Papers
Publications & Forthcoming
These papers are copyrighted by the respective publisher. A single copy may be downloaded and printed for the reader’s personal research and study only. No other use is permitted.
Putting the Parts Together: Trade, Vertical Linkages, and Business Cycle Comovement, joint with Andrei A. Levchenko, American Economic Journal: Macroeconomics, Vol. 2, No. 3 (April 2010),pp. 95–124. Paper, Appendix, Slides, VoxEU.org Commentary, Data and Programs (zipped Stata files)
Trade Openness and Volatility, joint with Andrei A. Levchenko, Review of Economics and Statistics, Vol. 91, No. 3 (August 2009), pp. 558–585. Paper
Following Germany’s Lead: Using International Monetary Linkages to Estimate the Effect of Monetary Policy on the Economy, joint with Justin McCrary and Till von Wachter, Review of Economics and Statistics, Vol. 91, No. 2 (May 2009), pp. 315–331. Paper, Data (zipped Stata file)
The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime, joint with Jay Shambaugh, Journal of International Economics, Vol. 74, No. 2 (March 2008), pp. 341–361. Paper, Appendix, Data (zipped Stata file)
Remoteness and Real Exchange Rate Volatility, joint with Claudio Bravo-Ortega, IMF Staff Papers, Vol. 53, Special Edition (2006), pp. 115–132. Paper, Data (Stata file)
What Drives Capital Flows? The Case of Cross-Border M&A Activity and Financial Deepening, Journal of International Economics, Vol. 65, No.1 (January 2005), pp. 127–149. Paper, Data (zipped Stata file). For citing the data please reference Thomson Financial and my JIE paper.
Working Papers
Power Laws in Firm Size and Openness to Trade: Measurement and Implications, March 2010, joint with Andrei A. Levchenko and Romain Rancière, CEPR Discussion Paper 7773, Newest Version (NEW!)
The Value of Human Capital Wealth, September 2009, joint with Akito Matsumoto, Newest Version (NEW!)
Firm Entry, Trade, and Welfare in Zipf’s World, March 2009, joint with Andrei A. Levchenko, NBER Working Paper No. 16313, RSIE Discussion Paper 591, Newest Version (NEW!)
International Trade and Aggregate Fluctuations in Granular Economies, October 2008, joint with Andrei A. Levchenko, RSIE Discussion Paper 585, Newest Version, Slides
The Risk Content of Exports: A Portfolio View of International Trade, January 2008, joint with Andrei A. Levchenko, NBER Working Paper No. 16005, RSIE Discussion Paper 581, Newest Version, Slides
Old Stuff
The Impact of the Commonality of Trade on Real Exchange Rate Volatility, November 2005, joint with Claudio Bravo-Ortega, IMF WP No. 05/5, Newest Version
The Return of the Half-Life: A Note on the Persistence of the Real Exchange Rate, March 2003, Newest Version. This is a note on “PPP Strikes Back: Aggregation and the Real Exchange Rate”, by Jean Imbs , Haroon Mumtaz, Morten Ravn and Hélène Rey. The paper can be found on Hélène Rey’s research page, and some details summarizing the debate as well as replies can be found here.
