X hits on this document





28 / 30

[14] Granger, Clive W. J. and Timo Teräsvirta (1993) Modelling Nonlinear Economic Relationships. Oxford, England: Oxford University Press.

[15] Hadas, Edward and Hugo Dixon (2008) “How to Control a Currency Panic,” The New York Times, October 27, 2008.

[16] Jordà, Òscar (2005) “Estimation and Inference of Impulse Responses by Local Projections,” American Economic Review, 95(1): 161-182.

[17] Jordà, Òscar (2009) “Simultaneous Confidence Regions for Impulse Responses,” Review of Economics and Statistics, 91(3): 629-647.

[18] Jordà, Òscar and Alan M. Taylor (2009) “The Carry Trade and Fundamentals: Nothing to Fear but FEER itself,” mimeo, U.C. Davis.

[19] Kawai, Masahiro and Mario B. Lamberte (2008) “Managing Capital Flows in Asia: Policy Issues and Challenges,” Research Policy Brief 26, Tokyo: ADB Institute.

[20] McCracken, Michael W. (2000) “Robust Out-of-Sample Inference,” Journal of Econometrics, 99: 195-223.

[21] Meese, Richard A. and Kenneth Rogoff (1983) “Empirical Exchange Rate Models of the Seventies,” Journal of International Economics, 14(1-2): 3-24.

[22] Mishkin, Frederic S. (1997) “Understanding Financial Crises: A Developing Country Perspective,” NBER Working Paper 5600, National Bureau of Economic Research.

[23] Obstfeld, Maurice, Jay C. Shambaugh and Alan M. Taylor (2005) “The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies and Capital Mobility,” Review of Economics and Statistics, 87(3): 423-438.

[24] Reinhart, Carmen M. (2000) “The Mirage of Floating Exchange Rates,” American Economic Review: Papers and Proceedings, 90(2): 65-70.

[25] Reinhart, Carmen M. and Kenneth S. Rogoff (2004) “The Modern History of

Exchange Rate Arrangements: A Reinterpretation, Economics, 119(1): 1-48.

Quarterly Journal of

[26] Rogoff, Kenneth (1996) “The Purchasing Power Parity Puzzle,” Journal of Economic Literature, 34(2): 647-668.

[27] Sy, Mouhamadou and Hamidreza Tabarraei (2009) “Carry Trade and Return Crash Risk,” working paper 2009-14, Paris School of Economics.


Document info
Document views112
Page views112
Page last viewedWed Jan 25 00:25:30 UTC 2017