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
6962007
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
6491999
Estimation of the optimal futures hedge
SG Cecchetti, RE Cumby, S Figlewski
The Review of Economics and Statistics, 623-630, 1988
6341988
Evaluating the performance of international mutual funds
RE Cumby, JD Glen
The Journal of finance 45 (2), 497-521, 1990
6141990
Is the price level determined by the needs of fiscal solvency?
MB Canzoneri, RE Cumby, BT Diba
American Economic Review, 2001
5802001
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
4271983
Exchange-rate expectations and nominal interest differentials: A test ofthe fisher hypothesis
RE Cumby, M Obstfeld
National Bureau of Economic Research, 1980
3951980
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
3481986
Testing for market timing ability: a framework for forecast evaluation
RE Cumby, DM Modest
Journal of Financial Economics 19 (1), 169-189, 1987
3191987
Is it risk?: Explaining deviations from uncovered interest parity
RE Cumby
Journal of Monetary Economics 22 (2), 279-299, 1988
2891988
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
2862002
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
RE Cumby, J Huizinga
Econometrica 60 (January), 185-195, 1992
2801992
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
2571989
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
2332005
On the definition and magnitude of recent capital flight
RE Cumby, RM Levich
NBER Working Paper, 1987
2191987
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, 1996
1531996
Forecasting volatilities and correlations with EGARCH models
R Cumby, S Figlewski, J Hasbrouck
The Journal of Derivatives 1 (2), 51-63, 1993
1521993
EULER EQUATIONS AND MONEY MARKET INTEREST RATES: A CHALLENGE FOR MONETARY POLICY MODELS
M Canzoneri, R Cumby, B Diba
149*
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
1371983
The interaction between monetary and fiscal policy
M Canzoneri, R Cumby, B Diba
Handbook of monetary economics 3, 935-999, 2010
1302010
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Articles 1–20