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Robert E. Cumby
Robert E. Cumby
Professor of Economics, Georgetown University
Verified email at georgetown.edu - Homepage
Title
Cited by
Cited by
Year
International interest-rate and price-level linkages under flexible exchange rates: A review of recent evidence
RE Cumby, M Obstfeld
National Bureau of Economic Research, 1982
7381982
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
6931999
Estimation of the optimal futures hedge
SG Cecchetti, RE Cumby, S Figlewski
The Review of Economics and Statistics, 623-630, 1988
6851988
Is the price level determined by the needs of fiscal solvency?
MB Canzoneri, RE Cumby, BT Diba
American Economic Review, 2001
6512001
Evaluating the performance of international mutual funds
RE Cumby, JD Glen
The Journal of finance 45 (2), 497-521, 1990
6391990
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
4501983
Exchange-rate expectations and nominal interest differentials: A test ofthe fisher hypothesis
RE Cumby, M Obstfeld
National Bureau of Economic Research, 1980
4401980
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
RE Cumby, J Huizinga
Econometrica 60 (January), 185-195, 1992
3821992
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
3661986
Testing for market timing ability: a framework for forecast evaluation
RE Cumby, DM Modest
Journal of Financial Economics 19 (1), 169-189, 1987
3381987
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
3142002
Is it risk?: Explaining deviations from uncovered interest parity
RE Cumby
Journal of Monetary Economics 22 (2), 279-299, 1988
2891988
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
2701989
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
2502005
On the definition and magnitude of recent capital flight
RE Cumby, RM Levich
National Bureau of Economic Research, 1987
2361987
EULER EQUATIONS AND MONEY MARKET INTEREST RATES: A CHALLENGE FOR MONETARY POLICY MODELS
M Canzoneri, R Cumby, B Diba
169*
Forecasting volatilities and correlations with EGARCH models
R Cumby, S Figlewski, J Hasbrouck
The Journal of Derivatives 1 (2), 51-63, 1993
1631993
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
1581996
The interaction between monetary and fiscal policy
M Canzoneri, R Cumby, B Diba
Handbook of monetary economics 3, 935-999, 2010
1572010
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
1421983
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