Details about Eric van Wincoop
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
2021
- A Theory of the Global Financial Cycle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2019
- Global Capital Flows Cycle: Impact on Gross and Net Flows
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- Global Drivers of Gross and Net Capital Flows
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
- Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2017
- 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)
- Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- What can we Learn from Euro-Dollar Tweets?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2015
- Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
2013
- 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
- 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
- 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)
- Modeling Exchange Rates with Incomplete Information
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
- 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)
- 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
- 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)
- On the Dynamics of Leverage, Liquidity, and Risk
2010 Meeting Papers, Society for Economic Dynamics View citations (1)
2009
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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
- 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)
- Is Home Bias in Assets Related to Home Bias in Goods?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
- 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
- Can Information Heterogeneity Explain the Exchange Rate Determination?
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (24)
- 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
- 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)
- 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)
- 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
- 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
- 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
- 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)
- 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
- Trade Flows, Prices, and The Exchange Rate Regime
Working Papers, Swiss National Bank, Study Center Gerzensee View citations (15)
1999
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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
- Do Nontraded Goods Explain the Home Bias Puzzle?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
- 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
- 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
- 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)
- Regional and International Risksharing
Working Papers, Boston University - Department of Economics View citations (1)
Journal Articles
2014
- International capital flows under dispersed private information
Journal of International Economics, 2014, 93, (1), 31-49 View citations (25)
- Solving DSGE portfolio choice models with dispersed private information
Journal of Economic Dynamics and Control, 2014, 40, (C), 1-24 View citations (5)
2013
- International Contagion through Leveraged Financial Institutions
American Economic Journal: Macroeconomics, 2013, 5, (3), 152-89 View citations (14)
See also Working Paper (2011)
- 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)
- Sudden spikes in global risk
Journal of International Economics, 2013, 89, (2), 511-521 View citations (21)
See also Working Paper (2012)
2012
- Gravity in International Finance
Journal of International Economics, 2012, 87, (2), 205-215 View citations (138)
See also Working Paper (2010)
- Self-Fulfilling Risk Panics
American Economic Review, 2012, 102, (7), 3674-3700 View citations (38)
See also Working Paper (2011)
2011
- Regulating Asset Price Risk
American Economic Review, 2011, 101, (3), 410-12 
See also Working Paper (2011)
2010
- 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)
- 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)
- Can trade costs in goods explain home bias in assets?
Journal of International Money and Finance, 2010, 29, (6), 1108-1123 View citations (34)
- Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
American Economic Review, 2010, 100, (3), 870-904 View citations (164)
- International capital flows
Journal of International Economics, 2010, 80, (2), 157-175 View citations (197)
See also Working Paper (2008)
2009
- 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
- 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
- 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
- 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)
- Incomplete information processing: a solution to the forward discount puzzle
Proceedings, 2006, (Jun) View citations (34)
See also Working Paper (2006)
2005
- 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
- A Scapegoat Model of Exchange-Rate Fluctuations
American Economic Review, 2004, 94, (2), 114-118 View citations (97)
See also Working Paper (2004)
- Trade Costs
Journal of Economic Literature, 2004, 42, (3), 691-751 View citations (1678)
See also Working Paper (2004)
2003
- 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)
- 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
- Can Nontradables Generate Substantial Home Bias?
Journal of Money, Credit and Banking, 2002, 34, (1), 25-50 View citations (74)
2001
- Borders and business cycles
Journal of International Economics, 2001, 55, (1), 59-85 View citations (315)
See also Working Paper (1999)
- Intranational Economics and International Economics
Journal of International Economics, 2001, 55, (1), 1-1 View citations (6)
- 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)
- 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
- A method for solving multi-region models
Economics Letters, 2000, 66, (3), 333-336 View citations (1)
- Asia crisis postmortem: where did the money go and did the United States benefit?
Economic Policy Review, 2000, (Sep), 51-70 View citations (11)
- Do Borders Matter? Evidence from Japanese Regional Net Capital Flows
International Economic Review, 2000, 41, (1), 241-69 View citations (40)
- Does Exchange-Rate Stability Increase Trade and Welfare?
American Economic Review, 2000, 90, (5), 1093-1109 View citations (241)
See also Working Paper (1999)
- Growth uncertainty and risksharing
Journal of Monetary Economics, 2000, 45, (3), 477-505 View citations (70)
See also Working Paper (1997)
- 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
- 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)
- Macro markets and financial security
Economic Policy Review, 1999, 5, (Apr), 21-39 View citations (17)
1996
- Erratum Regional risksharing European Economic Review 39 (1995) 1545-1567
European Economic Review, 1996, 40, (9), 1831-1832 View citations (4)
- Wages, profits and the international portfolio puzzle
European Economic Review, 1996, 40, (2), 219-254 View citations (121)
1995
- A note on short-term intersectoral factor immobility
Journal of Economic Dynamics and Control, 1995, 19, (4), 845-856
- Regional risksharing
European Economic Review, 1995, 39, (8), 1545-1567 View citations (23)
1993
- Structural adjustment and the construction sector
European Economic Review, 1993, 37, (1), 177-201 View citations (17)
1992
- Terms of trade uncertainty, savings, and the production structure
Journal of International Economics, 1992, 33, (3-4), 305-325 View citations (6)
Chapters
2021
- Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
A chapter in NBER International Seminar on Macroeconomics 2021, 2021 View citations (2)
2010
- 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
- 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)
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