causes and welfare costs, Journal of International Economics, Elsevier (2001) View citations (140) (2001)
36. 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 News and Noise in G-7 GDP Announcements, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (137) (2005)
37. 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 Puzzles In The Chinese Stock Market, The Review of Economics and Statistics, MIT Press (2002) View citations (94) (2002)
38. 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 Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (2000) View citations (5)
    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)
    See also Journal Article Violating the Law of One Price: Should We Make a Federal Case Out of It?, Journal of Money, Credit and Banking, Blackwell Publishing (2001) View citations (75) (2001)

1999

39. 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 Investment and the Current Account in the Short Run and the Long Run, Journal of Money, Credit and Banking, Blackwell Publishing (2002) View citations (61) (2002)
40. 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 Monetary policy's role in exchange rate behavior, Journal of Monetary Economics, Elsevier (2003) View citations (222) (2003)

1998

41. 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 Inflation and the great ratios: Long term evidence from the U.S, Journal of Monetary Economics, Elsevier (2000) View citations (94) (2000)
42. 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 Monetary shocks and real exchange rates, Journal of International Economics, Elsevier (1999) View citations (127) (1999)
43. Relative Price Volatility: What Role Does the Border Play?
    Working Papers, University of Washington, Department of Economics View citations (18)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (7)
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1998) View citations (16)

1997

44. A guide to FRB/Global
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
45. 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 Intranational, Intracontinental, and Intraplanetary PPP, Journal of the Japanese and International Economies, Elsevier (1997) View citations (11) (1997)
46. 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 Output and the real exchange rate in developing countries: an application to Mexico, Journal of Development Economics, Elsevier (2000) View citations (111) (2000)

1996

47. 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)
48. 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 Monetary policy in the end-game to exchange-rate based stabilizations: the case of Mexico, Journal of International Economics, Elsevier (1996) View citations (30) (1996)
49. 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 Working Papers, University of Washington, Department of Economics (1996) View citations (6)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (40)

1995

50. Convertibility risk, default risk, and the Mexdollar anomaly
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
51. 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 (154)
    Also in Working Papers, Pennsylvania State - Department of Economics (1993) View citations (15)
    See also Journal Article Government budget deficits and trade deficits Are present value constraints satisfied in long-term data?, Journal of Monetary Economics, Elsevier (1995) View citations (185) (1995)
52. 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 How Wide Is the Border?, American Economic Review, American Economic Association (1996) View citations (789) (1996)
53. 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 (46)
    Also in Working Papers, Pennsylvania State - Department of Economics (1993)
    See also Journal Article International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States, Journal of Empirical Finance, Elsevier (1995) View citations (51) (1995)
54. 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)
55. 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)
56. Real exchange rate movements in high inflation countries
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
57. 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

58. Relative Returns on Equities in Pacific Basin Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article Relative returns on equities in Pacific Basin countries, Proceedings, Federal Reserve Bank of San Francisco (1992) View citations (1) (1992)

1993

59. An Empirical Examination of State Government Budgets
    Working Papers, Pennsylvania State - Department of Economics View citations (3)
60. Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates
    Working Papers, Pennsylvania State - Department of Economics View citations (43)
    See also Journal Article Haircuts or hysteresis? Sources of movements in real exchange rates, Journal of International Economics, Elsevier (1995) View citations (128) (1995)
61. Output, Inflation and Stabilization: A Counterfactual Analysis
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article Output, inflation and stabilization: a counterfactual analysis, Journal of International Money and Finance, Elsevier (1995) View citations (12) (1995)
62. 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 Output, inflation, and stabilization in a small open economy: Evidence from Mexico, Journal of Development Economics, Elsevier (1995) View citations (41) (1995)

1990

63. AN OPEN-ECONOMY MACRO MODEL CREDIT
    Working Papers, Pennsylvania State - Department of Economics
64. INTERNATIONAL STOCK PRICE MOVEMENTS, THE CRASH, AND THE MINI-CRASH: THE CASE OF EMERGING MARKET
    Working Papers, Pennsylvania State - Department of Economics
65. 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 Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries, The Review of Economics and Statistics, MIT Press (1993) View citations (22) (1993)
66. THE CURRENCY SUBSTITUTION HYPOTHESIS AND RELATIVE MONEY DEMAND IN MEXICO AND CANADA
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article The Currency Substitution Hypothesis and Relative Money Demand in Mexico and Canada, Journal of Money, Credit and Banking, Blackwell Publishing (1992) View citations (14) (1992)
67. VECTOR AUTOREGRESSIONS, CO-INTEGRATION AND MODELLING THE DEMAND FOR MEXDOLLARS
    Working Papers, Pennsylvania State - Department of Economics

1989

68. DEVALUATION AND TEMPORARY FOREIGN EXCHANGE SUBSIDIES IN AN OPTIMIZING MODEL
    Working Papers, Pennsylvania State - Department of Economics
69. DOLLARIZATION IN MEXICO: A VECTOR AUTOREGRESSION ANALYSIS
    Working Papers, Pennsylvania State - Department of Economics
70. FOREIGN INFLATION TRANSMISSION UNDER FLEXIBLE EXCHANGE RATES AND CURRENCY SUBSTITUTION
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article Foreign Inflation Transmission under Flexible Exchange Rates and Currency Substitution, Journal of Money, Credit and Banking, Blackwell Publishing (1990) View citations (11) (1990)

Journal Articles

2024

1. The Impact of U.S. Monetary Policy on Foreign Firms
   IMF Economic Review, 2024, 72, (1), 58-115
   See also Working Paper The Impact of U.S. Monetary Policy on Foreign Firms, CEPR Discussion Papers (2022) (2022)

2023

2. Chinese Asset Managers’ Monetary Policy Forecasts and Fund Performance
   Management Science, 2023, 69, (1), 598-616
3. Modern Pandemics: Recession and Recovery
   Journal of the European Economic Association, 2023, 21, (5), 2098-2130 View citations (2)
   See also Working Paper Modern Pandemics: Recession and Recovery, International Finance Discussion Papers (2020) View citations (18) (2020)
4. What Is Certain about Uncertainty?
   Journal of Economic Literature, 2023, 61, (2), 624-54 View citations (6)
   See also Working Paper What is Certain about Uncertainty?, International Finance Discussion Papers (2020) View citations (18) (2020)

2022

5. The effects of U.S. monetary policy on international mutual fund investment
   Journal of International Money and Finance, 2022, 127, (C) View citations (6)

2021

6. A unified measure of Fed monetary policy shocks
   Journal of Monetary Economics, 2021, 118, (C), 331-349 View citations (71)
   See also Working Paper A Unified Measure of Fed Monetary Policy Shocks, Finance and Economics Discussion Series (2019) View citations (15) (2019)

2020

7. Monetary policy uncertainty
   Journal of Monetary Economics, 2020, 115, (C), 20-36 View citations (97)
   See also Working Paper Monetary Policy Uncertainty, International Finance Discussion Papers (2017) View citations (7) (2017)

2018

8. Uncertainty, currency excess returns, and risk reversals
   Journal of International Money and Finance, 2018, 88, (C), 228-241 View citations (27)
   See also Working Paper Uncertainty, Curreny Exess Returns, and Risk Reversals, International Finance Discussion Papers (2017) View citations (5) (2017)
9. Unconventional Monetary Policy and International Risk Premia
   Journal of Money, Credit and Banking, 2018, 50, (8), 1827-1850 View citations (80)
   See also Working Paper Unconventional Monetary Policy and International Risk Premia, International Finance Discussion Papers (2016) View citations (9) (2016)

2014

10. 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 (193)

2012

11. Border prices and retail prices
    Journal of International Economics, 2012, 88, (1), 62-73 View citations (44)
    See also Working Paper Border prices and retail prices, International Finance Discussion Papers (2009) View citations (21) (2009)

2009

12. 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 Expected consumption growth from cross-country surveys: implications for assessing international capital markets, International Finance Discussion Papers (2008) View citations (2) (2008)

2007

13. Capital Controls and the International Transmission of U.S. Money Shocks
    Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 View citations (89)
    Also in Journal of Money, Credit and Banking, 2007, 39, (5), 1003-1035 (2007) View citations (19)
    See also Working Paper Capital controls and the international transmission of U.S. money shocks, International Finance Discussion Papers (2003) View citations (18) (2003)
14. 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 (119)
15. The high-frequency response of exchange rates and interest rates to macroeconomic announcements
    Journal of Monetary Economics, 2007, 54, (4), 1051-1068 View citations (281)
    See also Working Paper The high-frequency response of exchange rates and interest rates to macroeconomic announcements, International Finance Discussion Papers (2003) View citations (42) (2003)

2006

16. The U.S. current account deficit and the expected share of world output
    Journal of Monetary Economics, 2006, 53, (5), 1063-1093 View citations (73)
    Also in Proceedings, 2006, (Jun) (2006) View citations (65)
    See also Working Paper The U.S. Current Account Deficit and the Expected Share of World Output, NBER Working Papers (2006) View citations (83) (2006)
17. 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 The present-value model of the current account has been rejected: Round up the usual suspects, FRB Atlanta Working Paper (2003) View citations (9) (2003)

2005

18. 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 News and noise in G-7 GDP announcements, International Finance Discussion Papers (2000) View citations (70) (2000)

2004

19. 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 (129)

2003

20. Empirical exchange rate models
    Journal of International Economics, 2003, 60, (1), 1-2 View citations (5)
21. Exchange rate forecasting: the errors we've really made
    Journal of International Economics, 2003, 60, (1), 35-59 View citations (143)
    See also Working Paper Exchange rate forecasting: the errors we've really made, International Finance Discussion Papers (2001) View citations (18) (2001)
22. 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 (88)
    See also Working Paper Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data, NBER Working Papers (2003) View citations (86) (2003)
23. Monetary policy's role in exchange rate behavior
    Journal of Monetary Economics, 2003, 50, (7), 1403-1424 View citations (222)
    See also Working Paper Monetary policy's role in exchange rate behavior, International Finance Discussion Papers (1999) View citations (61) (1999)

2002

24. 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 (61)
    See also Working Paper Investment and the current account in the short run and the long run, International Finance Discussion Papers (1999) View citations (4) (1999)
25. Puzzles In The Chinese Stock Market
    The Review of Economics and Statistics, 2002, 84, (3), 416-432 View citations (94)
    See also Working Paper Puzzles in the Chinese stock market, Working Paper Series (2000) (2000)

2001

26. Deviations from purchasing power parity: causes and welfare costs
    Journal of International Economics, 2001, 55, (1), 29-57 View citations (140)
    See also Working Paper Deviations from purchasing power parity: causes and welfare costs, International Finance Discussion Papers (2000) View citations (2) (2000)
27. 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 (75)
    See also Working Paper Violating the Law of One Price: Should We Make a Federal Case Out of It?, Working Papers (2000) View citations (4) (2000)

2000

28. Inflation and the great ratios: Long term evidence from the U.S
    Journal of Monetary Economics, 2000, 45, (1), 3-35 View citations (94)
    See also Working Paper Inflation and the great ratios: long-term evidence from the U.S, International Finance Discussion Papers (1998) (1998)
29. 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 Output and the real exchange rate in developing countries: an application to Mexico, International Finance Discussion Papers (1997) View citations (24) (1997)
30. Political Competition and State Government Size: Do Tighter Elections Produce Looser Budgets?
    Public Choice, 2000, 105, (1-2), 1-21 View citations (46)

1999

31. Monetary shocks and real exchange rates
    Journal of International Economics, 1999, 49, (2), 269-288 View citations (127)
    See also Working Paper Monetary shocks and real exchange rates, International Finance Discussion Papers (1998) View citations (13) (1998)

1997

32. 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)
33. Intranational, Intracontinental, and Intraplanetary PPP
    Journal of the Japanese and International Economies, 1997, 11, (4), 480-501 View citations (11)
    See also Working Paper Intra-National, Intra-Continental, and Intra-Planetary PPP, NBER Working Papers (1997) View citations (29) (1997)

1996

34. 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
35. How Wide Is the Border?
    American Economic Review, 1996, 86, (5), 1112-25 View citations (789)
    See also Working Paper How Wide is the Border?, Working Papers (1995) View citations (45) (1995)
36. 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 Monetary policy in the end-game to exchange-rate based stabilizations: the case of Mexico, International Finance Discussion Papers (1996) View citations (18) (1996)

1995

37. 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 (185)
    See also Working Paper Government budget deficits and trade deficits: are present value constraints satisfied in long-term data?, International Finance Discussion Papers (1995) View citations (154) (1995)
38. 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 Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates, Working Papers (1993) View citations (43) (1993)
39. 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 (51)
    See also Working Paper International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States, International Finance Discussion Papers (1995) View citations (46) (1995)
40. 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 Output, Inflation and Stabilization: A Counterfactual Analysis, Working Papers (1993) (1993)
41. 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 Output, inflation, and stabilization in a small open economy: evidence from Mexico, Working Papers (1993) View citations (5) (1993)

1994

42. Entry barriers and price movements between major and emerging stock markets
    Journal of Macroeconomics, 1994, 16, (2), 221-241 View citations (18)
43. Temporary foreign exchange subsidies, anticipated devaluation, and the Mexdollar anomaly
    Economics Letters, 1994, 45, (1), 85-92

1993

44. An empirical open-economy macro model with credit
    Journal of Macroeconomics, 1993, 15, (2), 203-224 View citations (6)
45. High inflation: causes and consequences
    Economic and Financial Policy Review, 1993, (Dec), 37-51 View citations (6)
46. 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 Sources of Fluctuations in Relative Prices: Evidence from High Inflation Countries, Working Papers (1990) View citations (3) (1990)

1992

47. Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis
    Journal of International Money and Finance, 1992, 11, (2), 188-207 View citations (6)
48. 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 Relative Returns on Equities in Pacific Basin Countries, NBER Working Papers (1994) View citations (4) (1994)
49. 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 THE CURRENCY SUBSTITUTION HYPOTHESIS AND RELATIVE MONEY DEMAND IN MEXICO AND CANADA, Working Papers (1990) (1990)

1990

50. 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 FOREIGN INFLATION TRANSMISSION UNDER FLEXIBLE EXCHANGE RATES AND CURRENCY SUBSTITUTION, Working Papers (1989) (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 View citations (33)