John H. Rogers

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

49

DOWNLOADS
Rank 3,186

SSRN RANKINGS

Top 3,186

in Total Papers Downloads

14,002

SSRN CITATIONS
Rank 1,590

SSRN RANKINGS

Top 1,590

in Total Papers Citations

366

CROSSREF CITATIONS

410

Scholarly Papers (49)

1.

Preventing Deflation: Lessons from Japan's Experience in the 1990s

Number of pages: 64 Posted: 21 Jul 2003
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 1,702 (11,993)
Citation 30

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Monetary policy, Taylor rule, fiscal policy

2.

Modern Pandemics: Recession and Recovery

Number of pages: 68 Posted: 15 Apr 2020 Last Revised: 19 Mar 2021
Chang Ma, John H. Rogers and Sili Zhou
Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 1,577 (13,505)
Citation 19

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Health crises; COVID-19; Output loss; Unemployment; Trade network; Fiscal policy

3.

Output and the Real Exchange Rate in Developing Countries: An Application to Mexico

Number of pages: 66 Posted: 27 Jun 1997
Steven B. Kamin and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 991 (27,290)
Citation 13

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4.

Long-Term Evidence on the Tobin and Fisher Effects: A New Approach

Board of Governors of the Federal Reserve System Int'l Finance Disc. Paper No. 566
Number of pages: 45 Posted: 04 Nov 1996
Shaghil Ahmed and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 826 (35,241)
Citation 1

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5.

Puzzles in the Chinese Stock Market

FRB International Finance Discussion Paper No. 619, FRB Chicago Working Paper No. 2000-13
Number of pages: 41 Posted: 17 Sep 1998
John G. Fernald and John H. Rogers
Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 727 (41,973)
Citation 19

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6.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

Number of pages: 25 Posted: 22 Aug 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 683 (45,636)
Citation 23

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Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation

7.

Price Level Convergence, Relative Prices, and Inflation in Europe

Number of pages: 38 Posted: 11 Apr 2001
John H. Rogers
Board of Governors of the Federal Reserve System
Downloads 636 (50,132)
Citation 30

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prices, economic integration, exchange rates, purchasing power parity, euro

8.

Exchange Rate Forecasting: The Errors We've Really Made

Number of pages: 35 Posted: 04 Mar 2002
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 421 (83,593)
Citation 20

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monetary model, real time data, random walk

9.

Price Level Convergence and Inflation in Europe

Number of pages: 16 Posted: 15 Feb 2002
John H. Rogers, Gary Clyde Hufbauer and Erika Wada
Board of Governors of the Federal Reserve System, Peter G. Peterson Institute for International Economics and Institute for International Economics
Downloads 417 (84,502)
Citation 17

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10.

Monetary Policy's Role in Exchange Rate Behavior

Number of pages: 33 Posted: 06 Nov 2000
Jon Faust and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 364 (98,850)
Citation 26

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exchange rates, overshooting, forward premium bias,

11.

Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence

Number of pages: 67 Posted: 04 May 2005
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Peterson Institute, Federal Reserve Board - International Finance Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 341 (106,332)
Citation 24

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external adjustment, U.S. current account, commodity prices, China

12.

Deviations from Purchasing Power Parity: Causes and Welfare Costs

Number of pages: 28 Posted: 18 Aug 2000
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 330 (110,311)
Citation 14

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exchange rates, borders, integration

13.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

Number of pages: 47 Posted: 05 Dec 2003
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 328 (111,085)
Citation 83

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data releases, exchange rates, uncovered interest parity, overshooting

14.

Monetary Union, Price Level Convergence, and Inflation: How Close is Europe to the United States?

Number of pages: 51 Posted: 19 Dec 2002
John H. Rogers
Board of Governors of the Federal Reserve System
Downloads 310 (117,983)
Citation 44

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economic integration, prices, exchange rates, euro

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Number of pages: 47 Posted: 17 Dec 2002
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 228 (160,779)

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High frequency data, identification, vector autoregression, exchange rates, monetary policy

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

NBER Working Paper No. w9660
Number of pages: 47 Posted: 27 Apr 2003
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 39 (517,472)
Citation 7

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16.

Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

FRB International Finance Discussion Paper No. 1101
Number of pages: 72 Posted: 08 Apr 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 257 (143,450)
Citation 47

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Large scale asset purchases, quantitative easing, zero bound, term premium

17.

What is Certain About Uncertainty?

FRB International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 255 (144,603)

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Modern Pandemics: Recession and Recovery

BOFIT Discussion Paper No. 16-2020
Number of pages: 68 Posted: 06 Aug 2020
Chang Ma, John H. Rogers and Sili Zhou
Fudan University, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 196 (185,606)

Abstract:

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Health crises; COVID-19; Output loss; Unemployment; Trade network; Fiscal policy

Modern Pandemics: Recession and Recovery

FRB International Finance Discussion Paper No. 1295
Number of pages: 66 Posted: 21 Aug 2020
Chang Ma, John H. Rogers and Sili Zhou
Fudan University, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 45 (488,984)

Abstract:

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19.

Monetary Shocks and Real Exchange Rates

Number of pages: 53 Posted: 17 Sep 1998
John H. Rogers
Board of Governors of the Federal Reserve System
Downloads 226 (162,605)
Citation 7

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20.

Border Effects within the NAFTA Countries

Number of pages: 38 Posted: 11 Apr 2001
John H. Rogers and Hayden P. Smith
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 220 (166,827)
Citation 1

Abstract:

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relative prices, exchange rates, purchasing power parity

21.

Unconventional Monetary Policy and International Risk Premia

FRB International Finance Discussion Paper No. 1172
Number of pages: 33 Posted: 01 Jul 2016
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 209 (175,057)
Citation 27

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22.

Monetary Policy Uncertainty

FRB International Finance Discussion Paper No. 1215
Number of pages: 60 Posted: 23 Oct 2017
Lucas Husted, John H. Rogers and Bo Sun
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 204 (179,025)
Citation 19

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Monetary policy uncertainty, VAR identification, FOMC communication

Intra-National, Intra-Continental, and Intra-Planetary PPP

Number of pages: 32 Posted: 17 Apr 1998
University of Wisconsin - Madison - Department of Economics, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 171 (209,660)
Citation 4

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Intra-National, Intra-Continental, and Intra-Planetary PPP

NBER Working Paper No. w6069
Number of pages: 32 Posted: 25 May 2006 Last Revised: 06 Oct 2010
University of Wisconsin - Madison - Department of Economics, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 29 (572,787)

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24.

Investment and the Current Account in the Short Run and the Long Run

Number of pages: 59 Posted: 06 Nov 2000
James M. Nason and John H. Rogers
North Carolina State University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 170 (210,571)
Citation 3

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small open economy, intertemporal model, identification

25.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 169 (211,548)
Citation 2

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Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

26.

News and Noise in G-7 GDP Announcements

Number of pages: 24 Posted: 05 Jan 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 168 (212,602)
Citation 13

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Vintage Data, Preliminary Data, Final Data, Revision, GDP

27.

A Guide to Frb/Global

Board of Governors of the Federal Reserve System IFDS Working Paper No. 588
Number of pages: 69 Posted: 05 Jan 1998
Andrew T. Levin, John H. Rogers and Ralph W. Tryon
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 163 (218,127)
Citation 2

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28.

The Effect of the China Connect

Number of pages: 59 Posted: 08 Aug 2019 Last Revised: 15 Dec 2020
Chang Ma, John H. Rogers and Sili Zhou
Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 156 (226,365)
Citation 8

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Capital Account Liberalization; Capital Controls; Global Financial Cycle; Foreign Spillovers; China Connect; Corporate Investment

29.

Relative Price Volatility: What Role Does the Border Play?

Number of pages: 30 Posted: 03 Mar 1999
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 132 (258,950)
Citation 2

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30.

Inflation and the Great Ratios: Long-Term Evidence from the U.S.

Number of pages: 44 Posted: 07 Apr 1999
Shaghil Ahmed and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 127 (266,527)
Citation 3

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31.

Capital Controls and the International Transmission of U.S. Money Shocks

Number of pages: 59 Posted: 22 Nov 2003
Jacques Miniane and John H. Rogers
Johns Hopkins University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 123 (273,000)
Citation 27

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Capital account, international debt, short-term capital

32.

The Present-Value Model of the Current Account Has Been Rejected: Round Up the Usual Suspects

Number of pages: 37 Posted: 24 Jun 2003
James M. Nason and John H. Rogers
North Carolina State University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 111 (293,682)
Citation 24

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world real interest rate, international capital mobility, Bayesian monte carlo

33.

Revisiting the Border: An Assessment of the Law of One Price Using Very Disaggregated Consumer Price Data

Number of pages: 25 Posted: 13 Oct 2003
Charles M. Engel, John H. Rogers and Shing-Yi Wang
University of Wisconsin - Madison - Department of Economics, Board of Governors of the Federal Reserve System and Yale University - Department of Economics
Downloads 107 (301,383)
Citation 14

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34.

Exchange Rates and Fundamentals: A Generalization

Federal Reserve Bank of Atlanta Working Paper No. 2008-16, FRB International Finance Discussion Paper No. 948
Number of pages: 52 Posted: 02 Jul 2008
James M. Nason and John H. Rogers
North Carolina State University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 97 (321,663)
Citation 7

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exchange rates, present value model and fundamentals, random walk, DSGE model, unobserved components model, Bayesian model comparison

35.

A Unified Measure of Fed Monetary Policy Shocks

FEDS Working Paper No. 2019-043
Number of pages: 55 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Chunya Bu, John H. Rogers and Wenbin Wu
University of Rochester, Board of Governors of the Federal Reserve System and Fudan University
Downloads 90 (337,336)
Citation 5

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Federal Reserve Board And Federal Reserve System, Information Effect

The U.S. Current Account Deficit and the Expected Share of World Output

FRB International Finance Discussion Paper No. 856, Federal Reserve Bank of San Francisco Working Paper No. 2006-38
Number of pages: 54 Posted: 02 May 2006
John H. Rogers
Board of Governors of the Federal Reserve System
Downloads 60 (428,703)

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The U.S. Current Account Deficit and the Expected Share of World Output

NBER Working Paper No. w11921
Number of pages: 68 Posted: 11 Apr 2006 Last Revised: 28 Jan 2021
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 30 (566,610)
Citation 4

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37.
Downloads 90 (337,336)

How Wide is the Border?

NBER Working Paper No. w4829
Number of pages: 43 Posted: 06 Sep 2000 Last Revised: 14 Mar 2021
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 90 (340,106)
Citation 11

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How Wide is the Border?

AMERICAN ECONOMIC REVIEW, Vol 86 No 5, December 1996
Posted: 21 Feb 1997
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System

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38.

Uncertainty, Currency Excess Returns, and Risk Reversals

FRB International Finance Discussion Paper No. 1196
Number of pages: 36 Posted: 24 Feb 2017
Lucas Husted, John H. Rogers and Bo Sun
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 84 (351,825)
Citation 5

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Exchange rates, Uncovered interest parity, Uncertainty

39.
Downloads 67 (402,783)

The Effect of the China Connect

FEDS Working Paper No. 2019-087
Number of pages: 49 Posted: 14 May 2021
Chang Ma and John H. Rogers
Fudan University and Board of Governors of the Federal Reserve System
Downloads 1 (799,391)

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The Effect of the China Connect

BOFIT Discussion Paper No. 1/2020
Number of pages: 51 Posted: 22 Jan 2021
Chang Ma, John H. Rogers and Sili Zhou
Fudan University, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 36 (532,628)

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The Effect of the China Connect

FEDS Working Paper No. 2019-087 https://doi.org/10.17016/FEDS.2019.087
Number of pages: 49 Posted: 14 May 2020
Chang Ma, John H. Rogers and Sili Zhou
Fudan University, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 30 (566,610)

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Capital controls; Global financial cycle; Foreign spillovers; FOMC shocks; China connect; Corporate investment

40.

Relative Price Volatility: What Role Does the Border Play

Number of pages: 31 Posted: 10 Dec 1998
John H. Rogers and Charles M. Engel
Board of Governors of the Federal Reserve System and University of Wisconsin - Madison - Department of Economics
Downloads 66 (402,783)
Citation 2

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41.

How Well Does Economic Uncertainty Forecast Economic Activity?

FEDS Working Paper No. 2019-085 https://doi.org/10.17016/FEDS.2019.085
Number of pages: 36 Posted: 13 May 2020
John H. Rogers and Jiawen Xu
Board of Governors of the Federal Reserve System and Shanghai University of Finance and Economics
Downloads 53 (447,846)

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Forecasting; Uncertainty; Factor model; Real-time data; Quantile regression

42.

Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks

FEDS Working Paper No. 2020-014 https://doi.org/10.17016/FEDS.2020.014
Number of pages: 30 Posted: 14 May 2020
Chunya Bu, John H. Rogers and Wenbin Wu
University of Rochester, Board of Governors of the Federal Reserve System and Fudan University
Downloads 44 (484,174)

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Information effect; Monetary policy; VARs

43.

Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets

FRB International Finance Discussion Paper No. 949
Number of pages: 56 Posted: 01 Nov 2008
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 37 (515,859)
Citation 4

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Consumption Euler equation, survey data, international capital mobility

44.

Border Prices and Retail Prices

FRB International Finance Discussion Paper No. 972
Number of pages: 50 Posted: 16 Jun 2009
David Berger, Jon Faust and John H. Rogers
Yale University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 35 (525,725)
Citation 13

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Prices, distribution, exchange rates

45.

Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies

NBER Working Paper No. w5395
Number of pages: 45 Posted: 12 Jul 2000
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 31 (546,553)

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46.

Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China

FRB International Finance Discussion Paper No. 1285
Number of pages: 49 Posted: 29 Jun 2020
John Ammer, John H. Rogers, Gang Wang and Yang Yu
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Shanghai University of Finance and Economics - Department of Finance and Shanghai University of Finance and Economics - School of Economics
Downloads 26 (575,834)

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Chinese monetary policy, Fund managers, Textual analysis

47.

Relative Returns on Equities in Pacific Basin Countries

NBER Working Paper No. w4655
Number of pages: 31 Posted: 12 Jul 2000 Last Revised: 22 Mar 2021
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 23 (595,109)

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48.

Violating the Law of One Price: Should We Make a Federal Case Out of it?

NBER Working Paper No. w7242
Number of pages: 24 Posted: 18 Apr 2011 Last Revised: 17 Apr 2021
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 11 (679,481)
Citation 3

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49.

Monetary Policy in the End-Game to Exchange Rate Based Stabilizations: The Case of Mexico

Posted: 14 Aug 1997
Steven B. Kamin and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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