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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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Working Papers

2019

  1. Global Capital Flows Cycle: Impact on Gross and Net Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Global Drivers of Gross and Net Capital Flows
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
  3. Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2017

  1. Globalization and the Increasing Correlation between Capital Inflows and Outflows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) Downloads View citations (8)
  2. Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. What can we Learn from Euro-Dollar Tweets?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2015

  1. Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2013

  1. The Great Recession: A Self-Fulfilling Global Panic
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (12)
    Working Papers, Hong Kong Institute for Monetary Research (2013) Downloads View citations (12)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2013) Downloads View citations (12)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (12)

2012

  1. Sudden Spikes in Global Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Hong Kong Institute for Monetary Research (2012) Downloads

    See also Journal Article in Journal of International Economics (2013)

2011

  1. International Contagion Through Leveraged Financial Institutions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in American Economic Journal: Macroeconomics (2013)
  2. Modeling Exchange Rates with Incomplete Information
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie Downloads
  3. Regulating Asset Price Risk
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2011) Downloads
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2011) Downloads

    See also Journal Article in American Economic Review (2011)
  4. Self-fulfilling risk panics
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (5)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2010) Downloads View citations (5)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2010) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (6)
    Working Papers, Hong Kong Institute for Monetary Research (2010) Downloads View citations (4)

    See also Journal Article in American Economic Review (2012)

2010

  1. Gravity in International Finance
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (53)
    See also Journal Article in Journal of International Economics (2012)
  2. On the Dynamics of Leverage, Liquidity, and Risk
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie Downloads View citations (40)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2009) Downloads View citations (5)

    See also Journal Article in NBER International Seminar on Macroeconomics (2010)
    Chapter (2010)
  2. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (20)
    Working Papers, Hong Kong Institute for Monetary Research (2009) Downloads View citations (16)

    See also Journal Article in Journal of International Economics (2013)
  3. 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 Downloads View citations (19)

2008

  1. A New Perspective on "The New Rule"of the Current Account
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in Journal of International Economics (2010)
  2. Higher Order Expectations in Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (43)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2004) Downloads View citations (7)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2008)
  3. International Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (51)
    Staff Reports, Federal Reserve Bank of New York (2007) Downloads View citations (46)
    Working Papers, Hong Kong Institute for Monetary Research (2007) Downloads View citations (64)

    See also Journal Article in Journal of International Economics (2010)
  4. International Capital Flows under Dispersed Information: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (21)

2007

  1. Random Walk Expectations and the Forward Discount Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (15)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2007) Downloads View citations (15)

    See also Journal Article in American Economic Review (2007)

2006

  1. Incomplete information processing: a solution to the forward discount puzzle
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (23)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2005) Downloads View citations (20)

    See also Journal Article in Proceedings (2006)
  2. Is Home Bias in Assets Related to Home Bias in Goods?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  3. Predictability in Financial Markets: What Do Survey Expectations Tell Us?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2006) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (5)

    See also Journal Article in Journal of International Money and Finance (2009)

2005

  1. Can Information Heterogeneity Explain the Exchange Rate Determination?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (11)
  2. Rational Inattention: A Solution to the Forward Discount Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (24)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) Downloads View citations (15)

2004

  1. A Scapegoat Model of Exchange Rate Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (57)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2004) Downloads View citations (56)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2004) Downloads View citations (58)

    See also Journal Article in American Economic Review (2004)
  2. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (35)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2003) Downloads View citations (28)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (36)

    See also Journal Article in American Economic Review (2006)
  3. Trade Costs
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1014)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (1020)

    See also Journal Article in Journal of Economic Literature (2004)

2003

  1. Why do Consumer Prices React Less than Import Prices to Exchange Rates?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (80)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) Downloads View citations (13)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2002) Downloads View citations (24)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (9)

    See also Journal Article in Journal of the European Economic Association (2003)

2002

  1. A Theory of Currency Denomination of International Trade
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2001) Downloads View citations (21)
    DNB Staff Reports (discontinued), Netherlands Central Bank (2002) Downloads View citations (31)
    Working Papers, Swiss National Bank, Study Center Gerzensee (2001) Downloads View citations (33)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (36)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (32)

    See also Journal Article in Journal of International Economics (2005)

2001

  1. Borders, Trade and Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2001) Downloads View citations (43)
  2. Gravity with Gravitas: A Solution to the Border Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (106)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2000) Downloads View citations (104)

    See also Journal Article in American Economic Review (2003)

2000

  1. Trade Flows, Prices, and The Exchange Rate Regime
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (13)

1999

  1. Borders and business cycles
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (16)
    Also in Staff Reports, Federal Reserve Bank of New York (1999) Downloads View citations (5)

    See also Journal Article in Journal of International Economics (2001)
  2. 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 Downloads View citations (35)
    See also Journal Article in American Economic Review (2000)

1998

  1. Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (60)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (47)
    Working Papers, Swiss National Bank, Study Center Gerzensee (1998) Downloads View citations (37)

    See also Chapter (2000)
  2. Does Exchange Rate Stability Increase Trade and Capital Flows?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (54)
    Also in Research Paper, Federal Reserve Bank of New York (1998) Downloads View citations (46)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (46)
    Working Papers, Swiss National Bank, Study Center Gerzensee (1998) Downloads View citations (46)
  3. How big are potential welfare gains from international risksharing?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Journal of International Economics (1999)
  4. Risksharing within the United States: what have financial markets and fiscal federalism accomplished?
    Research Paper, Federal Reserve Bank of New York Downloads View citations (20)

1997

  1. GROWTH UNCERTAINTY AND RISKSHARING
    Economic Report, Iowa State University Department of Economics Downloads View citations (13)
    Also in Staff Reports, Federal Reserve Bank of New York (1997) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2000)
  2. Trade in Nominal Assets and Net International Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2000)

1996

  1. Do Nontraded Goods Explain the Home Bias Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. Public and private saving and investment
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (3)
    Also in Working Papers, Stockholm - International Economic Studies (1993) View citations (4)
    Boston College Working Papers in Economics, Boston College Department of Economics (1993) Downloads View citations (4)

1994

  1. 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 (2)

1992

  1. 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) Downloads View citations (4)
  2. 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 Downloads View citations (16)
  2. Solving DSGE portfolio choice models with dispersed private information
    Journal of Economic Dynamics and Control, 2014, 40, (C), 1-24 Downloads View citations (1)

2013

  1. International Contagion through Leveraged Financial Institutions
    American Economic Journal: Macroeconomics, 2013, 5, (3), 152-89 Downloads View citations (11)
    See also Working Paper (2011)
  2. On the unstable relationship between exchange rates and macroeconomic fundamentals
    Journal of International Economics, 2013, 91, (1), 18-26 Downloads View citations (52)
    See also Working Paper (2009)
  3. Sudden spikes in global risk
    Journal of International Economics, 2013, 89, (2), 511-521 Downloads View citations (14)
    See also Working Paper (2012)

2012

  1. Gravity in International Finance
    Journal of International Economics, 2012, 87, (2), 205-215 Downloads View citations (84)
    See also Working Paper (2010)
  2. Self-Fulfilling Risk Panics
    American Economic Review, 2012, 102, (7), 3674-3700 Downloads View citations (23)
    See also Working Paper (2011)

2011

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

2010

  1. A new perspective on "the new rule"of the current account
    Journal of International Economics, 2010, 80, (1), 89-99 Downloads View citations (7)
    See also Working Paper (2008)
  2. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
    NBER International Seminar on Macroeconomics, 2010, 6, (1), 125 - 173 Downloads View citations (4)
    See also Chapter (2010)
    Working Paper (2009)
  3. Can trade costs in goods explain home bias in assets?
    Journal of International Money and Finance, 2010, 29, (6), 1108-1123 Downloads View citations (16)
  4. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
    American Economic Review, 2010, 100, (3), 870-904 Downloads View citations (102)
  5. International capital flows
    Journal of International Economics, 2010, 80, (2), 157-175 Downloads View citations (104)
    See also Working Paper (2008)

2009

  1. Predictability in financial markets: What do survey expectations tell us?
    Journal of International Money and Finance, 2009, 28, (3), 406-426 Downloads View citations (84)
    See also Working Paper (2006)

2008

  1. Higher Order Expectations in Asset Pricing
    Journal of Money, Credit and Banking, 2008, 40, (5), 837-866 View citations (38)
    See also Working Paper (2008)

2007

  1. Random Walk Expectations and the Forward Discount Puzzle
    American Economic Review, 2007, 97, (2), 346-350 Downloads View citations (15)
    See also Working Paper (2007)

2006

  1. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
    American Economic Review, 2006, 96, (3), 552-576 Downloads View citations (196)
    See also Working Paper (2004)
  2. Incomplete information processing: a solution to the forward discount puzzle
    Proceedings, 2006, (Jun) Downloads View citations (32)
    See also Working Paper (2006)

2005

  1. A theory of the currency denomination of international trade
    Journal of International Economics, 2005, 67, (2), 295-319 Downloads View citations (156)
    See also Working Paper (2002)

2004

  1. A Scapegoat Model of Exchange-Rate Fluctuations
    American Economic Review, 2004, 94, (2), 114-118 Downloads View citations (70)
    See also Working Paper (2004)
  2. Trade Costs
    Journal of Economic Literature, 2004, 42, (3), 691-751 Downloads View citations (1093)
    See also Working Paper (2004)

2003

  1. Gravity with Gravitas: A Solution to the Border Puzzle
    American Economic Review, 2003, 93, (1), 170-192 Downloads View citations (2772)
    See also Working Paper (2001)
  2. Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?
    Journal of the European Economic Association, 2003, 1, (2-3), 662-670 Downloads View citations (82)
    See also Working Paper (2003)

2002

  1. Can Nontradables Generate Substantial Home Bias?
    Journal of Money, Credit and Banking, 2002, 34, (1), 25-50 View citations (61)

2001

  1. Borders and business cycles
    Journal of International Economics, 2001, 55, (1), 59-85 Downloads View citations (256)
    See also Working Paper (1999)
  2. Intranational Economics and International Economics
    Journal of International Economics, 2001, 55, (1), 1-1 Downloads View citations (6)
  3. National Money as a Barrier to International Trade: The Real Case for Currency Union
    American Economic Review, 2001, 91, (2), 386-390 Downloads View citations (343)
  4. 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 Downloads View citations (23)

2000

  1. A method for solving multi-region models
    Economics Letters, 2000, 66, (3), 333-336 Downloads View citations (1)
  2. Asia crisis postmortem: where did the money go and did the United States benefit?
    Economic Policy Review, 2000, (Sep), 51-70 Downloads View citations (8)
  3. Do Borders Matter? Evidence from Japanese Regional Net Capital Flows
    International Economic Review, 2000, 41, (1), 241-69 View citations (38)
  4. Does Exchange-Rate Stability Increase Trade and Welfare?
    American Economic Review, 2000, 90, (5), 1093-1109 Downloads View citations (195)
    See also Working Paper (1999)
  5. Growth uncertainty and risksharing
    Journal of Monetary Economics, 2000, 45, (3), 477-505 Downloads View citations (56)
    See also Working Paper (1997)
  6. Trade in nominal assets and net international capital flows
    Journal of International Money and Finance, 2000, 19, (1), 55-72 Downloads View citations (12)
    See also Working Paper (1997)

1999

  1. How big are potential welfare gains from international risksharing?
    Journal of International Economics, 1999, 47, (1), 109-135 Downloads View citations (121)
    See also Working Paper (1998)
  2. Macro markets and financial security
    Economic Policy Review, 1999, 5, (Apr), 21-39 Downloads View citations (17)

1996

  1. Erratum Regional risksharing European Economic Review 39 (1995) 1545-1567
    European Economic Review, 1996, 40, (9), 1831-1832 Downloads View citations (2)
  2. Wages, profits and the international portfolio puzzle
    European Economic Review, 1996, 40, (2), 219-254 Downloads View citations (101)

1995

  1. A note on short-term intersectoral factor immobility
    Journal of Economic Dynamics and Control, 1995, 19, (4), 845-856 Downloads
  2. Regional risksharing
    European Economic Review, 1995, 39, (8), 1545-1567 Downloads View citations (22)

1993

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

1992

  1. Terms of trade uncertainty, savings, and the production structure
    Journal of International Economics, 1992, 33, (3-4), 305-325 Downloads View citations (5)

Chapters

2010

  1. Can Parameter Instability Explain the Meese-Rogoff Puzzle?
    A chapter in NBER International Seminar on Macroeconomics 2009, 2010, pp 125-173 Downloads View citations (6)
    See also Journal Article in NBER International Seminar on Macroeconomics (2010)
    Working Paper (2009)

2000

  1. 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 Downloads View citations (20)
    See also Working Paper (1998)
 
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