Robert E. Cumby
Robert E. Cumby
Professor of Economics, Georgetown University
Verified email at georgetown.edu - Homepage
Title
Cited by
Cited by
Year
3. International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence
RE Cumby, M Obstfeld
Exchange rate theory and practice, 121-152, 2007
6512007
Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries
MB Canzoneri, RE Cumby, B Diba
Journal of international economics 47 (2), 245-266, 1999
6321999
Estimation of the optimal futures hedge
SG Cecchetti, RE Cumby, S Figlewski
The Review of Economics and Statistics, 623-630, 1988
6101988
Evaluating the performance of international mutual funds
RE Cumby, JD Glen
The Journal of finance 45 (2), 497-521, 1990
6031990
Is the price level determined by the needs of fiscal solvency?
MB Canzoneri, RE Cumby, BT Diba
American Economic Review, 2001
5422001
Two-step two-stage least squares estimation in models with rational expectations
RE Cumby, J Huizinga, M Obstfeld
Journal of econometrics 21 (3), 333-355, 1983
3971983
Exchange-rate expectations and nominal interest differentials: A test ofthe fisher hypothesis
RE Cumby, M Obstfeld
National Bureau of Economic Research, 1980
3661980
The international linkage of real interest rates: The European-US connection
RE Cumby, FS Mishkin
Journal of international Money and Finance 5 (1), 5-23, 1986
3411986
Testing for market timing ability: a framework for forecast evaluation
RE Cumby, DM Modest
Journal of Financial Economics 19 (1), 169-189, 1987
3061987
Is it risk?: Explaining deviations from uncovered interest parity
RE Cumby
Journal of Monetary Economics 22 (2), 279-299, 1988
2731988
Should the European Central Bank and the Federal Reserve be concerned about fiscal policy?
MB Canzoneri, RE Cumby, B Diba
Rethinking stabilization policy, 29-31, 2002
2702002
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
RE Cumby, J Huizinga
Econometrica 60 (January), 185-195, 1992
2451992
Financial policy and speculative runs with a crawling peg: Argentina 1979–1981
RE Cumby, S Van Wijnbergen
Journal of international Economics 27 (1-2), 111-127, 1989
2441989
The need for international policy coordination: what's old, what's new, what's yet to come?
MB Canzoneri, RE Cumby, BT Diba
Journal of International Economics 66 (2), 363-384, 2005
2252005
On the definition and magnitude of recent capital flight
RE Cumby, RM Levich
NBER Working Paper, 1987
2071987
Forecasting exchange rates and relative prices with the hamburger standard: is what you want what you get with McParity?
RE Cumby
National Bureau of Economic Research Working Paper Series, 1996
156*1996
EULER EQUATIONS AND MONEY MARKET INTEREST RATES: A CHALLENGE FOR MONETARY POLICY MODELS
M Canzoneri, R Cumby, B Diba
141*
Forecasting volatilities and correlations with EGARCH models
R Cumby, S Figlewski, J Hasbrouck
The Journal of Derivatives 1 (2), 51-63, 1993
1391993
Capital Mobility and the Scope for Sterilization: Mexico in the 1970s
RE Cumby, M Obstfeld
Financial policies and the world capital market: The problem of Latin …, 1983
1331983
Fiscal discipline and exchange rate systems
MB Canzoneri, RE Cumby, BT Diba
The Economic Journal 111 (474), 667-690, 2001
127*2001
The system can't perform the operation now. Try again later.
Articles 1–20