Details about Eric van Wincoop

E-mail:
Homepage:	http://www.virginia.edu/economics/vanwincoop.htm
Workplace:	Department of Economics, University of Virginia, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Eric van Wincoop.

Last updated 2015-01-02. Update your information in the RePEc Author Service.

Short-id: pva387

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Jump to Journal Articles Chapters

Working Papers

2021

1. A Theory of the Global Financial Cycle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2019

2. Global Capital Flows Cycle: Impact on Gross and Net Flows
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
3. Global Drivers of Gross and Net Capital Flows
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
4. Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2017

5. Globalization and the Increasing Correlation between Capital Inflows and Outflows
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (10)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (8)
6. Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
7. What can we Learn from Euro-Dollar Tweets?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2015

8. Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2013

9. The Great Recession: A Self-Fulfilling Global Panic
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
   Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2013) View citations (23)
   2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (18)
   Working Papers, Hong Kong Institute for Monetary Research (2013) View citations (23)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (23)

2012

10. Sudden Spikes in Global Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2012) View citations (2)
    See also Journal Article in Journal of International Economics (2013)

2011

11. International Contagion Through Leveraged Financial Institutions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Journal Article in American Economic Journal: Macroeconomics (2013)
12. Modeling Exchange Rates with Incomplete Information
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
13. Regulating Asset Price Risk
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2011)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2011)
    See also Journal Article in American Economic Review (2011)
14. Self-fulfilling risk panics
    2011 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2010) View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (7)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2010) View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (8)
    Working Papers, Hong Kong Institute for Monetary Research (2010) View citations (6)
    See also Journal Article in American Economic Review (2012)

2010

15. Gravity in International Finance
    Working Papers, Hong Kong Institute for Monetary Research View citations (59)
    See also Journal Article in Journal of International Economics (2012)
16. On the Dynamics of Leverage, Liquidity, and Risk
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)

2009

17. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2009) View citations (43)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2009) View citations (23)
    See also Journal Article in NBER International Seminar on Macroeconomics (2010)
    Chapter (2010)
18. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (32)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2009) View citations (32)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (33)
    See also Journal Article in Journal of International Economics (2013)
19. Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (19)

2008

20. A New Perspective on "The New Rule"of the Current Account
    2008 Meeting Papers, Society for Economic Dynamics
    See also Journal Article in Journal of International Economics (2010)
21. Higher Order Expectations in Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) View citations (7)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2004) View citations (8)
    See also Journal Article in Journal of Money, Credit and Banking (2008)
22. International Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (39)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2007) View citations (96)
    Staff Reports, Federal Reserve Bank of New York (2007) View citations (48)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (83)
    See also Journal Article in Journal of International Economics (2010)
23. International Capital Flows under Dispersed Information: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (24)

2007

24. Random Walk Expectations and the Forward Discount Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) View citations (23)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2007) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (23)
    See also Journal Article in American Economic Review (2007)

2006

25. Incomplete information processing: a solution to the forward discount puzzle
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (25)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2005) View citations (20)
    See also Journal Article in Proceedings (2006)
26. Is Home Bias in Assets Related to Home Bias in Goods?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
27. Predictability in Financial Markets: What Do Survey Expectations Tell Us?
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2006) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (6)
    See also Journal Article in Journal of International Money and Finance (2009)

2005

28. Can Information Heterogeneity Explain the Exchange Rate Determination?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (24)
29. Rational Inattention: A Solution to the Forward Discount Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (33)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) View citations (32)

2004

30. A Scapegoat Model of Exchange Rate Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (95)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2004) View citations (95)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (95)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2004) View citations (95)
    See also Journal Article in American Economic Review (2004)
31. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (6)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2003) View citations (36)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (41)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (44)
    See also Journal Article in American Economic Review (2006)
32. Trade Costs
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1006)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (1012)
    See also Journal Article in Journal of Economic Literature (2004)

2003

33. Why do Consumer Prices React Less than Import Prices to Exchange Rates?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (101)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2002) View citations (34)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (25)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (24)
    See also Journal Article in Journal of the European Economic Association (2003)

2002

34. A Theory of Currency Denomination of International Trade
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (44)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2001) View citations (42)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (32)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2001) View citations (31)
    See also Journal Article in Journal of International Economics (2005)

2001

35. Borders, Trade and Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (74)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2001) View citations (80)
36. Gravity with Gravitas: A Solution to the Border Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (136)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2000) View citations (110)
    See also Journal Article in American Economic Review (2003)

2000

37. Trade Flows, Prices, and The Exchange Rate Regime
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (15)

1999

38. Borders and business cycles
    Staff Reports, Federal Reserve Bank of New York View citations (6)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1999) View citations (17)
    See also Journal Article in Journal of International Economics (2001)
39. Does Exchange Rate Stability Increase Trade and Welfare ?
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (35)
    See also Journal Article in American Economic Review (2000)

1998

40. Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (77)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (72)
    Working Papers, Swiss National Bank, Study Center Gerzensee (1998) View citations (62)
    See also Chapter (2000)
41. Does Exchange Rate Stability Increase Trade and Capital Flows?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (77)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (72)
    Research Paper, Federal Reserve Bank of New York (1998) View citations (46)
    Working Papers, Swiss National Bank, Study Center Gerzensee (1998) View citations (73)
42. How big are potential welfare gains from international risksharing?
    Staff Reports, Federal Reserve Bank of New York View citations (1)
    See also Journal Article in Journal of International Economics (1999)
43. Risksharing within the United States: what have financial markets and fiscal federalism accomplished?
    Research Paper, Federal Reserve Bank of New York View citations (21)

1997

44. GROWTH UNCERTAINTY AND RISKSHARING
    Economic Report, Iowa State University Department of Economics View citations (13)
    Also in Staff Reports, Federal Reserve Bank of New York (1997) View citations (6)
    See also Journal Article in Journal of Monetary Economics (2000)
45. Trade in Nominal Assets and Net International Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    See also Journal Article in Journal of International Money and Finance (2000)

1996

46. Do Nontraded Goods Explain the Home Bias Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
47. Public and private saving and investment
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (1993) View citations (5)
    Working Papers, Stockholm - International Economic Studies (1993) View citations (5)

1994

48. Net Capital Flows under Exchange Rate and Price Volatility
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (3)

1992

49. Alternative Specifications for Consumption and the Estimation of the Intertemporal Elasticity of Substitution
    Working Papers, Boston University - Department of Economics View citations (5)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (5)
50. Regional and International Risksharing
    Working Papers, Boston University - Department of Economics View citations (1)

Journal Articles

2014

1. International capital flows under dispersed private information
   Journal of International Economics, 2014, 93, (1), 31-49 View citations (25)
2. Solving DSGE portfolio choice models with dispersed private information
   Journal of Economic Dynamics and Control, 2014, 40, (C), 1-24 View citations (5)

2013

3. International Contagion through Leveraged Financial Institutions
   American Economic Journal: Macroeconomics, 2013, 5, (3), 152-89 View citations (14)
   See also Working Paper (2011)
4. On the unstable relationship between exchange rates and macroeconomic fundamentals
   Journal of International Economics, 2013, 91, (1), 18-26 View citations (80)
   See also Working Paper (2009)
5. Sudden spikes in global risk
   Journal of International Economics, 2013, 89, (2), 511-521 View citations (21)
   See also Working Paper (2012)

2012

6. Gravity in International Finance
   Journal of International Economics, 2012, 87, (2), 205-215 View citations (138)
   See also Working Paper (2010)
7. Self-Fulfilling Risk Panics
   American Economic Review, 2012, 102, (7), 3674-3700 View citations (38)
   See also Working Paper (2011)

2011

8. Regulating Asset Price Risk
   American Economic Review, 2011, 101, (3), 410-12
   See also Working Paper (2011)

2010

9. A new perspective on "the new rule"of the current account
   Journal of International Economics, 2010, 80, (1), 89-99 View citations (7)
   See also Working Paper (2008)
10. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 125 - 173 View citations (20)
    See also Chapter (2010)
    Working Paper (2009)
11. Can trade costs in goods explain home bias in assets?
    Journal of International Money and Finance, 2010, 29, (6), 1108-1123 View citations (34)
12. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
    American Economic Review, 2010, 100, (3), 870-904 View citations (164)
13. International capital flows
    Journal of International Economics, 2010, 80, (2), 157-175 View citations (197)
    See also Working Paper (2008)

2009

14. Predictability in financial markets: What do survey expectations tell us?
    Journal of International Money and Finance, 2009, 28, (3), 406-426 View citations (141)
    See also Working Paper (2006)

2008

15. Higher Order Expectations in Asset Pricing
    Journal of Money, Credit and Banking, 2008, 40, (5), 837-866 View citations (45)
    See also Working Paper (2008)

2007

16. Random Walk Expectations and the Forward Discount Puzzle
    American Economic Review, 2007, 97, (2), 346-350 View citations (23)
    See also Working Paper (2007)

2006

17. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    American Economic Review, 2006, 96, (3), 552-576 View citations (301)
    See also Working Paper (2004)
18. Incomplete information processing: a solution to the forward discount puzzle
    Proceedings, 2006, (Jun) View citations (34)
    See also Working Paper (2006)

2005

19. A theory of the currency denomination of international trade
    Journal of International Economics, 2005, 67, (2), 295-319 View citations (191)
    See also Working Paper (2002)

2004

20. A Scapegoat Model of Exchange-Rate Fluctuations
    American Economic Review, 2004, 94, (2), 114-118 View citations (97)
    See also Working Paper (2004)
21. Trade Costs
    Journal of Economic Literature, 2004, 42, (3), 691-751 View citations (1678)
    See also Working Paper (2004)

2003

22. Gravity with Gravitas: A Solution to the Border Puzzle
    American Economic Review, 2003, 93, (1), 170-192 View citations (3925)
    See also Working Paper (2001)
23. Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?
    Journal of the European Economic Association, 2003, 1, (2-3), 662-670 View citations (104)
    See also Working Paper (2003)

2002

24. Can Nontradables Generate Substantial Home Bias?
    Journal of Money, Credit and Banking, 2002, 34, (1), 25-50 View citations (74)

2001

25. Borders and business cycles
    Journal of International Economics, 2001, 55, (1), 59-85 View citations (315)
    See also Working Paper (1999)
26. Intranational Economics and International Economics
    Journal of International Economics, 2001, 55, (1), 1-1 View citations (6)
27. National Money as a Barrier to International Trade: The Real Case for Currency Union
    American Economic Review, 2001, 91, (2), 386-390 View citations (484)
28. Risk Sharing Within The United States: What Do Financial Markets And Fiscal Federalism Accomplish?
    The Review of Economics and Statistics, 2001, 83, (4), 688-698 View citations (38)

2000

29. A method for solving multi-region models
    Economics Letters, 2000, 66, (3), 333-336 View citations (1)
30. Asia crisis postmortem: where did the money go and did the United States benefit?
    Economic Policy Review, 2000, (Sep), 51-70 View citations (11)
31. Do Borders Matter? Evidence from Japanese Regional Net Capital Flows
    International Economic Review, 2000, 41, (1), 241-69 View citations (40)
32. Does Exchange-Rate Stability Increase Trade and Welfare?
    American Economic Review, 2000, 90, (5), 1093-1109 View citations (241)
    See also Working Paper (1999)
33. Growth uncertainty and risksharing
    Journal of Monetary Economics, 2000, 45, (3), 477-505 View citations (70)
    See also Working Paper (1997)
34. Trade in nominal assets and net international capital flows
    Journal of International Money and Finance, 2000, 19, (1), 55-72 View citations (13)
    See also Working Paper (1997)

1999

35. How big are potential welfare gains from international risksharing?
    Journal of International Economics, 1999, 47, (1), 109-135 View citations (148)
    See also Working Paper (1998)
36. Macro markets and financial security
    Economic Policy Review, 1999, 5, (Apr), 21-39 View citations (17)

1996

37. Erratum Regional risksharing European Economic Review 39 (1995) 1545-1567
    European Economic Review, 1996, 40, (9), 1831-1832 View citations (4)
38. Wages, profits and the international portfolio puzzle
    European Economic Review, 1996, 40, (2), 219-254 View citations (121)

1995

39. A note on short-term intersectoral factor immobility
    Journal of Economic Dynamics and Control, 1995, 19, (4), 845-856
40. Regional risksharing
    European Economic Review, 1995, 39, (8), 1545-1567 View citations (23)

1993

41. Structural adjustment and the construction sector
    European Economic Review, 1993, 37, (1), 177-201 View citations (17)

1992

42. Terms of trade uncertainty, savings, and the production structure
    Journal of International Economics, 1992, 33, (3-4), 305-325 View citations (6)

Chapters

2021

1. Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
   A chapter in NBER International Seminar on Macroeconomics 2021, 2021 View citations (2)

2010

2. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
   A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 125-173 View citations (22)
   See also Working Paper (2009)
   Journal Article in NBER International Seminar on Macroeconomics (2010)

2000

3. Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility
   A chapter in Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, 2000, pp 61-98 View citations (38)
   See also Working Paper (1998)