Recent publications

Refereed Journals:

Monetary Policy:

• "The effects of war risk on US financial markets" (with Brian Sack) Journal of Banking and Finance, Vol 29, Issue 7, Pages 1769-89, 2005.
• " The impact of Monetary Policy on Asset Prices " with Brian Sack, Journal of Monetary Economics, November, vol. 51, issue 8, pages 1553-75, 2004
• " Measuring the Reaction of Monetary Policy to the Stock Market " with Brian Sack, Quarterly Journal of Economics, vol. 118, issue 2, pages 639-669 , 2003.
  [ Old version: NBER #8350 ]

Financial Contagion:

• " The Role of Portfolio Constraints in the International Propagation of Shocks " (with Anna Pavlova ) Review of Economic Studies, forthcoming.
• " Asset Prices and Exchange Rates " with Anna Pavlova , Review of Financial Studies , forthcoming.
• " On the Measurement of the International Propagation of Shocks: Is it Stable? " Journal of International Economics, Volume 61, 261-283, 2003. [ Old version: NBER #7354 ]
• "Currency Crises and Contagion: an introduction". Journal of Development Economics , Volume 69, Issue 2, December, 2002, pp. 307-313
• " The Curse of Non-investment Grade Countries ". Journal of Development Economics, Volume 69, Issue 2, December, 2002, pp. 423-449
• " No Contagion, Only Interdependence: Measuring Stock Market Co-movements " with Kristin Forbes . Journal of Finance, Volume 57, Number 5, October, 2002, pp 2223-2261.
• " Contagion in Latin America: Definitions, Measurement, and Policy Implications " with Kristin Forbes , [ NBER #7885 ] Economia, Volume 1, Number 2, 2001, pgs 1-46.

International and Development:

• " Sticky Borders " with Gita Gopinath , Quaterly Journal of Economics, forthcoming.
• " Exchange Rate Volatility " The New Palgrave, 2007, forthcoming.
• " The long run puzzle of the Real Exchange Rate Volatility " (with Ricardo Hausmann and Ugo Panizza), Journal of International Money and Finance, Vol 1, Pages 93-124, 2006.
• " Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships " (with Dani Rodrik ) The Economics of Transition, Vol 13, Issue 3, Pages 533-64, 2005.
• " Identifying the efficacy of Central Bank interventions: Evidence from Australia and Japan ." (with Jonathan Kearns) Journal of International Economics, Vol 66, Issue 1, Pages 31-48, 2005.
• " Once again, is account openness good for growth? " (with Ha Yan Lee and Luca Ricci), Journal of Development Economics, December 2004, Volume 75, Issue 2, pages 451-472
• " Disinflation and Fiscal Reform: A Neoclassical Perspective " December 2001,  [ NBER #8706 ], Journal of International Economics, Volume 58, Number 2, December, 2002, pp 265-297.

Econometrics and other stuff:

• " Estimation with Censored Regressors: Basic Issues ", (with Tom Stoker ), International Economic Review, forthcoming.
• " Identification Through Heteroskedasticity " July 2003, Review of Economics and Statistics, 2003, vol. 85, issue 4.

Collection and Conference volumes:

Monetary Policy:

• " Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices ", (with Brian Sack) in Campbell, J (eds) Asset Prices and Monetary Policy, NBER (forthcoming).

Contagion:

• " Contagion: How to measure it? " in "Preventing Currency Crises in Emerging Markets" Editors: Sebastian Edwards and Jeffrey Frankel, The University Chicago Press, Chicago, 2002, pp 269-334.
• "Measuring Contagion: Conceptual and Empirical Issues" (with Kristin Forbes) Editor Stijn Claessens and Kristin Forbes. International Financial Contagion, Kluwer Academic Publishers. 2001.
• " Financial Contagion in Emerging Markets " with Eduardo Fernandez Arias in Wanted: World Financial Stability. Eduardo Fernandez Arias and Ricardo Hausmann editors. IDB, 2000.

International and Development:

• " Why are capital flows so much more volatile in emerging than in developed countries? ", (with Fernando Broner) in Caballero, R., C. Calderón and L. Céspedes (eds.) External Vulnerability and Preventive Policies, Banco Central de Chile. 2006
• " A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data " (with Marcio Garcia) in Inflation Targeting, Debt, and the Brazilian Experience: 1999 to 2003, editors, Francesco Giavazzi, Ilan Goldfajn, and Santiago Herrera, MIT Press, 2005.
• " An alternative interpretation of the 'resource curse': Theory and Policy Implications ". (with Ricardo Hausmann) in "Fiscal Policy Formulation and Implementation in Oil-Producing Countries" Editors: J.M. Davis, R. Ossowski, and A. Fedelino, July 2003, IMF.
• " Resource curse or Debt Overhang? " with Osmel Manzano, "Natural Resources and Development: Are They a Curse? Are They Destiny?" Editors: Daniel Lederman and William F. Maloney, 2003, Stanford University Press.

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