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Eric van Wincoop

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Personal Details

First Name: Eric
Middle Name:
Last Name: van Wincoop
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RePEc Short-ID: pva387

Email:
Homepage: http://www.virginia.edu/economics/vanwincoop.htm
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Affiliation

(in no particular order)

Works

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Working papers

  1. Philippe Bacchetta & Eric van Wincoop, 2013. "The Great Recession: A Self-Fulfilling Global Panic," NBER Working Papers 19062, National Bureau of Economic Research, Inc.
  2. Bacchetta, Philippe & van Wincoop, Eric, 2012. "Sudden Spikes in Global Risk," CEPR Discussion Papers 8853, C.E.P.R. Discussion Papers.
  3. Eric van Wincoop, 2011. "International Contagion Through Leveraged Financial Institutions," NBER Working Papers 17686, National Bureau of Economic Research, Inc.
  4. Philippe Bacchetta & Cédric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 11.02, Université de Lausanne, Faculté des HEC, DEEP.
  5. Philippe Bacchetta & Eric van Wincoop, 2011. "Modeling Exchange Rates with Incomplete Information," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 11.03, Université de Lausanne, Faculté des HEC, DEEP.
  6. Bacchetta, Philippe & Tille, Cédric & van Wincoop, Eric, 2010. "Self-Fulfilling Risk Panics," CEPR Discussion Papers 7920, C.E.P.R. Discussion Papers.
  7. Eric van Wincoop & Cedric Tille & Philippe Bacchetta, 2010. "On the Dynamics of Leverage, Liquidity, and Risk," 2010 Meeting Papers 393, Society for Economic Dynamics.
  8. Yohei Okawa & Eric van Wincoop, 2010. "Gravity in International Finance," Working Papers 072010, Hong Kong Institute for Monetary Research.
  9. Bacchetta, Philippe & van Wincoop, Eric, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," CEPR Discussion Papers 7309, C.E.P.R. Discussion Papers.
  10. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2009. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," Working Papers 09.04, Swiss National Bank, Study Center Gerzensee.
  11. Philippe Bacchetta & Eric van Wincoop, 2009. "Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 09.07, Université de Lausanne, Faculté des HEC, DEEP.
  12. Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers.
  13. Cédric Tille & Eric van Wincoop, 2008. "International Capital Flows under Dispersed Information: Theory and Evidence," NBER Working Papers 14390, National Bureau of Economic Research, Inc.
  14. Eric van Wincoop & Cedric Tille, 2008. "A New Perspective on "The New Rule"of the Current Account," 2008 Meeting Papers 452, Society for Economic Dynamics.
  15. Tille, Cédric & van Wincoop, Eric, 2008. "International Capital Flows," CEPR Discussion Papers 6705, C.E.P.R. Discussion Papers.
  16. Philippe Bacchetta & Eric van Wincoop, 2007. "Random Walk Expectations and the Forward Discount Puzzle," Working Papers 07.01, Swiss National Bank, Study Center Gerzensee.
  17. Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
  18. Philippe Bacchetta & Eric van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Working Paper Series 2006-35, Federal Reserve Bank of San Francisco.
  19. Eric van Wincoop & Francis E. Warnock, 2006. "Is Home Bias in Assets Related to Home Bias in Goods?," NBER Working Papers 12728, National Bureau of Economic Research, Inc.
  20. Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
  21. Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series rp156, International Center for Financial Asset Management and Engineering.
  22. Bacchetta, Philippe & van Wincoop, Eric, 2004. "A Scapegoat Model of Exchange Rate Fluctuations," CEPR Discussion Papers 4268, C.E.P.R. Discussion Papers.
  23. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," NBER Working Papers 10480, National Bureau of Economic Research, Inc.
  24. Philippe Bacchetta & Eric van Wincoop, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Working Papers 03.02, Swiss National Bank, Study Center Gerzensee.
  25. P. Bacchetta & E. van Wincoop, 2002. "A Theory of the Currency Denomination of International Trade," DNB Staff Reports (discontinued) 75, Netherlands Central Bank.
  26. Bacchetta, Philippe & van Wincoop, Eric, 2002. "A Theory of Currency Denomination of International Trade," CEPR Discussion Papers 3120, C.E.P.R. Discussion Papers.
  27. Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 02.18, Université de Lausanne, Faculté des HEC, DEEP.
  28. James E. Anderson & Eric van Wincoop, 2001. "Borders, Trade and Welfare," Boston College Working Papers in Economics 508, Boston College Department of Economics.
  29. James E. Anderson & Eric van Wincoop, 2000. "Gravity with Gravitas: A Solution to the Border Puzzle," Boston College Working Papers in Economics 485, Boston College Department of Economics.
  30. Philippe Bacchetta & Eric van Wincoop, 2000. "Trade Flows, Prices, and The Exchange Rate Regime," Working Papers 00.11, Swiss National Bank, Study Center Gerzensee.
  31. Todd E. Clark & Eric van Wincoop, 1999. "Borders and business cycles," Staff Reports 91, Federal Reserve Bank of New York.
  32. Philippe BACCHETTA & Eric VAN WINCOOP, 1999. "Does Exchange Rate Stability Increase Trade and Welfare ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9917, Université de Lausanne, Faculté des HEC, DEEP.
  33. Eric van Wincoop, 1998. "How big are potential welfare gains from international risksharing?," Staff Reports 37, Federal Reserve Bank of New York.
  34. Stafano Athanasoulis & Eric van Wincoop, 1998. "Risksharing within the United States: what have financial markets and fiscal federalism accomplished?," Research Paper 9808, Federal Reserve Bank of New York.
  35. Philippe Bacchetta & Eric van Wincoop, 1998. "Does Exchange Rate Stability Increase Trade and Capital Flows?," Working Papers 98.04, Swiss National Bank, Study Center Gerzensee.
  36. Philippe Bacchetta & Eric van Wincoop, 1998. "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Working Papers 6530, National Bureau of Economic Research, Inc.
  37. Stefano ATHANASOULIS & Eric VAN WINCOOP, 1997. "Growth Uncertainty And Risksharing," Economic Report 41, Iowa State University Department of Economics.
  38. Bacchetta, Philippe & van Wincoop, Eric, 1997. "Trade in Nominal Assets and Net International Capital Flows," CEPR Discussion Papers 1569, C.E.P.R. Discussion Papers.
  39. Paolo Pesenti & Eric van Wincoop, 1996. "Do Nontraded Goods Explain the Home Bias Puzzle?," NBER Working Papers 5784, National Bureau of Economic Research, Inc.
  40. Philippe BACCHETTA & Eric VAN WINCOOP, 1994. "Net Capital Flows under Exchange Rate and Price Volatility," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9414, Université de Lausanne, Faculté des HEC, DEEP.
  41. Jane Marrinan & Eric Van Wincoop, 1993. "Public And Private Savings And Investments," Boston College Working Papers in Economics 259, Boston College Department of Economics.
  42. Van Wincoop, E., 1992. "Regional and International Risksharing," Papers 5, Boston University - Department of Economics.
  43. Beaudry, P. & Van Wincoop, E., 1992. "Alternative Specifications for Consumption and the Estimation of the Intertemporal Elasticity of Substitution," Papers 2, Boston University - Department of Economics.

Articles

  1. Philippe Bacchetta & Cedric Tille & Eric van Wincoop, 2011. "Regulating Asset Price Risk," American Economic Review, American Economic Association, vol. 101(3), pages 410-12, May.
  2. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, vol. 80(2), pages 157-175, March.
  3. Tille, Cedric & van Wincoop, Eric, 2010. "A new perspective on "the new rule"of the current account," Journal of International Economics, Elsevier, vol. 80(1), pages 89-99, January.
  4. van Wincoop, Eric & Warnock, Francis E., 2010. "Can trade costs in goods explain home bias in assets?," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1108-1123, October.
  5. Philippe Bacchetta & Eric van Wincoop, 2010. "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, American Economic Association, vol. 100(3), pages 870-904, June.
  6. Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
  7. Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, 08.
  8. Eric van Wincoop & Philippe Bacchetta, 2007. "Random Walk Expectations and the Forward Discount Puzzle," American Economic Review, American Economic Association, vol. 97(2), pages 346-350, May.
  9. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
  10. Philippe Bacchetta & Eric van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
  11. Bacchetta, Philippe & van Wincoop, Eric, 2005. "A theory of the currency denomination of international trade," Journal of International Economics, Elsevier, vol. 67(2), pages 295-319, December.
  12. James E. Anderson & Eric van Wincoop, 2004. "Trade Costs," Journal of Economic Literature, American Economic Association, vol. 42(3), pages 691-751, September.
  13. Philippe Bacchetta & Eric Van Wincoop, 2004. "A Scapegoat Model of Exchange-Rate Fluctuations," American Economic Review, American Economic Association, vol. 94(2), pages 114-118, May.
  14. Philippe Bacchetta & Eric van Wincoop, 2003. "Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 662-670, 04/05.
  15. James E. Anderson & Eric van Wincoop, 2003. "Gravity with Gravitas: A Solution to the Border Puzzle," American Economic Review, American Economic Association, vol. 93(1), pages 170-192, March.
  16. Pesenti, Paolo & van Wincoop, Eric, 2002. "Can Nontradables Generate Substantial Home Bias?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 25-50, February.
  17. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, vol. 55(1), pages 59-85, October.
  18. Bacchetta, Philippe & Rose, Andrew K. & van Wincoop, Eric, 2001. "Intranational Economics and International Economics," Journal of International Economics, Elsevier, vol. 55(1), pages 1-1, October.
  19. Andrew K. Rose & Eric van Wincoop, 2001. "National Money as a Barrier to International Trade: The Real Case for Currency Union," American Economic Review, American Economic Association, vol. 91(2), pages 386-390, May.
  20. Stefano G. Athanasoulis & Eric van Wincoop, 2001. "Risk Sharing Within The United States: What Do Financial Markets And Fiscal Federalism Accomplish?," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 688-698, November.
  21. Bacchetta, Philippe & van Wincoop, Eric, 2000. "Trade in nominal assets and net international capital flows," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 55-72, February.
  22. van Wincoop, Eric, 2000. "A method for solving multi-region models," Economics Letters, Elsevier, vol. 66(3), pages 333-336, March.
  23. Eric van Wincoop & Kei-Mu Yi, 2000. "Asia crisis postmortem: where did the money go and did the United States benefit?," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 51-70.
  24. Eric van Wincoop & Philippe Bacchetta, 2000. "Does Exchange-Rate Stability Increase Trade and Welfare?," American Economic Review, American Economic Association, vol. 90(5), pages 1093-1109, December.
  25. Iwamoto, Yasushi & van Wincoop, Eric, 2000. "Do Borders Matter? Evidence from Japanese Regional Net Capital Flows," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(1), pages 241-69, February.
  26. Athanasoulis, Stefano G. & van Wincoop, Eric, 2000. "Growth uncertainty and risksharing," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 477-505, June.
  27. Stefano Athanasoulis & Robert Shiller & Eric van Wincoop, 1999. "Macro markets and financial security," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 21-39.
  28. van Wincoop, Eric, 1999. "How big are potential welfare gains from international risksharing?," Journal of International Economics, Elsevier, vol. 47(1), pages 109-135, February.
  29. Bottazzi, Laura & Pesenti, Paolo & van Wincoop, Eric, 1996. "Wages, profits and the international portfolio puzzle," European Economic Review, Elsevier, vol. 40(2), pages 219-254, February.
  30. van Wincoop, Eric, 1996. " A Multi-country Real Business Cycle Model with Heterogeneous Agents," Scandinavian Journal of Economics, Wiley Blackwell, vol. 98(2), pages 233-51, June.
  31. van Wincoop, Eric, 1996. "Erratum Regional risksharing European Economic Review 39 (1995) 1545-1567," European Economic Review, Elsevier, vol. 40(9), pages 1831-1832, December.
  32. Beaudry, Paul & van Wincoop, Eric, 1996. "The Intertemporal Elasticity of Substitution: An Exploration Using a US Panel of State Data," Economica, London School of Economics and Political Science, vol. 63(251), pages 495-512, August.
  33. van Wincoop, Eric, 1995. "Regional risksharing," European Economic Review, Elsevier, vol. 39(8), pages 1545-1567, October.
  34. van Wincoop, Eric, 1995. "A note on short-term intersectoral factor immobility," Journal of Economic Dynamics and Control, Elsevier, vol. 19(4), pages 845-856, May.
  35. van Wincoop, Eric, 1993. "Structural adjustment and the construction sector," European Economic Review, Elsevier, vol. 37(1), pages 177-201, January.
  36. van Wincoop, Eric, 1992. "Terms of trade uncertainty, savings, and the production structure," Journal of International Economics, Elsevier, vol. 33(3-4), pages 305-325, November.

Chapters

  1. Philippe Bacchetta & Eric van Wincoop & Toni Beutler, 2010. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 125-173 National Bureau of Economic Research, Inc.
  2. Philippe Bacchetta & Eric van Wincoop, 2000. "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 61-98 National Bureau of Economic Research, Inc.

NEP Fields

65 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2010-07-10 2010-10-16 2010-11-27 2011-03-05
  2. NEP-BEC: Business Economics (3) 2010-07-10 2010-10-16 2011-02-12
  3. NEP-CBA: Central Banking (27) 2006-04-22 2006-11-25 2006-12-16 2007-01-28 2007-01-28 2007-02-24 2007-02-24 2007-03-31 2007-07-07 2007-08-18 2007-08-27 2008-04-12 2008-10-07 2009-02-28 2009-05-30 2009-05-30 2009-06-17 2009-08-02 2009-09-11 2009-11-27 2010-07-10 2010-10-16 2010-11-27 2011-02-12 2011-03-05 2011-06-11 2012-01-03. Author is listed
  4. NEP-CFN: Corporate Finance (4) 2003-07-13 2005-04-16 2006-10-28 2008-04-12
  5. NEP-CTA: Contract Theory & Applications (1) 2011-06-11
  6. NEP-DGE: Dynamic General Equilibrium (10) 1998-09-14 2000-11-29 2002-07-08 2003-01-27 2003-02-10 2006-11-25 2007-02-24 2007-03-31 2007-08-18 2008-04-12. Author is listed
  7. NEP-ECM: Econometrics (2) 2009-08-02 2009-11-27
  8. NEP-ETS: Econometric Time Series (1) 2009-11-27
  9. NEP-FIN: Finance (8) 2003-02-10 2004-06-22 2005-04-16 2005-09-29 2005-09-29 2005-09-29 2005-12-09 2006-10-28. Author is listed
  10. NEP-FMK: Financial Markets (5) 2000-09-01 2005-12-09 2006-04-22 2007-02-24 2007-08-27. Author is listed
  11. NEP-FOR: Forecasting (4) 2005-09-29 2007-07-07 2009-08-02 2009-11-27
  12. NEP-IFN: International Finance (33) 1998-10-15 2001-10-09 2002-07-08 2002-11-28 2002-11-28 2002-12-02 2003-01-27 2003-02-10 2003-02-18 2003-03-14 2003-03-14 2003-10-12 2004-01-18 2004-01-25 2004-02-23 2005-09-29 2005-09-29 2005-09-29 2005-12-09 2006-04-22 2006-11-25 2007-01-28 2007-02-24 2007-03-31 2007-07-07 2007-08-18 2007-08-27 2009-05-30 2009-06-17 2009-08-02 2009-09-11 2009-11-27 2010-05-15. Author is listed
  13. NEP-LAM: Central & South America (1) 2001-10-01
  14. NEP-MAC: Macroeconomics (14) 2004-02-23 2005-09-29 2005-09-29 2005-09-29 2005-12-09 2007-02-24 2007-08-27 2009-05-30 2009-09-11 2010-07-10 2010-10-16 2011-02-12 2012-01-03 2013-06-04. Author is listed
  15. NEP-MON: Monetary Economics (5) 1998-10-15 2007-01-28 2007-08-27 2009-05-30 2009-09-11. Author is listed
  16. NEP-OPM: Open Economy Macroeconomics (8) 2008-04-12 2008-10-07 2009-02-28 2009-05-30 2009-08-02 2009-09-11 2012-01-03 2013-06-04. Author is listed
  17. NEP-PBE: Public Economics (1) 1998-09-14
  18. NEP-PKE: Post Keynesian Economics (1) 2003-02-10
  19. NEP-PUB: Public Finance (1) 1998-09-14
  20. NEP-REG: Regulation (1) 2011-02-12
  21. NEP-RMG: Risk Management (6) 2002-11-28 2003-02-18 2003-07-13 2006-10-28 2007-01-28 2011-02-12. Author is listed
  22. NEP-SEA: South East Asia (1) 2005-04-16
  23. NEP-UPT: Utility Models & Prospect Theory (1) 2012-03-21

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months
  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Closeness measure in co-authorship network
  32. Breadth of citations across fields
  33. Wu-Index

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