Author Page for Robert E. Cumby

The Fiscal Forward Guidance Puzzle and a Resolution

Journal of Economic Dynamics and Control, Forthcoming

Number of pages: 52 Posted: 20 Dec 2017

Matthew B. Canzoneri, Dan Cao, Robert E. Cumby, Behzad Diba and Wenlan Luo

Georgetown University, Georgetown University - Department of Economics, Georgetown University - Department of Economics, Georgetown University and Tsinghua University - School of Economics & Management

Downloads 208 (315,063)

Citation 2

Abstract:

2.

Is it Risk? Explaining Deviations from Uncovered Interest Parity

NBER Working Paper No. w2380

Number of pages: 37 Posted: 06 Apr 2007 Last Revised: 02 Jan 2023

Robert E. Cumby

Georgetown University - Department of Economics

Downloads 157 (405,621)

Citation 4

Abstract:

3.

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 Last Revised: 15 Jul 2023

Maurice Obstfeld, Robert E. Cumby and John P. Huizinga

University of California, Berkeley, Georgetown University - Department of Economics and University of Chicago - Booth School of Business

Downloads 146 (430,655)

Citation 14

Abstract:

4.

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 Last Revised: 10 Jul 2022

Robert E. Cumby and Maurice Obstfeld

Georgetown University - Department of Economics and University of California, Berkeley

Downloads 127 (481,687)

Citation 8

Abstract:

5.

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: 07 Jul 2022

Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba

Georgetown University, Georgetown University - Department of Economics and Georgetown University

Downloads 126 (484,681)

Citation 13

Abstract:

6.

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 114 (523,348)

Abstract:

7.

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: 06 Jul 2022

Robert E. Cumby

Georgetown University - Department of Economics

Downloads 102 (568,296)

Abstract:

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 2022

Robert E. Cumby and Richard M. Levich

Georgetown University - Department of Economics and New York University (NYU) - Department of Finance

Downloads 94 (600,017)

Citation 1

Abstract:

9.

Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

Downloads 88 (625,117)

Citation 9

3

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

Matthew B. Canzoneri, Robert E. Cumby, Behzad Diba and David Lopez-Salido

Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System

Downloads 51 (855,712)

Citation 1

Abstract:

Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

NBER Working Paper No. w14244

Number of pages: 48 Posted: 18 Aug 2008 Last Revised: 04 Dec 2022

Matthew B. Canzoneri, Robert E. Cumby, Behzad Diba and David Lopez-Salido

Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System

Downloads 34 (1,017,994)

Citation 7

Abstract:

Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

CEPR Discussion Paper No. DP6813

Number of pages: 49 Posted: 12 Jun 2008

Matthew B. Canzoneri, Robert E. Cumby, Behzad Diba and David Lopez-Salido

Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System

Downloads 3 (1,377,363)

Citation 1

Add to Cart

Abstract:

10.

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 Last Revised: 22 Dec 2022

Robert E. Cumby and Maurice Obstfeld

Georgetown University - Department of Economics and University of California, Berkeley

Downloads 87 (629,507)

Citation 6

Abstract:

11.

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 Last Revised: 23 Nov 2022

Robert E. Cumby and Frederic S. Mishkin

Georgetown University - Department of Economics and Columbia University - Columbia Business School, Finance

Downloads 78 (671,441)

Abstract:

12.

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: 31 Dec 2022

Robert E. Cumby and Sweder van Wijnbergen

Georgetown University - Department of Economics and Universiteit van Amsterdam

Downloads 73 (696,846)

Citation 3

Abstract:

13.

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 Last Revised: 03 Apr 2023

Robert E. Cumby and John P. Huizinga

Georgetown University - Department of Economics and University of Chicago - Booth School of Business

Downloads 69 (718,841)

Abstract:

14.

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 55 (807,671)

Citation 1

Abstract:

15.

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: 15 Dec 2022

Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba

Georgetown University, Georgetown University - Department of Economics and Georgetown University

Downloads 54 (814,985)

Citation 8

Abstract:

16.

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

Downloads 50 (845,377)

Citation 3

2

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 Mar 2022

Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba

Georgetown University, Georgetown University - Department of Economics and Georgetown University

Downloads 50 (863,865)

Citation 3

Abstract:

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:

17.

The Macroeconomic Implications of a Key Currency

NBER Working Paper No. w14242

Number of pages: 51 Posted: 20 Aug 2008 Last Revised: 02 Dec 2022

Matthew B. Canzoneri, Robert E. Cumby, Behzad Diba and David Lopez-Salido

Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System

Downloads 47 (869,669)

Abstract:

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 2022

Robert E. Cumby and Maurice Obstfeld

Georgetown University - Department of Economics and University of California, Berkeley

Downloads 47 (869,669)

Abstract:

19.

Consumption Risk and International Asset Returns: Some Empirical Evidence

NBER Working Paper No. w2383

Number of pages: 23 Posted: 17 Jan 2002 Last Revised: 08 Jul 2022

Robert E. Cumby

Georgetown University - Department of Economics

Downloads 45 (886,586)

Citation 1

Abstract:

20.

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 Last Revised: 17 Sep 2022

Matthew B. Canzoneri, Robert E. Cumby and Behzad Diba

Georgetown University, Georgetown University - Department of Economics and Georgetown University

Downloads 38 (951,351)

Abstract:

21.

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 Last Revised: 25 Dec 2022

Robert E. Cumby and John P. Huizinga

Georgetown University - Department of Economics and University of Chicago - Booth School of Business

Downloads 31 (1,023,903)

Abstract:

22.

Monetary Policy Under Dual Exchange Rates

NBER Working Paper No. w1424

Number of pages: 38 Posted: 18 Jun 2004 Last Revised: 24 Nov 2022

Robert E. Cumby

Georgetown University - Department of Economics

Downloads 29 (1,046,296)

Abstract:

23.

Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing

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, Finance and Accounting

Downloads 25 (1,093,373)

Add to Cart

Abstract:

24.

Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services

CEPR Discussion Paper No. DP6814

Number of pages: 41 Posted: 12 Jun 2008

Matthew B. Canzoneri, Robert E. Cumby, Behzad Diba and David Lopez-Salido

Georgetown University, Georgetown University - Department of Economics, Georgetown University and Board of Governors of the Federal Reserve System

Downloads 8 (1,288,676)

Citation 11

Add to Cart

Abstract:

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

Abstract:

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

Robert E. Cumby

Georgetown University - Department of Economics

National Bureau of Economic Research (NBER)

26

1,898

Top 3,498

84

Scholarly Papers (26)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing

Abstract:

Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services

Abstract:

Abstract:

Abstract: