Data for ″Liquidity and Exchange Rates: An Empirical Investigation″
(co-authored with Steve Pak Yeung Wu)
Data for "Real Exchange Rates and Sectoral Productivity in the Eurozone," (co-authored with Martin Berka and Michael B. Devereux) American Economic Review, June 2018.
Data for "Exchange Rates, Interest Rates, and the Risk Premium," American Economic Review, February 2016.
Data for "Factor Model Forecasts of Exchange Rates" (co-authored with Nelson Mark and Ken West), working paper, January 2012
Data for "The US Current Account Deficit and the Expected Share of World Output," (co-authored with John H. Rogers), Journal of Monetary Economics, July 2006.
Data for "Accounting for Exchange Rate Volatility in Present Value Models when the Discount Factor is Near 1," (co-authored with Ken West), American Economic Review Papers and Proceedings, May 2004.
Data for "Does 'Aggregation Bias' Explain the PPP Puzzle?" (co-authored with Shiu-Sheng Chen), Pacific Economic Review, February 2005.
Data for "Exchange Rates and Fundamentals," (co-authored with Ken West) Journal of Political Economy, June 2005.
Data for "Taylor Rules and the Deutschemark-Dollar Real Exchange Rate," (co-authored with Ken West), Journal of Money, Credit, and Banking, August 2006.
Data for "Expenditure Switching and Exchange Rate Policy," NBER Macroeconomics Annual, 2002.
Data for "Currency Unions and International Integration," (co-authored with Andrew K. Rose), Journal of Money, Credit, and Banking, November 2002, available from Andy Rose's data page.
Data for "The Adjustment of Prices and the Adjustment of the Exchange Rate," (co-authored with James C. Morley)
Data for "Deviations from Purchasing Power Parity: Causes and Welfare Costs," (co-authored with John H. Rogers), Journal of International Economics, October 2001.
Data for "Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets," Journal of Money, Credit and Banking, May 2001.
Data for "Violating the Law of One Price: Should We Make a Federal Case Out of It?", (co-authored with John H. Rogers), Journal of Money, Credit and Banking, February 2001.
Data for "Relative Price Volatility: What Role Does the Border Play?" (co-authored with John H. Rogers), in Intranational Economics (Cambridge University Press), 2000.
Data for "Local-Currency Pricing and the Choice of Exchange-Rate Regime," European Economic Review, August 2000.
Data for "The Long Run U.S./U.K. Real Exchange Rate," (co-authored with Chang-Jin Kim), Journal of Money, Credit and Banking, August 1999.
Data for "Accounting for U.S. Real Exchange Rate Changes" , Journal of Political Economy, June 1999.
Data for "How Wide is the Border?", (co-authored with John H. Rogers), American Economic Review, December 1996.