Research classified by Journal of Economic Literature (JEL) codes

1. Exchange Rate Economics

2004

• Bofinger, Peter & Schmidt, Robert & Leitner, Johannes, 2004, "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4230, Feb.
• Bofinger, Peter & Schmidt, Robert, 2004, "Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the ?/US$ Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4235, Feb.
• Flandreau, Marc & Sussman, Nathan, 2004, "Old Sins: Exchange Rate Clauses and European Foreign Lending in the 19th Century," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4248, Feb.
• de Jong, Frank & Rindi, Barbara & Cheung, Yiu Chung, 2004, "Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4285, Mar.
• de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan, 2004, "Fundamentals and Joint Currency Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4338, Mar.
• Fischer, Andreas, 2004, "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4359, Apr.
• Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004, "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4365, Apr.
• Eichengreen, Barry, 2004, "Chinese Currency Controversies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4375, May.
• Sarno, Lucio & Valente, Giorgio, 2004, "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4380, May.
• Campa, José Manuel & González Mìnguez, Jose Manuel, 2004, "Differences in Exchange Rate Pass-Through in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4389, May.
• Wei, Shang-Jin & Parsley, David, 2004, "A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4486, Jul.
• Taylor, Mark & Taylor, Alan M., 2004, "The Purchasing Power Parity Debate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4495, Jul.
• Koedijk, Kees & Tims, Ben & Van Dijk, Mathijs, 2004, "Purchasing Power Parity and the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4510, Jul.
• Rey, Hélène & Hau, Harald, 2004, "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4517, Aug.
• Nessén, Marianne & Söderström, Ulf & Linde, Jesper, 2004, "Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4531, Aug.
• Svensson, Lars E.O. & Jeanne, Olivier, 2004, "Credible Commitment to Optimal Escape from a Liquidity Trap: The Role of the Balance Sheet of an Independent Central Bank," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4599, Sep.
• Milesi-Ferretti, Gian Maria & Lane, Philip, 2004, "Financial Globalization and Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4745, Nov.
• Gehrig, Thomas & Menkhoff, Lukas, 2004, "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4752, Oct.
• Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4806, Dec.
• Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004, "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4809, Dec.
• Eichenbaum, Martin & Rebelo, Sérgio & Burstein, Ariel Tomas, 2004, "Large Devaluations and the Real Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4810, Dec.
• Pedroni, Peter, 2004, "Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 597-625, June.
• Drine, I. & Rault, Ch., 2004, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 4, issue 4.
• Derviz, Alexis, 2004, "Exchange rate risks and asset prices in a small open economy," Working Paper Series, European Central Bank, number 314, Mar.
• Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2004, "Fundamentals and joint currency crises," Working Paper Series, European Central Bank, number 324, Mar.
• Straub, Roland & Tchakarov, Ivan, 2004, "Non-fundamental exchange rate volatility and welfare," Working Paper Series, European Central Bank, number 328, Apr.
• Maeso-Fernandez, Francisco & Osbat, Chiara & Schnatz, Bernd, 2004, "Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective," Working Paper Series, European Central Bank, number 353, Apr.
• Huang, Kevin X. D. & Liu, Zheng, 2004, "Production interdependence and welfare," Working Paper Series, European Central Bank, number 355, May.
• Fratzscher, Marcel, 2004, "Communication and exchange rate policy," Working Paper Series, European Central Bank, number 363, May.
• Ehrmann, Michael & Fratzscher, Marcel, 2004, "Exchange rates and fundamentals: new evidence from real-time data," Working Paper Series, European Central Bank, number 365, Jun.
• Castrén, Olli, 2004, "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series, European Central Bank, number 379, Jul.
• Castrén, Olli, 2004, "Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?," Working Paper Series, European Central Bank, number 410, Nov.
• Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004, "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 119, Sep.
• Reza Siregar & Victor Pontines & Ramkishen Rajan,, 2004, "Extreme Value Theory and the Incidence of Currency Crises," Econometric Society 2004 Australasian Meetings, Econometric Society, number 181, Aug.
• Lestano & Mardi Dungey & Jan Jacobs, 2004, "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings, Econometric Society, number 226, Aug.
• Guneratne B Wickremasinghe, 2004, "Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka," Econometric Society 2004 Australasian Meetings, Econometric Society, number 236, Aug.
• Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings, Econometric Society, number 243, Aug.
• Dirk Steffen & Ingo Pitterle, 2004, "Spillover Effects of Fiscal Policy Under Flexible Exchange Rates," Econometric Society 2004 Australasian Meetings, Econometric Society, number 286, Aug.
• Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004, "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings, Econometric Society, number 316, Aug.
• Li Guangzhong & Jan P Voon, 2004, "Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China," Econometric Society 2004 Australasian Meetings, Econometric Society, number 5, Aug.
• Bryan W. Brown; Douglas J. Hodgson, 2004, "Models of foreign exchange intervention: Estimation and testing," Econometric Society 2004 Australasian Meetings, Econometric Society, number 96, Aug.
• Christophe Rault & Imed Drine, 2004, "On the long-run determinants of real exchange rates for developing countries : Evidence from Africa, Latin America and Asia," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 403, Aug.
• Muhammad S. Butt & Azhar Iqbal & Nuzhat Ahmad, 2004, "Monetary Exchange Rate Model Revisited: Cointegration And Forecasting In Heterogeneous Panel Data," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 502, Aug.
• Kenshi Taketa, 2004, "Contagion of Currency Crises across Unrelated Countries without Common Lender," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 509, Aug.
• Kenshi Taketa, 2004, "A Large Speculator in Contagious Currency Crises," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 510, Aug.
• Masao Ogaki & Jaebeom Kim, 2004, "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 515, Aug.
• Joseph D. ALBA & Donghyun PARK, 2004, "Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 530, Aug.
• Martin, V. & Dungey & M., 2004, "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 574, Aug.
• Seongman Moon, 2004, "Risk Premium and Nominal Rigidities," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 588, Aug.
• Yuko Hashimoto, 2004, "The Impact of the Japanese Banking Crisis on the Intraday FX Market," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 679, Aug.
• Joseph D. ALBA & Donghyun PARK, 2004, "Granger Causality Among Pre-Crisis East Asian Exchange Rates," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 697, Aug.
• Young-Kyu Moh & Nelson C. Mark, 2004, "Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 762, Aug.
• Byung-Joo Lee, 2004, "Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 765, Aug.
• Aditya Goenka & Melisso Boschi, 2004, "International capital flows and transmission of financial crises," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 785, Aug.
• Jose Luiz Rossi Junior, 2004, "Foreign Exchange exposure, corporate financial policies and the exchange rate regime: Evidence from Brazil," Econometric Society 2004 Latin American Meetings, Econometric Society, number 163, Aug.
• Raimundo Soto & Ibrahim Elbadawi, 2004, "Modeling Equilibrium Real Exchange Rates," Econometric Society 2004 Latin American Meetings, Econometric Society, number 187, Aug.
• Marcos Buscaglia, 2004, "Sterilization of Capital Inflows and Balance of Payments Crises," Econometric Society 2004 Latin American Meetings, Econometric Society, number 189, Aug.
• Frederico Valladares & Cristina Terra, 2004, "Real Exchange Rate Misalignments," Econometric Society 2004 Latin American Meetings, Econometric Society, number 191, Aug.
• Maria Cristina T. Terra & Ana Lucia Vahia de Abreu, 2004, "Purchasing Power Parity: the Choice of Price Index," Econometric Society 2004 Latin American Meetings, Econometric Society, number 247, Aug.
• Diego Winkelried & Juan Francisco Castro & Eduardo Morón, 2004, "Understanding Financial Vulnerability in Partially Dollarized Economies," Econometric Society 2004 Latin American Meetings, Econometric Society, number 260, Aug.
• Nanno Mulder & Anne-Laure Baldi, 2004, "The Impact of Exchange Rate Regimes on Real Exchange Rates: ABC and Mexico in the 1990s," Econometric Society 2004 Latin American Meetings, Econometric Society, number 45, Aug.
• Jorge Selaive ; Vicente Tuesta, 2004, "Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach," Econometric Society 2004 Latin American Meetings, Econometric Society, number 90, Aug.
• Rebecca Hellerstein, 2004, "Who Bears the Cost of a Change in the Exchange Rate?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 589, Aug.
• Nooman Rebei & Steven Ambler & Ali Dib, 2004, "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 627, Aug.
• Merih Uctum & Isamu Kato, 2004, "FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 291, Aug.
• Jing-zhi Huang & Liuren Wu, 2004, "Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 405, Aug.
• Roberto Rigobon & Anna Pavlova, 2004, "Asset Prices and Exchange Rates," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 579, Aug.
• Daniel Garces-Diaz, 2004, "How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 60, Aug.
• Rich Lyons & Martin Evans, 2004, "A New Micro Model of Exchange Rate Dynamics," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 622, Aug.
• Helene Rey (Princeton) & Harald Hau (INSEAD), 2004, "Exchange rates, equity returns and capital flows," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 623, Aug.
• Eric van Wincoop & Philippe Bacchetta, 2004, "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 628, Aug.
• Aykut Kibritçioğlu, 2004, "An Analysis of Early Warning Signals of Currency Crises in Turkey, 1986-2004," International Finance, Socionet, number kibritcioglu_aykut.62178-, Nov.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Dominick Stephens, 2004, "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/03, Apr.
• Simon Wren-Lewis, 2004, "A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/07, Aug.
• Angela Huang, 2004, "Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/08, Oct.
• Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 179-193, April.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2004, "The Modern History of Exchange Rate Arrangements: A Reinterpretation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 1, pages 1-48.
• Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Hyun Song Shin, 2004, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," The Review of Economic Studies, Review of Economic Studies Ltd, volume 71, issue 1, pages 87-113.
• Gordon  Menzies & Daniel John Zizzo, 2004, "Inferential Expectations," Economics Series Working Papers, University of Oxford, Department of Economics, number 187, Mar.
• Mark P. Taylor & Elena Tchernykh Branson, 2004, "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-3.
• Menzie D. Chinn & Guy Meredith, 2004, "Monetary Policy and Long-Horizon Uncovered Interest Parity," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 3, pages 409-430, November.
• Edward Buffie & Christopher Adam & Stephen O'Connell & Catherine Pattillo, 2004, "Exchange Rate Policy and the Management of Official and Private Capital Flows in Africa," IMF Staff Papers, Palgrave Macmillan, volume 51, issue s1, pages 126-160, June.
• Jorge Braga Macedo & Luís Catela Nunes & Francisco Covas, 2004, "Moving the Escudo into the Euro," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Michael A Landesmann & Dariusz K Rosati, "Shaping the New Europe", DOI: 10.1057/9780230523692_10.
• Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman, 2004, "Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 721-735.
• Khalid Mustafa & Mohammed Nishat, 2004, "Volatility of Exchange Rate and Export Growth in Pakistan: The Structure and Interdependence in Regional Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 813-828.
• M. Ali Kemal & Rana Murad Haider, 2004, "Exchange Rate Behaviour after Recent Float: The Experience of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 829-852.
• Reinhart, Carmen & Rogoff, Kenneth, 2004, "The modern history of exchange rate arrangements: A reinterpretation," MPRA Paper, University Library of Munich, Germany, number 14070, Feb.
• Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004, "Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002," MPRA Paper, University Library of Munich, Germany, number 2025, revised 2006.
• Das, Rituparna & Daga, U R, 2004, "Conflict of Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 22702.
• Quader, Syed Manzur, 2004, "Floating Exchange Rate Regime," MPRA Paper, University Library of Munich, Germany, number 26163.
• Boschi, Melisso, 2004, "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper, University Library of Munich, Germany, number 28546.
• Bhattacharyya, Ranajoy, 2004, "From fixed to flexible exchange rates: the case of india," MPRA Paper, University Library of Munich, Germany, number 30831, Jul, revised 18 May 2011.
• Cotter, John, 2004, "Tail Behaviour of the Euro," MPRA Paper, University Library of Munich, Germany, number 3531, revised 2005.
• Pedauga, Luis Enrique & Pineda, Julio & Dorta, Miguel, 2004, "Rivalidad por clientes en el mercado cambiario venezolano
  [Rivalry for customers in the Venezuelan exchange marke]," MPRA Paper, University Library of Munich, Germany, number 62446, Dec.
• Didier, Marcel, 2004, "The French Franc and European Monetary Crisis," MPRA Paper, University Library of Munich, Germany, number 90504, Jul.
• Michal Pazour, 2004, "Nové metodologické přístupy k tvorbě empirických modelů měnových krizí
  [New methodological approaches to the construction of currency crashes models]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 3, pages 375-388, DOI: 10.18267/j.polek.466.
• Angus Deaton & Jed Friedman & Vivi Alatas, 2004, "Purchasing power parity exchange rates from household survey data: India and Indonesia," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies., number 173, Feb.
• Olivier Davanne, 2004, "Volatilité des marchés financiers et allocation d’actifs," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 177-201, DOI: 10.3406/ecofi.2004.5038.
• Romain Veyrune, 2004, "Les caisses d’émission modernes sont-elles orthodoxes ?," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 71-84, DOI: 10.3406/ecofi.2004.4894.
• Guergana Stanoeva, 2004, "Les caisses d’émission des Pays Baltes et de la Bulgarie : la recherche d’une crédibilité renforcée," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 85-112, DOI: 10.3406/ecofi.2004.4895.
• Jérôme Blanc & Jean-François Ponsot, 2004, "Crédibilité et currency board : le cas lituanien," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 113-127, DOI: 10.3406/ecofi.2004.4896.
• Jérôme Sgard, 2004, "Ce qu’on en dit après : le « currency board » argentin et sa fin tragique," Revue d'Économie Financière, Programme National Persée, volume 75, issue 2, pages 129-151, DOI: 10.3406/ecofi.2004.4897.
• Jong-Wha Lee & Warwick J. Mc Kibbin & Yung Chul Park, 2004, "Les déséquilibres transpacifiques vus d’Asie de l’Est," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 81-109, DOI: 10.3406/ecofi.2004.4173.
• Patrick Artus, 2004, "La Chine comme bouc émissaire de la dégradation de l’industrie américaine," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 111-114, DOI: 10.3406/ecofi.2004.4174.
• Agnès Bénassy-Quéré & Amina Lahrèche-Révil & Valérie Mignon, 2004, "Le yuan et le G20," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 127-146, DOI: 10.3406/ecofi.2004.4177.
• Michel Aglietta & Bronka Rzepkowski, 2004, "Le dollar et la formation d’un pôle monétaire en Asie," Revue d'Économie Financière, Programme National Persée, volume 77, issue 4, pages 147-161, DOI: 10.3406/ecofi.2004.4178.
• Oner Guncavdi & Benan Zeki Orbay, 2004, "The Effects of Foreign Exchange Rate Movements on Domestic Prices in the Turkish Manufacturing Industry," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 1, issue 1, pages 41-56, Julio-Dic.
• Ricardo J Caballero & Kevin Cowan & Jonathan Kearns, 2004, "Fear of Sudden Stops: Lessons from Australia and Chile," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-03, May.
• Chris Becker & Michael Sinclair, 2004, "Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-06, Sep.
• Jonathan Kearns & Phil Manners, 2004, "The Profitability of Speculators in Currency Futures Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2004-07, Sep.
• Irasema Alonso, 2004, "Persistent, Nonfundamental Exchange Rate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 7, issue 3, pages 687-706, July, DOI: 10.1016/j.red.2003.12.003.
• Hanno Lustig & Adrien Verdelhan, 2004, "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk," 2004 Meeting Papers, Society for Economic Dynamics, number 136c.
• Vicente Tuesta & Jorge Selaive, 2004, "Net Foreing Assets and Imperfect Pass-through: The Consumption-Real Exchange Rate Anomaly," 2004 Meeting Papers, Society for Economic Dynamics, number 203.
• Fernando A. Broner, 2004, "Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 264.
• Juan Sole, 2004, "Interest-rate Defenses of Currency Pegs," 2004 Meeting Papers, Society for Economic Dynamics, number 306.
• Nooman Rebei & Steven Ambler & Ali Dib, 2004, "Taylor Rules in an Estimated Model of a Small Open Economy," 2004 Meeting Papers, Society for Economic Dynamics, number 378.
• Sylvain Leduc & Diego Valderrama, 2004, "Financial Frictions, Distribution Costs, and Current Account Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 628.
• Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004, "Exchange rate overshooting and the costs of floating," 2004 Meeting Papers, Society for Economic Dynamics, number 766.
• Soyoung Kim & Nouriel Roubini, 2004, "Twin Deficit or Twin Divergence? Fiscal Policy, Real Exchange Rate, and the Current Account in the U.S," 2004 Meeting Papers, Society for Economic Dynamics, number 792.
• Sangho Yi, 2004, "Estimation of the Exchange Rate Pass-Through: Evidence from Korean Domestic Prices," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 195-221, DOI: 10.11644/KIEP.JEAI.2004.8.2.128.
• Sang-Kuck Chung & Bong-Han Kim, 2004, "Nonlinear Dynamics and Out¡-of¡-sample Forecasts of Real Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 2, pages 223-255, DOI: 10.11644/KIEP.JEAI.2004.8.2.129.
• Saang Joon Baak, 2004, "Exchange Rate Volatility and Trade among the Asia Pacific Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 8, issue 1, pages 93-115, DOI: 10.11644/KIEP.JEAI.2004.8.1.116.
• Mete Feridun, 2004, "A Probit Model Towards the Prediction of Financial Crises," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 4, pages 429-440.
• Imad A. Moosa, 2004, "Exchange Rate Regime Choice under Hyperinflationary Conditions in a Post-War Situation: The Case of Iraq," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 4, pages 495-510.
• Dimitris G. Kirikos, 2004, "A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 125-144.
• Per-Ola Maneschiöld, 2004, "Modelling Exchange Rate Volatility: Evidence from Sweden," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 145-172.
• Imad A. Moosa, 2004, "Is Covered Interest Parity an Arbitrage or a Hedging Condition?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 189-194.
• Hui-Kuan Tseng, 2004, "Technological Gap and the Currency Crisis in a Small Developing Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 2, pages 195-212.
• Abdulnasser Hatemi-J & Per-Ola Maneschiöld, 2004, "The Risk-Adjusted Interest Rate Parity: Panel Data Evidence," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 1-10.
• Franco Praussello, 2004, "Assessing the Impact of Enlargement on the Eurozone," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 11-39.
• Saleheen Khan, 2004, "Contagious Asian Crisis: Bank Lending and Capital Inflows," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 19, pages 519-535.
• Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 509, Sep.
• Ariel Burstein & Martin Eichenbaum & Sergio Rebelo, 2004, "Large Devaluations and the Real Exchange Rate," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 513, Nov.
• John Cotter, 2004, "Tail behaviour of the Euro," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1140.
• Donal Bredin & John Cotter, 2004, "Volatility and Irish exports," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1165, Oct.
• Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004, "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers, Rutgers University, Department of Economics, number 200424, Oct.
• Gianluca Benigno & Christoph Thoenissen, 2004, "Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0405, Sep, revised Dec 2006.
• Zulfiqar Hyder & Sardar Shah, 2004, "Exchange Rate Pass-Through to Domestic Prices in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 05, Jun.
• Stefan Reitz & Frank Westerhoff, 2004, "Target Zone Interventions and Coordination of Expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 11, Aug.
• Nooman Rebei & Steve Ambler & Ali Dib, 2004, "Optimal Taylor Rules in an Estimated Model of a Small Open Economy," Computing in Economics and Finance 2004, Society for Computational Economics, number 125, Aug.
• Eiji Fuji & Jeannine Bailliu, 2004, "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Computing in Economics and Finance 2004, Society for Computational Economics, number 135, Aug.
• Aaron Smallwood, 2004, "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004, Society for Computational Economics, number 23, Aug.
• Stuart Snaith & Jerry Coakley, 2004, "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004, Society for Computational Economics, number 285, Aug.
• Philippe Protin & Luc Neuberg & Christine Louargant, 2004, "From Heterogeneous expectations to exchange rate dynamic:," Computing in Economics and Finance 2004, Society for Computational Economics, number 310, Aug.
• Philip Marey, 2004, "Uncovered interest parity tests and exchange rate expectations," Computing in Economics and Finance 2004, Society for Computational Economics, number 54, Aug.
• Nouriel Roubini & Michele Cavallo & Kate Kisselev, 2004, "Exchange rate overshooting and the costs of floating," Computing in Economics and Finance 2004, Society for Computational Economics, number 62, Aug.
• Christian Pierdzioch & Georg Stadtmann, 2004, "The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue II, pages 229-244, June.
• Takuji Kinkyo, 2004, "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers, Department of Economics, SOAS University of London, UK, number 139, Aug.
• Takuji Kinkyo, 2004, "Disorderly adjustments to exchange rate misalignments: The experience of Korea," Working Papers, Department of Economics, SOAS University of London, UK, number 140, Aug.
• Takuji Kinkyo, 2004, "The case for regional exchange rate arrangement in East Asia," Working Papers, Department of Economics, SOAS University of London, UK, number 141, Aug.
• Tatsuyoshi Miyakoshi, 2004, "A testing of the purchasing power parity hypothesis using a vector autoregressive model," Empirical Economics, Springer, volume 29, issue 3, pages 541-552, September, DOI: 10.1007/s00181-003-0183-3.
• Paula Hernandez-Verme, 2004, "Inflation, growth and exchange rate regimes in small open economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 4, pages 839-856, November, DOI: 10.1007/s00199-002-0338-z.
• Christoph Fischer, 2004, "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 140, issue 2, pages 179-210, June, DOI: 10.1007/BF02663645.
• Juan Berganza & Roberto Chang & Alicia Herrero, 2004, "Balance sheet effects and the country risk premium: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 140, issue 4, pages 592-612, December, DOI: 10.1007/BF02659616.
• Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004, "Liquidity provision in the overnight foreign exchange market," Discussion Papers, Statistics Norway, Research Department, number 391, Sep.
• Syed Abul Basher & Mohammed Mohsin, 2004, "PPP tests in cointegrated panels: evidence from Asian developing countries," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 3, pages 163-166, DOI: 10.1080/1350485042000203788.
• Dimitris Georgoutsos & Georgios Kouretas, 2004, "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 1, pages 29-41, DOI: 10.1080/0960310042000164202.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-015/4, Jan.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-38.
• Chambers, M.J. & McCrorie, J.R., 2004, "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Other publications TiSEM, Tilburg University, School of Economics and Management, number d4a7b8fe-e36b-49e2-afb2-c.
• Alexander Guembel & Oren Sussman, 2004, "Optimal Exchange Rates: A Market Microstructure Approach," Journal of the European Economic Association, MIT Press, volume 2, issue 6, pages 1242-1274, December.
• Mark J. Zbaracki & Mark Ritson & Daniel Levy & Shantanu Dutta & Mark Bergen, 2004, "Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets," The Review of Economics and Statistics, MIT Press, volume 86, issue 2, pages 514-533, May.
• Philip R. Lane & Gian Maria Milesi-Ferretti, 2004, "The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 841-857, November.
• Phil Garton, 2004, "Foreign reserve accumulation in Asia: Can it be sustained?," Economic Roundup, The Treasury, Australian Government, issue 3, pages 1-21, November.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0411.
• Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea, 2004, "Macroeconomic and policy uncertainty and Exchange rate risk Premium," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0412.
• Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004, "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0413.
• Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004, "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers, University of Connecticut, Department of Economics, number 2004-13, Jul.
• Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
• WenShwo Fang & Stephen M. Miller, 2004, "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers, University of Connecticut, Department of Economics, number 2004-45, Dec.
• Francis W. Ahking, 2004, "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers, University of Connecticut, Department of Economics, number 2004-05, Feb.

2003

• Martin D. D. Evans & Richard K. Lyons, 2003, "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9433, Jan.
• Menzie D. Chinn, 2003, "Doomed to Deficits? Aggregate U.S. Trade Flows Re-Examined," NBER Working Papers, National Bureau of Economic Research, Inc, number 9521, Mar.
• Rasmus Fatum & Michael Hutchison, 2003, "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 9648, Apr.