Kenneth Kasa : Citation Profile


Are you Kenneth Kasa?

Simon Fraser University

11

H index

13

i10 index

769

Citations

RESEARCH PRODUCTION:

48

Articles

25

Papers

RESEARCH ACTIVITY:

   29 years (1989 - 2018). See details.
   Cites by year: 26
   Journals where Kenneth Kasa has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 5 (0.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka48
   Updated: 2019-03-16    RAS profile: 2019-03-04    
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Relations with other researchers


Works with:

Cho, Inkoo (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth Kasa.

Is cited by:

Ellison, Martin (20)

Sargent, Thomas (17)

Masih, Abul (13)

Luo, Yulei (12)

Evans, George (9)

Kouretas, Georgios (9)

Bacchetta, Philippe (9)

Young, Eric (9)

van Wincoop, Eric (9)

MORANA, CLAUDIO (8)

Branch, William (8)

Cites to:

Hansen, Lars (27)

Sargent, Thomas (23)

West, Kenneth (9)

Shiller, Robert (9)

Strzalecki, Tomasz (7)

Malacrino, Davide (6)

Engel, Charles (6)

Fagereng, Andreas (6)

Lucas, Robert (5)

Prescott, Edward (5)

Guiso, Luigi (5)

Main data


Where Kenneth Kasa has published?


Journals with more than one article published# docs
FRBSF Economic Letter17
Economic Review5
Economics Letters4
Journal of International Money and Finance2
Review of Economic Dynamics2
Macroeconomic Dynamics2
Journal of Monetary Economics2
Review of Economic Studies2
Journal of International Economics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Discussion Papers / Department of Economics, Simon Fraser University7
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
Working Paper Series / Federal Reserve Bank of San Francisco4
Pacific Basin Working Paper Series / Federal Reserve Bank of San Francisco3

Recent works citing Kenneth Kasa (2018 and 2017)


YearTitle of citing document
2018Mena Stock Markets Integration: Pre and Post Global Financial Crisis. (2018). Mishra, Anil ; Yu, Xiao ; Almohamad, Somar. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:2:p:107-141.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

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2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

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2017Evaluation of the Added Value from Risk Diversification Through AEC Capital Market Integration using Stochastic Dominance. (2017). Nittayagasetwat, Aekkachai ; Buranasir, Jiroj . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-75.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2018Do ETFs lead the price moves? Evidence from the major US markets. (2018). Buckle, Mike ; Tong, Chen ; Guo, Qian ; Chen, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:91-103.

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2018Stable biased sampling. (2018). Hafner, Samuel. In: Games and Economic Behavior. RePEc:eee:gamebe:v:107:y:2018:i:c:p:109-122.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2018The business cycle implications of fluctuating long run expectations. (2018). Tortorice, Daniel L. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:266-291.

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2018Australia saved from the financial crisis by policy or by exports?. (2018). Groenewold, Nicolaas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:118-135.

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2019A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables. (2019). Yoshioka, Hidekazu ; Yaegashi, Yuta. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:156:y:2019:i:c:p:40-66.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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2018Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

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2018Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach. (2018). Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:267-287.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2018Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS. (2018). Carnero, M. Angeles ; Pascual, Lorenzo ; Olmo, Jose. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3148-:d:182707.

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2018Pricing Behavior for Sustainably Farmed Fish in International Trade: The Case of Norwegian Atlantic Salmon ( Salmo salar ). (2018). Kim, Bong-Tae. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4814-:d:191125.

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2018The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2018). Selmi, Refk ; Bouoiyour, Jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880323.

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2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Chisoro, Shingie ; Loate, Tumisang B ; Babalos, Vassilios. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9344-4.

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2018How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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2018Myopia and Anchoring. (2018). Angeletos, George-Marios ; Huo, Zhen. In: NBER Working Papers. RePEc:nbr:nberwo:24545.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Economics Series Working Papers. RePEc:oxf:wpaper:846.

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2017Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?. (2017). Masih, Abul ; Umirah, Fatin . In: MPRA Paper. RePEc:pra:mprapa:79762.

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2017Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho. In: MPRA Paper. RePEc:pra:mprapa:81033.

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2017Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?. (2017). Masih, Abul ; Umairah, Fatin. In: MPRA Paper. RePEc:pra:mprapa:82117.

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2017News, Noise, and Tests of Present Value Models. (2017). Hamidi Sahneh, Mehdi. In: MPRA Paper. RePEc:pra:mprapa:82715.

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2018Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. (2018). Masih, Abul ; Yildirim, Ramazan. In: MPRA Paper. RePEc:pra:mprapa:90281.

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2018The impact of macroeconomic uncertainty on inequality: An empirical study for the UK. (2018). Theophilopoulou, Angeliki. In: MPRA Paper. RePEc:pra:mprapa:90448.

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2018A Frequency-Domain Approach to Dynamic Macroeconomic Models. (2018). Tan, Fei. In: MPRA Paper. RePEc:pra:mprapa:90487.

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2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

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2018Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym. In: PIER Discussion Papers. RePEc:pui:dpaper:82.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2017Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market. (2017). Panda, Ajaya Kumar ; Nanda, Swagatika . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-016-0051-8.

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2017StockProF: a stock profiling framework using data mining approaches. (2017). Ng, Keng-Hoong ; Khor, Kok-Chin . In: Information Systems and e-Business Management. RePEc:spr:infsem:v:15:y:2017:i:1:d:10.1007_s10257-016-0313-z.

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2017Unstable Inflation Targets. (2017). Evans, George ; Branch, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:4:p:767-806.

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2017Can taxation predict US top-wealth share dynamics?. (2017). Fischer, Thomas ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:118.

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Works by Kenneth Kasa:


YearTitleTypeCited
2017Greshams Law of Model Averaging In: American Economic Review.
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article1
2016GRESHAM’S LAW OF MODEL AVERAGING.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2001A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse. In: Review of International Economics.
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article16
1997A dynamic model of export competition, policy coordination and simultaneous currency collapse.(1997) In: Pacific Basin Working Paper Series.
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This paper has another version. Agregated cites: 16
paper
2008LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES In: Macroeconomic Dynamics.
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article23
2003Learning Dynamics and Endogenous Currency Crises.(2003) In: Computing in Economics and Finance 2003.
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paper
2002MODEL UNCERTAINTY, ROBUST POLICIES, AND THE VALUE OF COMMITMENT In: Macroeconomic Dynamics.
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article17
1999Model uncertainty, robust policies, and the value of commitment.(1999) In: Working Paper Series.
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paper
1998Optimal policy with limited commitment In: Journal of Economic Dynamics and Control.
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article0
1994Optimal policy with limited commitment.(1994) In: Working Papers in Applied Economic Theory.
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This paper has another version. Agregated cites: 0
paper
2014An escape time interpretation of robust control In: Journal of Economic Dynamics and Control.
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article1
2013An Escape Time Interpretation of Robust Control.(2013) In: Discussion Papers.
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paper
2010Introduction In: The North American Journal of Economics and Finance.
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article0
1989Solution and estimation of a bivariate interdependent adjustment cost model In: Economics Letters.
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article0
1991Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data In: Economics Letters.
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article0
1999An observational equivalence among -control policies In: Economics Letters.
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article0
2001A robust Hansen-Sargent prediction formula In: Economics Letters.
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article8
2000A robust Hansen-Sargent prediction formula.(2000) In: Working Paper Series.
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paper
1992Adjustment costs and pricing-to-market theory and evidence In: Journal of International Economics.
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article109
2013Robustness and exchange rate volatility In: Journal of International Economics.
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article4
2012Robustness and Exchange Rate Volatility.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
1997Consumption-based versus production-based models of international equity markets In: Journal of International Money and Finance.
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article5
2003Testing present value models of the current account: a cautionary note In: Journal of International Money and Finance.
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article5
2000Testing present value models of the current account: a cautionary note.(2000) In: Working Paper Series.
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paper
1997Monetary Policy in Japan: A Structural VAR Analysis, In: Journal of the Japanese and International Economies.
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article30
1995Monetary policy in Japan: a structural VAR analysis.(1995) In: Pacific Basin Working Paper Series.
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paper
1999Will the Fed Ever Learn? In: Journal of Macroeconomics.
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article9
1992Common stochastic trends in international stock markets In: Journal of Monetary Economics.
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article374
2018Risk, uncertainty, and the dynamics of inequality In: Journal of Monetary Economics.
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article2
2017Risk, Uncertainty, and the Dynamics of Inequality.(2017) In: Discussion Papers.
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1993Interpreting the dynamics in U.S. international trade In: Working Papers in Applied Economic Theory.
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1994A comparison of discount rate models using international stock market data In: Working Papers in Applied Economic Theory.
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1995Signal extraction and the propagation of business cycles In: Working Papers in Applied Economic Theory.
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paper40
2000Forecasting the Forecasts of Others in the Frequency Domain.(2000) In: Review of Economic Dynamics.
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article
1999The role of relative performance in bank closure decisions In: Working Papers in Applied Economic Theory.
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2008The role of relative performance in bank closure decisions.(2008) In: Economic Review.
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article
1994Measuring the gains from international portfolio diversification In: FRBSF Economic Letter.
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article0
1994International trade and U.S. labor market trends In: FRBSF Economic Letter.
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article1
1994Growth and government policy: lessons from Hong Kong and Singapore In: FRBSF Economic Letter.
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article0
1995Understanding trends in foreign exchange rates In: FRBSF Economic Letter.
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article2
1995Gaiatsu In: FRBSF Economic Letter.
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article0
1996New measures of Japanese monetary policy In: FRBSF Economic Letter.
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article0
1996Post-1997 Hong Kong: a view from the financial markets In: FRBSF Economic Letter.
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article0
1997Does Singapore invest too much? In: FRBSF Economic Letter.
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article1
1997Japanese trade deficits? In: FRBSF Economic Letter.
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1998Export competition and contagious currency crises In: FRBSF Economic Letter.
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article1
1998Contractionary effects of devaluation In: FRBSF Economic Letter.
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article1
1998Could Russian have learned from China? In: FRBSF Economic Letter.
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article0
1999Time for a Tobin tax? In: FRBSF Economic Letter.
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article1
1999Why attack a currency board? In: FRBSF Economic Letter.
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2000The composition of international capital flows In: FRBSF Economic Letter.
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article0
2000Knightian uncertainty and home bias In: FRBSF Economic Letter.
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article2
2001Will inflation targeting work in developing countries? In: FRBSF Economic Letter.
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article3
1994Finite horizons and the twin deficits In: Economic Review.
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article7
1995Comovements among national stock markets In: Economic Review.
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article4
1997Generational accounting in open economies In: Economic Review.
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article3
1998Borrowing constraints and asset market dynamics: evidence from the Pacific Basin In: Economic Review.
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1998Borrowing constraints and asset market dynamics: evidence from the Pacific Basin.(1998) In: Pacific Basin Working Paper Series.
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2000Learning, large deviations, and recurrent currency crises In: Working Paper Series.
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2004Learning, Large Deviations, And Recurrent Currency Crises.(2004) In: International Economic Review.
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2017Model Averaging and Persistent Disagreement In: Review.
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2006Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders In: Caepr Working Papers.
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1998Identifying the source of dynamics in disaggregated import data In: Journal of Applied Econometrics.
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article4
2014Heterogeneous Beliefs and Tests of Present Value Models In: Review of Economic Studies.
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article15
2012Heterogenous Beliefs and Tests of Present Value Models.(2012) In: Discussion Papers.
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2015Learning and Model Validation In: Review of Economic Studies.
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2006Learning and Model Validation.(2006) In: 2006 Meeting Papers.
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2007Learning and Model Validation.(2007) In: 2007 Meeting Papers.
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2011Learning and Model Validation.(2011) In: 2011 Meeting Papers.
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2006Robustness and Information Processing In: Review of Economic Dynamics.
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article13
2009Learning About Identification In: 2009 Meeting Papers.
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paper0
2012A Behavioral Defense of Rational Expectations In: Discussion Papers.
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paper1
2012Model Validation and Learning In: Discussion Papers.
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