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(Restricted)  YChen's resume  Teaching  YC's personal page  Research Links

 

 

Publications, Completed Papers, and Work-in-Progress (by Topic Area)

 

COMPLETED PAPERS AND PAPERS UNDER REVIEW

 

PUBLICATIONS 

- See also NBER Working Paper w13901, March 2008; Nov 2008 version.

- Data & Codes (updated 10/2009)

- NBER Digest (07/2008); VOX writeup (09/2008); WSJ reference: "Bad Crop: Commodity Currencies" (11/2008)

  • "Commodity Currencies" (2003) with Kenneth Rogoff. Journal of International Economics, Vol. 60, No.1, pp.133-160.

WORK-IN-PROGRESS:

  • "Monitoring Structural Changes in Factor Models" with Wen Jen Tsay
  • "Monetary Policy, Learning, and Global Risk Factors" with Kwok Ping Tsang and Wen Jen Tsay
  • "What Makes a Commodity Currency?" with Dong Won Lee
  • "Commodity Currencies and Volatility Forecasts" with Wun Ho Lee


     

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Last update to this page: December, 2011