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Robert E. Cumby

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Personal Details

First Name: Robert
Middle Name: E.
Last Name: Cumby
Suffix:

RePEc Short-ID: pcu115

Email:
Homepage: http://www.georgetown.edu/cumby/
Postal Address:
Phone:

Affiliation

Economics Department
Georgetown University
Location: Washington, District of Columbia (United States)
Homepage: http://econ.georgetown.edu/
Email:
Phone: 202-687-5601
Fax: 202-687-6102
Postal: ICC 580, Georgetown University, Washington, D.C. 20057-1036
Handle: RePEc:edi:edgeous (more details at EDIRC)

Works

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Working papers

  1. Matthew Canzoneri & Robert E. Cumby & Behzad Diba & David Lopez-Salido, 2008. "The Macroeconomic Implications of a Key Currency," NBER Working Papers 14242, National Bureau of Economic Research, Inc.
  2. Matthew Canzoneri & Robert Cumby & Behzad Diba & David López-Salido, 2008. "Monetary aggregates and liquidity in a neo-Wicksellian framework," Working Paper Research, National Bank of Belgium 141, National Bank of Belgium.
  3. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad & López-Salido, J David, 2008. "Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6814, C.E.P.R. Discussion Papers.
  4. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2005. "How Do Monetary and Fiscal Policy Interact in the European Monetary Union?," NBER Working Papers 11055, National Bureau of Economic Research, Inc.
  5. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2004. "The Cost of Nominal Inertia in NNS Models," NBER Working Papers 10889, National Bureau of Economic Research, Inc.
  6. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2002. "The Need for International Policy Coordination: What's Old, What's New, What's Yet to Come?," NBER Working Papers 8765, National Bureau of Economic Research, Inc.
  7. Tuvana Pastine & Robert E. Cumby, 2000. "Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing," Departmental Working Papers, Bilkent University, Department of Economics 0010, Bilkent University, Department of Economics.
  8. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1998. "Is the Price Level Determined by the Needs of Fiscal Solvency?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1772, C.E.P.R. Discussion Papers.
  9. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1998. "Fiscal Discipline and Exchange Rate Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1899, C.E.P.R. Discussion Papers.
  10. Matthew Canzoneri & Robert Cumby & Behzad Diba & Gwen Eudey, 1998. "Trends in European Productivity: Implications for Real Exchange Rates, Real Interest Rates and Inflation Differentials," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 27, Oesterreichische Nationalbank (Austrian Central Bank).
  11. Robert E. Cumby, 1996. "Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?," NBER Working Papers 5675, National Bureau of Economic Research, Inc.
  12. Matthew B. Canzoneri & Robert E. Cumby & Behzad Diba, 1996. "Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," NBER Working Papers 5676, National Bureau of Economic Research, Inc.
  13. Robert E. Cumby & Martin D.D. Evans, 1995. "The Term Structure of Credit Risk: Estimates and Specification Tests," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 95-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  14. Robert E. Cumby & John Huizinga, 1990. "Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0092, National Bureau of Economic Research, Inc.
  15. Robert E. Cumby & John Huizinga, 1990. "The Predictability of Real Exchange Rate Changes in the Short and Long Run," NBER Working Papers 3468, National Bureau of Economic Research, Inc.
  16. Robert E. Cumby, 1987. "Is it Risk? Explaining Deviations from Uncovered Interest Parity," NBER Working Papers 2380, National Bureau of Economic Research, Inc.
  17. Robert E. Cumby & Richard M. Levich, 1987. "On the Definition and Magnitude of Recent Capital Flight," NBER Working Papers 2275, National Bureau of Economic Research, Inc.
  18. Robert E. Cumby & Frederic S. Mishkin, 1987. "The International Linkage of Real Interest Rates: The European - U.S. Connection," NBER Working Papers 1423, National Bureau of Economic Research, Inc.
  19. Robert E. Cumby & Sweder van Wijnbergen, 1987. "Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981," NBER Working Papers 2376, National Bureau of Economic Research, Inc.
  20. Robert E. Cumby, 1987. "Consumption Risk and International Asset Returns: Some Empirical Evidence," NBER Working Papers 2383, National Bureau of Economic Research, Inc.
  21. Stephen G. Cecchetti & Robert E. Cumby & Stephen Figlewski, 1986. "Estimation of the optimal futures hedge," Research Working Paper, Federal Reserve Bank of Kansas City 86-10, Federal Reserve Bank of Kansas City.
  22. Robert E. Cumby, 1984. "Monetary Policy Under Dual Exchange Rates," NBER Working Papers 1424, National Bureau of Economic Research, Inc.
  23. Maurice Obstfeld & Robert E. Cumby & John Huizinga, 1983. "Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0011, National Bureau of Economic Research, Inc.
  24. Robert E. Cumby & Maurice Obstfeld, 1982. "International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence," NBER Working Papers 0921, National Bureau of Economic Research, Inc.
  25. Robert E. Cumby & Maurice Obstfeld, 1981. "Capital Mobility and the Scope for Sterilization: Mexico in the 1970s," NBER Working Papers 0770, National Bureau of Economic Research, Inc.
  26. Robert E. Cumby & Maurice Obstfeld, 1980. "Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis," NBER Working Papers 0537, National Bureau of Economic Research, Inc.

Articles

  1. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David, 2013. "Key currency status: An exorbitant privilege and an extraordinary risk," Journal of International Money and Finance, Elsevier, Elsevier, vol. 37(C), pages 371-393.
  2. Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, Springer, vol. 24(2), pages 197-215, April.
  3. Robert E. Cumby, 2011. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, University of Chicago Press, vol. 7(1), pages 389 - 394.
  4. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David, 2011. "The role of liquid government bonds in the great transformation of American monetary policy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(3), pages 282-294, March.
  5. Matthew Canzoneri & Robert Cumby & Behzad Diba & David Lãpez-Salido, 2008. "Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(8), pages 1667-1698, December.
  6. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2007. "The Cost of Nominal Rigidity in NNS Models," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 39(7), pages 1563-1586, October.
  7. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T., 2007. "Euler equations and money market interest rates: A challenge for monetary policy models," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(7), pages 1863-1881, October.
  8. Matthew Canzoneri & Robert Cumby & Behzad Diba & Olena Mykhaylova, 2006. "New Keynesian Explanations of Cyclical Movements in Aggregate Inflation and Regional Inflation Differentials," Open Economies Review, Springer, Springer, vol. 17(1), pages 27-55, January.
  9. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2005. "Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin," Proceedings, Board of Governors of the Federal Reserve System (U.S.), Board of Governors of the Federal Reserve System (U.S.), pages 181-215.
  10. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T., 2005. "The need for international policy coordination: what's old, what's new, what's yet to come?," Journal of International Economics, Elsevier, Elsevier, vol. 66(2), pages 363-384, July.
  11. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2002. "Should the European Central Bank and the Federal Reserve be concerned about fiscal policy?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 333-389.
  12. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2001. "Is the Price Level Determined by the Needs of Fiscal Solvency?," American Economic Review, American Economic Association, American Economic Association, vol. 91(5), pages 1221-1238, December.
  13. Cumby, Robert E. & Pastine, Tuvana, 2001. "Emerging market debt: measuring credit quality and examining relative pricing," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(5), pages 591-609, October.
  14. Canzoneri, Matthew B & Cumby, Robert E & Diba, Behzad T, 2001. "Fiscal Discipline and Exchange Rate Systems," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 111(474), pages 667-90, October.
  15. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999. "Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries," Journal of International Economics, Elsevier, Elsevier, vol. 47(2), pages 245-266, April.
  16. Chang, P H Kevin & Claessens, Stijn & Cumby, Robert E, 1997. "Conceptual and Methodological Issues in the Measurement of Capital Flight," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 2(2), pages 101-19, April.
  17. Cumby, Robert & Figlewski, Stephen & Hasbrouck, Joel, 1994. "International asset allocation with time varying risk: an analysis and implementation," Japan and the World Economy, Elsevier, Elsevier, vol. 6(1), pages 1-25.
  18. Cumby, Robert E. & Huizinga, John, 1992. "Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples," Journal of Monetary Economics, Elsevier, Elsevier, vol. 30(2), pages 217-253, November.
  19. Cumby, Robert E & Huizinga, John, 1992. "Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions," Econometrica, Econometric Society, Econometric Society, vol. 60(1), pages 185-95, January.
  20. Cumby, Robert E. & Huizinga, John, 1991. "The predictability of real exchange rate changes in the short and long run," Japan and the World Economy, Elsevier, Elsevier, vol. 3(1), pages 17-38, April.
  21. Cumby, Robert E & Glen, Jack D, 1990. " Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, American Finance Association, vol. 45(2), pages 497-521, June.
  22. Cumby, Robert E., 1990. "Consumption risk and international equity returns: some empirical evidence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 9(2), pages 182-192, June.
  23. Cumby, Robert E. & Van Wijnbergen, Sweder, 1989. "Financial policy and speculative runs with a crawling peg: Argentina 1979-1981," Journal of International Economics, Elsevier, Elsevier, vol. 27(1-2), pages 111-127, August.
  24. Cumby, Robert E., 1988. "Is it risk? : Explaining deviations from uncovered interest parity," Journal of Monetary Economics, Elsevier, Elsevier, vol. 22(2), pages 279-299, September.
  25. Cecchetti, Stephen G & Cumby, Robert E & Figlewski, Stephen, 1988. "Estimation of the Optimal Futures Hedge," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 623-30, November.
  26. Cumby, Robert E. & Modest, David M., 1987. "Testing for market timing ability : A framework for forecast evaluation," Journal of Financial Economics, Elsevier, Elsevier, vol. 19(1), pages 169-189, September.
  27. Cumby, Robert E. & Mishkin, Frederic S., 1986. "The international linkage of real interest rates: The European-US connection," Journal of International Money and Finance, Elsevier, Elsevier, vol. 5(1), pages 5-23, March.
  28. Cumby, Robert E., 1985. "Exchange rates and international macroeconomics : Jacob A. Frenkel, ed., (University of Chicago Press for the National Bureau of Economic Research, Chicago, 1984) pp. x + 362, $43.00," Journal of International Economics, Elsevier, Elsevier, vol. 18(3-4), pages 390-393, May.
  29. Cumby, Robert E., 1984. "Monetary policy under dual exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 3(2), pages 195-208, August.
  30. Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice, 1983. "Two-step two-stage least squares estimation in models with rational expectations," Journal of Econometrics, Elsevier, Elsevier, vol. 21(3), pages 333-355, April.
  31. Cumby, Robert E., 1983. "The international monetary system: A time of turbulence : Jacob S. Dreyer, Gottfried Haberler and Thomas D. Willett, eds., (American Enterprise Institute, Washington, D.C., 1982) pp, iii+523, $14.95," Journal of International Economics, Elsevier, Elsevier, vol. 15(1-2), pages 196-198, August.
  32. Cumby, Robert E., 1983. "Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom," Journal of International Economics, Elsevier, Elsevier, vol. 14(1-2), pages 53-67, February.
  33. Cumby, Robert E & Obstfeld, Maurice, 1981. "A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis," Journal of Finance, American Finance Association, American Finance Association, vol. 36(3), pages 697-703, June.

Chapters

  1. Matthew Canzoneri & Robert Cumby & Behzad Diba, 2012. "Monetary policy and the natural rate of interest," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 119-134 Bank for International Settlements.
  2. Robert E. Cumby, 2010. "Comment on "Currency Carry Trades"," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER International Seminar on Macroeconomics 2010, pages 389-394 National Bureau of Economic Research, Inc.
  3. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad, 2010. "The Interaction Between Monetary and Fiscal Policy," Handbook of Monetary Economics, Elsevier, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 17, pages 935-999 Elsevier.
  4. Matthew B. Canzoneri & Robert E. Cumby & Behzad T. Diba, 2006. "How Do Monetary and Fiscal Policy Interact in the European Monetary Union?," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER International Seminar on Macroeconomics 2004, pages 241-326 National Bureau of Economic Research, Inc.
  5. Robert E. Cumby & Theodore H. Moran, 1997. "Testing Models of the Trade Policy Process: Antidumping and the "New Issues"," NBER Chapters, National Bureau of Economic Research, Inc, in: The Effects of U.S. Trade Protection and Promotion Policies, pages 161-190 National Bureau of Economic Research, Inc.
  6. Robert E. Cumby & Maurice Obstfeld, 1984. "International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence," NBER Chapters, National Bureau of Economic Research, Inc, in: Exchange Rate Theory and Practice, pages 121-152 National Bureau of Economic Research, Inc.
  7. Robert E. Cumby & Maurice Obstfeld, 1983. "Capital Mobility and the Scope for Sterilization: Mexico in the 1970s," NBER Chapters, National Bureau of Economic Research, Inc, in: Financial Policies and the World Capital Market: The Problem of Latin American Countries, pages 245-276 National Bureau of Economic Research, Inc.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2005-01-23 2008-05-31 2008-05-31 2008-08-21 2008-08-21 2008-11-11. Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2002-02-15
  3. NEP-EEC: European Economics (1) 2005-01-23
  4. NEP-IFN: International Finance (1) 2002-02-15
  5. NEP-MAC: Macroeconomics (6) 2005-01-23 2008-05-31 2008-05-31 2008-08-21 2008-08-21 2008-11-11. Author is listed
  6. NEP-MON: Monetary Economics (7) 2005-01-07 2005-01-23 2008-05-31 2008-05-31 2008-08-21 2008-08-21 2008-11-11. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2008-08-21
  8. NEP-PKE: Post Keynesian Economics (1) 2002-02-15

Statistics

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  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
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  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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  18. h-index
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  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Wu-Index

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