Robert E. Cumby

Georgetown University - Department of Economics

580 Intercultural Center

Washington, DC 20057

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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969

CITATIONS
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81

Scholarly Papers (26)

1.

Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations

NBER Working Paper No. t0011
Number of pages: 38 Posted: 04 Oct 2001
Maurice Obstfeld, Robert E. Cumby and John P. Huizinga
University of California, Berkeley - Department of Economics, Georgetown University - Department of Economics and University of Chicago - Booth School of Business
Downloads 99 (265,474)
Citation 10

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2.

The Fiscal Forward Guidance Puzzle and a Resolution

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 52 Posted: 20 Dec 2017
Georgetown University, Georgetown University - Department of Economics, Georgetown University - Department of Economics, Georgetown University and Tsinghua University - School of Economics & Management
Downloads 91 (278,408)

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Anticipated Fiscal Policy, Zero Lower Bound, Monetary Policy Normalization

3.

Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries

NBER Working Paper No. w5676
Number of pages: 46 Posted: 17 Oct 1996 Last Revised: 02 Oct 2010
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University
Downloads 75 (313,020)
Citation 116

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4.

Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get with Mcparity?

NBER Working Paper No. w5675
Number of pages: 20 Posted: 26 Sep 1996 Last Revised: 02 Oct 2010
Robert E. Cumby
Georgetown University - Department of Economics
Downloads 67 (333,091)
Citation 14

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5.

Monetary Policy and the Natural Rate of Interest

BIS Paper No. 65g
Number of pages: 16 Posted: 20 Jun 2012
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University - Department of Economics
Downloads 63 (343,861)
Citation 4

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Monetary policy, natural interest rate, government bonds

6.

Exchange-Rate Expectations and Nominal Interest Differentials: A Test Ofthe Fisher Hypothesis

NBER Working Paper No. w0537
Number of pages: 11 Posted: 23 Apr 2004
Robert E. Cumby and Maurice Obstfeld
Georgetown University - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 62 (346,589)
Citation 9

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7.

The International Linkage of Real Interest Rates: the European - U.S. Connection

NBER Working Paper No. w1423
Number of pages: 35 Posted: 16 Jul 2004
Robert E. Cumby and Frederic S. Mishkin
Georgetown University - Department of Economics and Columbia Business School - Finance and Economics
Downloads 44 (404,325)
Citation 25

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8.

On the Definition and Magnitude of Recent Capital Flight

NBER Working Paper No. w2275
Number of pages: 54 Posted: 27 Apr 2000 Last Revised: 21 Sep 2010
Robert E. Cumby and Richard M. Levich
Georgetown University - Department of Economics and New York University (NYU) - Department of Finance
Downloads 43 (408,065)
Citation 5

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9.

Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981

NBER Working Paper No. w2376
Number of pages: 26 Posted: 06 Apr 2007 Last Revised: 01 Jul 2010
Robert E. Cumby and Sweder van Wijnbergen
Georgetown University - Department of Economics and Universiteit van Amsterdam
Downloads 41 (415,341)
Citation 21

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10.

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

NBER Working Paper No. w0921
Number of pages: 60 Posted: 01 Jun 2004
Robert E. Cumby and Maurice Obstfeld
Georgetown University - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 40 (419,161)
Citation 59

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11.

Is it Risk? Explaining Deviations from Uncovered Interest Parity

NBER Working Paper No. w2380
Number of pages: 37 Posted: 06 Apr 2007 Last Revised: 11 Jul 2010
Robert E. Cumby
Georgetown University - Department of Economics
Downloads 38 (427,154)
Citation 33

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12.

The Cost of Nominal Inertia in Nns Models

NBER Working Paper No. w10889
Number of pages: 51 Posted: 22 Nov 2004
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University
Downloads 35 (439,425)
Citation 26

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13.

The Need for International Policy Coordination: What's Old, What's New, What's Yet to Come?

NBER Working Paper No. w8765
Number of pages: 33 Posted: 07 Feb 2002 Last Revised: 08 Feb 2002
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University
Downloads 33 (447,789)
Citation 40

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Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

NBER Working Paper No. w14244
Number of pages: 48 Posted: 18 Aug 2008 Last Revised: 05 Sep 2008
Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System
Downloads 14 (571,737)

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Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

National Bank of Belgium Working Paper No. 141
Number of pages: 53 Posted: 02 Oct 2010
Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System
Downloads 14 (571,737)

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Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

CEPR Discussion Paper No. DP6813
Number of pages: 49 Posted: 12 Jun 2008
Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System
Downloads 2 (661,121)
Citation 22
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Banks, Monetary Aggregates

15.

Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

NBER Working Paper No. t0092
Number of pages: 38 Posted: 27 Jun 2007
Robert E. Cumby and John P. Huizinga
Georgetown University - Department of Economics and University of Chicago - Booth School of Business
Downloads 30 (461,585)
Citation 10

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16.

Consumption Risk and International Asset Returns: Some Empirical Evidence

NBER Working Paper No. w2383
Number of pages: 23 Posted: 17 Jan 2002 Last Revised: 12 Jul 2010
Robert E. Cumby
Georgetown University - Department of Economics
Downloads 29 (466,369)
Citation 9

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17.

The Macroeconomic Implications of a Key Currency

NBER Working Paper No. w14242
Number of pages: 51 Posted: 20 Aug 2008 Last Revised: 05 Sep 2008
Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System
Downloads 27 (476,385)

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18.

Capital Mobility and the Scope for Sterilization: Mexico in the 1970s

NBER Working Paper No. w0770
Number of pages: 43 Posted: 06 Apr 2004 Last Revised: 11 Aug 2010
Robert E. Cumby and Maurice Obstfeld
Georgetown University - Department of Economics and University of California, Berkeley - Department of Economics
Downloads 25 (487,117)
Citation 6

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19.

Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing

CEPR Discussion Paper No. 2866
Number of pages: 38 Posted: 24 Jul 2001
Robert E. Cumby and Tuvana Pastine
Georgetown University - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 25 (487,117)
Citation 8
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Default risk, mispricing, market efficiency, sovereign debt, brady bonds

Is the Price Level Determined by the Needs of Fiscal Solvency?

NBER Working Paper No. w6471
Number of pages: 38 Posted: 26 Jul 2000 Last Revised: 09 Oct 2010
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University
Downloads 24 (507,707)
Citation 37

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Is the Price Level Determined by the Needs of Fiscal Solvency?

CEPR Discussion Paper Series No. 1772
Posted: 25 Jun 1998
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University

Abstract:

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21.

How Do Monetary and Fiscal Policy Interact in the European Monetary Union?

NBER Working Paper No. w11055
Number of pages: 72 Posted: 16 Sep 2012
Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba
Georgetown University, Georgetown University - Department of Economics and Georgetown University
Downloads 18 (526,893)
Citation 3

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22.

Monetary Policy Under Dual Exchange Rates

NBER Working Paper No. w1424
Number of pages: 38 Posted: 18 Jun 2004
Robert E. Cumby
Georgetown University - Department of Economics
Downloads 18 (526,893)
Citation 4

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23.

The Predictability of Real Exchange Rate Changes in the Short and Long Run

NBER Working Paper No. w3468
Number of pages: 40 Posted: 29 Jun 2010
Robert E. Cumby and John P. Huizinga
Georgetown University - Department of Economics and University of Chicago - Booth School of Business
Downloads 9 (580,724)
Citation 2

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24.

Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services

CEPR Discussion Paper No. DP6814
Number of pages: 41 Posted: 12 Jun 2008
Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System
Downloads 3 (621,122)
Citation 14
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Bonds, Monetary and Fiscal Policies, Transaction Services

25.

Fiscal Discipline and Exchange Rate Regimes

CEPR Discussion Paper Series No. 1899
Posted: 04 Dec 1998
Behzad Diba, Matthew B. Canzoneri and Robert E. Cumby
Georgetown University, Georgetown University and Georgetown University - Department of Economics

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26.

The Term Structure of Credit Risk: Estimates and Specification Tests

S-95-21
Posted: 09 Jul 1998
Robert E. Cumby and Martin D.D. Evans
Georgetown University - Department of Economics and Georgetown University - Department of Economics

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