John H. Rogers

Board of Governors of the Federal Reserve System - Trade and Financial Studies Section

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

44

DOWNLOADS
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Top 3,425

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10,910

CITATIONS
Rank 982

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Top 982

in Total Papers Citations

659

Scholarly Papers (44)

1.

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

FRB International Finance Discussion Paper No. 729
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 - Division of International Finance, Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Federal Reserve Board and Johns Hopkins University - Department of Economics
Downloads 1,555 (10,905)
Citation 15

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Monetary policy, Taylor rule, fiscal policy

2.

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

FRB International Finance Discussion Paper No. 580
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 - Trade and Financial Studies Section
Downloads 977 (22,252)
Citation 13

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3.

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 - Trade and Financial Studies Section
Downloads 818 (28,687)
Citation 1

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4.

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 - Trade and Financial Studies Section
Downloads 709 (34,879)
Citation 8

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5.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

FRB International Finance Discussion Paper No. 705
Number of pages: 25 Posted: 22 Aug 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 627 (41,119)
Citation 22

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

6.

Price Level Convergence, Relative Prices, and Inflation in Europe

FRB International Finance Discussion Paper No. 699
Number of pages: 38 Posted: 11 Apr 2001
John H. Rogers
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 590 (44,620)
Citation 30

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

7.

Exchange Rate Forecasting: The Errors We've Really Made

FRB International Finance Discussion Paper No. 714
Number of pages: 35 Posted: 04 Mar 2002
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 414 (69,442)
Citation 5

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monetary model, real time data, random walk

8.

Price Level Convergence and Inflation in Europe

Institute for International Economics Working Paper No. 01-01
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 - Trade and Financial Studies Section, Peter G. Peterson Institute for International Economics and Institute for International Economics
Downloads 389 (74,757)
Citation 14

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9.

Monetary Policy's Role in Exchange Rate Behavior

International Finance Working Paper No. 652
Number of pages: 33 Posted: 06 Nov 2000
Jon Faust and John H. Rogers
Board of Governors of the Federal Reserve - Division of International Finance and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 354 (83,386)
Citation 6

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exchange rates, overshooting, forward premium bias,

10.

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

IFCD Paper No. 833
Number of pages: 67 Posted: 04 May 2005
Federal Reserve Board, Board of Governors of the Federal Reserve System - Division of International Finance (IFDP), Federal Reserve Board - Trade and Quantitative Studies, Board of Governors of the Federal Reserve - Division of International Finance, Peterson Institute, Federal Reserve Board - International Finance Division, Board of Governors of the Federal Reserve System - International Financial Transactions Section, U.S. Trade and Quantitative Studies and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 334 (89,105)
Citation 11

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

11.

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

FRB International Finance Discussion Paper No. 784
Number of pages: 47 Posted: 05 Dec 2003
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 319 (93,732)
Citation 29

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data releases, exchange rates, uncovered interest parity, overshooting

12.

Deviations from Purchasing Power Parity: Causes and Welfare Costs

International Finance Working Paper No. 666
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 - Trade and Financial Studies Section
Downloads 302 (99,488)
Citation 3

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exchange rates, borders, integration

13.

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

FRB International Finance Discussion Paper No. 740
Number of pages: 51 Posted: 19 Dec 2002
John H. Rogers
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 296 (101,721)
Citation 37

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economic integration, prices, exchange rates, euro

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

ECB Working Paper No. 167; FRB International Finance Discussion Paper No. 739
Number of pages: 47 Posted: 17 Dec 2002
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 223 (135,796)

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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 - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 35 (453,047)
Citation 4

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15.

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 - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 228 (133,306)
Citation 32

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

16.

Monetary Shocks and Real Exchange Rates

FRB International Finance Discussion Paper No. 612
Number of pages: 53 Posted: 17 Sep 1998
John H. Rogers
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 225 (135,042)
Citation 1

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17.

Border Effects within the NAFTA Countries

FRB International Finance Discussion Paper No. 698
Number of pages: 38 Posted: 11 Apr 2001
John H. Rogers and Hayden P. Smith
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and affiliation not provided to SSRN
Downloads 207 (146,169)
Citation 1

Abstract:

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relative prices, exchange rates, purchasing power parity

18.

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 - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 197 (153,121)
Citation 5

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

Board of Governors of the Federal Reserve System International Finance Disc. Paper No. 589
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 - Trade and Financial Studies Section
Downloads 168 (176,849)
Citation 2

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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 - Trade and Financial Studies Section
Downloads 24 (511,882)

Abstract:

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20.

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 - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 189 (159,158)

Abstract:

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Monetary policy uncertainty, VAR identification, FOMC communication

21.

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

International Finance Working Paper No. 647
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 - Trade and Financial Studies Section
Downloads 167 (177,620)

Abstract:

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small open economy, intertemporal model, identification

22.

News and Noise in G-7 GDP Announcements

FRB International Finance Discussion Paper No. 690
Number of pages: 24 Posted: 05 Jan 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 164 (180,382)
Citation 5

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

23.

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 - Trade and Financial Studies Section and Government of the United States of America - Division of International Finance (IFDP)
Downloads 155 (189,237)
Citation 2

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24.

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, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, 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 - Trade and Financial Studies Section
Downloads 134 (213,090)

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

25.

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 - Trade and Financial Studies Section
Downloads 124 (226,268)
Citation 1

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26.

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

FRB International Finance Discussion Paper No. 628
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 - Trade and Financial Studies Section
Downloads 123 (227,615)
Citation 2

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27.

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

FRB International Finance Discussion Paper No. 778
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 - Trade and Financial Studies Section
Downloads 118 (234,833)
Citation 11

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Capital account, international debt, short-term capital

28.

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

FRB International Finance Discussion Paper No. 760
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 - Trade and Financial Studies Section
Downloads 105 (255,167)
Citation 6

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

29.

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

FRB International Finance Discussion Paper No. 777
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 - Trade and Financial Studies Section and Yale University - Department of Economics
Downloads 94 (274,617)
Citation 13

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30.

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 - Trade and Financial Studies Section
Downloads 92 (278,425)
Citation 4

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

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 - Trade and Financial Studies Section
Downloads 58 (366,081)

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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: 30 Jul 2010
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 27 (493,772)
Citation 2

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32.

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 - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 74 (317,714)

Abstract:

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Exchange rates, Uncovered interest parity, Uncertainty

33.

Relative Price Volatility: What Role Does the Border Play

International Finance Discussion Paper No. 623
Number of pages: 31 Posted: 10 Dec 1998
John H. Rogers and Charles M. Engel
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and University of Wisconsin - Madison - Department of Economics
Downloads 65 (340,837)
Citation 1

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34.
Downloads 63 (346,377)
Citation 91

How Wide is the Border?

NBER Working Paper No. w4829
Number of pages: 43 Posted: 06 Sep 2000 Last Revised: 17 Sep 2010
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 63 (350,924)
Citation 91

Abstract:

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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 - Trade and Financial Studies Section

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35.

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 - Trade and Financial Studies Section
Downloads 36 (438,561)
Citation 1

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Consumption Euler equation, survey data, international capital mobility

36.

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 - Division of International Finance and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 33 (451,201)
Citation 6

Abstract:

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Prices, distribution, exchange rates

37.

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 - Trade and Financial Studies Section
Downloads 28 (474,906)
Citation 3

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38.

Relative Returns on Equities in Pacific Basin Countries

NBER Working Paper No. w4655
Number of pages: 31 Posted: 12 Jul 2000 Last Revised: 22 Sep 2010
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 21 (513,571)

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39.

The Effect of the China Connect

Number of pages: 33 Posted: 08 Aug 2019 Last Revised: 20 Aug 2019
Chang Ma, John H. Rogers and Sili Zhou
Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Fanhai International School of Finance and School of Economics, Fudan University
Downloads 19 (525,235)

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Capital Liberalization; Foreign Spillovers; FOMC Shocks; China Connect; Corporate Investment

40.

European Product Market Integration after the Euro

Economic Policy, Vol. 19, No. 39, pp. 347-384, July 2004
Number of pages: 37 Posted: 11 Jul 2004
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 13 (560,521)
Citation 1
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41.

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
Charles M. Engel and John H. Rogers
University of Wisconsin - Madison - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 11 (573,033)
Citation 2

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42.

A Unified Measure of Fed Monetary Policy Shocks

FEDS Working Paper No. 2019-043
Number of pages: 55 Posted: 25 Jul 2019
Chunya Bu, John H. Rogers and Wenbin Wu
University of Rochester, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Fudan University
Downloads 6 (605,031)

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Federal Reserve Board And Federal Reserve System, Information Effect

43.

Evaluating Asset‐Market Effects of Unconventional Monetary Policy: A Multi‐Country Review

Economic Policy, Vol. 29, Issue 80, pp. 749-799, 2014
Number of pages: 51 Posted: 20 Oct 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 0 (667,153)
Citation 10
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44.

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

FRB International Finance Discussion Paper No. 540
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 - Trade and Financial Studies Section

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