This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
David O. Cushman

Personal Details | Affiliation | Works
This is information that was supplied by David Cushman in registering through RePEc. If you are David O. Cushman , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: David
Middle Name: O.
Last Name: Cushman
Suffix:

RePEc Short-ID: pcu8

Email:
Homepage: http://www.westminster.edu/staff/cushmado/
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Cushman, D.O., 1995. "Maximum Likelyhood Estimation of Cointegration in Exchange Rtae Models for Seven Inflationary OECD Countries," Mansholt Working Papers 1995-07, Wageningen University, Mansholt Graduate School of Social Sciences.

  2. David O. Cushman & Tao Zha, 1995. "Identifying monetary policy in a small open economy under flexible exchange rates," Working Paper 95-7, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

Articles

  1. David O. Cushman, 2008. "Real exchange rates may have nonlinear trends," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 158-173. [Downloadable!]

  2. Cushman, David O., 2008. "Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 413-424, December. [Downloadable!] (restricted)

  3. Cushman, David O. & Breuer, Janice Boucher, 2007. "Exchange rates and international financial assets: A special issue in honor of Stanley W. Black," Review of Financial Economics, Elsevier, vol. 16(3), pages 231-234. [Downloadable!] (restricted)

  4. Cushman, David O., 2007. "A portfolio balance approach to the Canadian-U.S. exchange rate," Review of Financial Economics, Elsevier, vol. 16(3), pages 305-320. [Downloadable!] (restricted)

  5. David O. Cushman, 2003. "Further evidence on the size and power of the Bierens and Johansen cointegration procedures," Economics Bulletin, Economics Bulletin, vol. 3(25), pages 1-7. [Downloadable!]

  6. David Cushman, 2002. "Nonlinear Trends and Co-trending in Canadian Money Demand," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 6(1), pages 1003-1003. [Downloadable!] (restricted)

  7. David O. Cushman, 2001. "Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period," Economics Bulletin, Economics Bulletin, vol. 6, pages 1-7. [Downloadable!]

  8. Cushman, David O. & MacDonald, Ronald & Samborsky, Mark, 2001. "The law of one price for transitional Ukraine," Economics Letters, Elsevier, vol. 73(2), pages 251-256, November. [Downloadable!] (restricted)

  9. David O. Cushman, 2000. "The failure of the monetary exchange rate model for the Canadian-U.S. dollar," Canadian Journal of Economics, Canadian Economics Association, vol. 33(3), pages 591-603, August. [Downloadable!] (restricted)

  10. Cushman, David O. & Zha, Tao, 1997. "Identifying monetary policy in a small open economy under flexible exchange rates," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 433-448, August. [Downloadable!] (restricted)
    Other versions:

  11. Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn, 1996. "Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 337-368, June. [Downloadable!] (restricted)

  12. Cushman, David O, 1993. "Single-Equation Maximum Likelihood Estimates of the Cointegrating Vector in a Dollar-Lira Exchange Rate Model," Applied Economics, Taylor and Francis Journals, vol. 25(2), pages 165-71, February.

  13. Cushman, David O, 1990. "U.S. Bilateral Trade Equations: Forecasts and Structural Stability," Applied Economics, Taylor and Francis Journals, vol. 22(8), pages 1093-1102, August.

  14. Cushman, David O., 1988. "U.S. bilateral trade flows and exchange risk during the floating period," Journal of International Economics, Elsevier, vol. 24(3-4), pages 317-330, May. [Downloadable!] (restricted)

  15. Cushman, David O., 1988. "The impact of third-country exchange risk: A correction," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 359-360, September. [Downloadable!] (restricted)

  16. Cushman, David O., 1987. "U.S. bilateral trade balances and the dollar," Economics Letters, Elsevier, vol. 24(4), pages 363-367. [Downloadable!] (restricted)

  17. O. Cushman, David, 1986. "Has exchange risk depressed international trade? The impact of third-country exchange risk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 361-379, September. [Downloadable!] (restricted)

  18. Cushman, David O, 1985. "Real Exchange Rate Risk, Expectations, and the Level of Direct Investment," The Review of Economics and Statistics, MIT Press, vol. 67(2), pages 297-308, May. [Downloadable!] (restricted)

  19. Cushman, David O., 1983. "The effects of real exchange rate risk on international trade," Journal of International Economics, Elsevier, vol. 15(1-2), pages 45-63, August. [Downloadable!] (restricted)

Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2009-10-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.