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~institution:"National Bureau of Economic Research"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"NBER working paper series"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~isPartOf:"Study paper"
~person:"Cumby, Robert E."
~person:"Egger, Peter"
~person:"Flood, Robert P."
~person:"Francois, Joseph F."
~person:"Frankel, Jeffrey A."
~person:"Hartog, Joop"
~person:"Heckman, James J."
~person:"Henry, Michael"
~person:"Ito, Takatoshi"
~person:"Marcellino, Massimiliano"
~person:"Sala-i-Martin, Xavier"
~subject:"Bildungsertrag"
~subject:"Exchange rate"
~subject:"Internationale Wirtschaft"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Cumby, Robert E.
Egger, Peter
Flood, Robert P.
Francois, Joseph F.
Frankel, Jeffrey A.
Hartog, Joop
Heckman, James J.
Henry, Michael
Ito, Takatoshi
Marcellino, Massimiliano
Sala-i-Martin, Xavier
Rose, Andrew K.
26
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19
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17
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15
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15
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12
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10
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9
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9
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8
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8
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8
Razin, Assaf
8
Svensson, Lars E.O.
8
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8
Frenkel, Jacob A.
7
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7
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7
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7
Wei, Shang-Jin
7
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6
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6
Glick, Reuven
6
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6
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1
Determinants of Long-Term Growth : A Bayesian Averaging of Classical Estimates (BACE) Approach
Doppelhofer, Gernot
-
2000
This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates (BACE), which constructs estimates as a weighted average of OLS estimates for every possible combination of included...
Persistent link: https://www.econbiz.de/10012471000
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2
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
Elliott, Graham
-
1995
This paper examines the efficiency of the forward yen/dollar market using micro survey data. We first argue that the conventional tests of efficiency (unbiasedness) of the forward rate or of the survey forecasts do not correspond directly to the zero-profit condition. Instead, we use the survey...
Persistent link: https://www.econbiz.de/10012473491
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3
Consumption Risk and International Asset Returns : Some Empirical Evidence
Cumby, Robert E.
-
1987
The paper examines if real stock returns in four countries are consistent with consumption-based models of international asset pricing. The paper finds that ex-ante real stock returns exhibit statistically significant fluctuations over time and that these fluctuations cannot be explained by...
Persistent link: https://www.econbiz.de/10012476685
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4
Is Trade Good or Bad for the Environment? Sorting Out the Causality
Frankel, Jeffrey A.
-
2002
evidence that trade has the detrimental effect on the environment that the race-to-the-bottom
theory
would lead one to expect …
Persistent link: https://www.econbiz.de/10012469508
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5
Estimating the Effect of Currency Unions on Trade and Output
Frankel, Jeffrey A.
-
2000
Gravity-based cross-sectional evidence indicates that currency unions stimulate trade; cross-sectional evidence indicates that trade stimulates output. This paper estimates the effect that currency union has, via trade, on output per capita. We use economic and geographic data for over 200...
Persistent link: https://www.econbiz.de/10012470886
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6
A Survey of Empirical Research on Nominal Exchange Rates
Frankel, Jeffrey A.
-
1994
Dornbusch 'overshooting'
theory
, in the form of reaction to 'news' and in forecasts at long-run horizons. Nevertheless, at short … volatility under different nominal exchange rate regimes makes us skeptical of the first view. The
theory
and evidence on …
Persistent link: https://www.econbiz.de/10012474046
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7
Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate
Ito, Takatoshi
-
1993
The survey data on the yen/dollar exchange rate, collected twice a month for eight years from 1985 to 1993, shows the following features. First, the expected exchange rate changes in the short horizon (one month) are of the band-wagon type while the expected changes in the long horizon (three to...
Persistent link: https://www.econbiz.de/10012474397
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8
Shining a Light on Purchasing Power Parities
Pinkovskiy, Maxim
-
2018
study of PPP-adjusted estimates of GDP around the
world
between 1992 and 2010. First, we find that while market exchange … optimal. Using data from the Penn
World
Tables, we find that, indeed, it is optimal to only use the latest price data, and …
Persistent link: https://www.econbiz.de/10012453295
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9
An Elaborated Global Climate Policy Architecture : Specific Formulas and Emission Targets for All Countries in All Decades
Frankel, Jeffrey A.
-
2009
This paper analyzes a detailed plan to set quantitative national limits on emissions of greenhouse gases, following along the lines of the Kyoto Protocol. It is designed to fill in the most serious gaps: the absence of targets extending as far as 2100, the absence of participation by the United...
Persistent link: https://www.econbiz.de/10012463771
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10
Random Walk or A Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
Hashimoto, Yuko
-
2008
Using tick-by-tick data of the dollar-yen and euro-dollar exchange rates recorded in the actual transaction platform, a "run" -- continuous increases or decreases in deal prices for the past several ticks -- does have some predictable information on the direction of the next price movement. Deal...
Persistent link: https://www.econbiz.de/10012464487
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