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Publications, Completed
Papers, and Work-in-Progress, by Topic Area
On Exchange Rates, Yield Curves, and Monetary Policy:
- "Does Monetary Policy Drive Exchange Rates? The Role of Expectations"
(work-in-progress) Joint with Byron Kwok Ping Tsang and Wen Jen Tsay
On Commodity Currencies and Commodity Prices:
- "The Role of Commodity Price Aggregates for Monetary Policy"
(work-in-progress) Joint with Stephen J. Turnovksy
- "Risk and Returns in Exchange Rates: Evidence from Commodity
Currencies" (2009) Joint with Chang-Jin Kim and SeongTae Kim
- "Commodity Currencies and Volatility Forecasts" Joint
with Philip Sylling (work-in-progress)
- "Commodity Currencies" (2003) Joint
with Kenneth Rogoff. Journal of International Economics,
Vol.60, No. 1, 133-6
On Real Exchange Rates:
- "Resolving the PPP Puzzle (through a Generalized ARFIMA Real
Exchange Rate Process with Markov-Switching Fractional Differencing
Parameters)" (work-in-progress) Joint with Wen-Jen Tsay
On Monetary Policy and Adaptive Learning:
On Foreign Aid, Growth, and Inequality:
- "Is Debt Relief Good for Health?" Joint with Douglas Almond
(work-in-progress)
On Savings, Growth, Externalities:
- "Accounting
for Differences in Economic Growth" (1996) Joint with Bosworth,
B, S. Collins, and Y. Chen, in Structural Adjustment and Economic
Reform: East Asia, Latin America, and Central and Eastern Europe,
ed. A. Kohsaka and K. Ohno.
- "Ethnicity, Inter-Generational Ties, and the Savings-Retirement
Decision" (work-in-progress)
Miscellaneous Notes (a.k.a.: so-far unsuccessful endeavors...):
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