Refereed
Journal
· Do Monetary Policy Shocks Matter in the G-7 Countries? Using
Common Identifying Assumptions about Monetary Policy Across Countries, 1999, Journal
of International Economics, Vol. 47 (2), pp. 871-893.
· The Effects of Monetary Policy shocks in a Small Open Economy:
The Case of Korea, 1999, Economic Analysis (in Korean), Vol. 5 (4), also
in Economic Papers (in English), 2000, Vol. 3, pp. 91-108.
· Exchange Rate Anomalies in the Industrial Countries: A
Solution with Structural VAR Approach (co-authored with Nouriel Roubini), 2000,
Journal of Monetary Economics, Vol. 45, pp. 561-586.
· Effects of Monetary Policy Shocks on the Trade Balance in Small
Open European Countries, 2001, Economics Letters, Vol. 72(2), 197-203.
·
International Transmission of
U.S. Monetary Policy Shocks: Evidence from VAR’s, 2001, Journal of
Monetary Economics, Vol. 48(2), 339-372.
·
Nominal Revaluation of
Cross-Border Assets, Terms of Trade Changes, International Portfolio
Diversification, and International Risksharing, 2002, Southern Economic
Journal, Vol. 69 (2), 327-344.
· Exchange Rate Stabilization in the ERM: Identifying European
Monetary Policy Reactions, 2002, Journal of International Money and Finance,
Vol. 21(3), 413-434.
·
Monetary Policy Rules and
Business Cycles, forthcoming, Scandinavian Journal of Economics.
· Monetary Policy, Foreign Exchange Intervention, and the Exchange
Rate in a Unifying Framework, forthcoming, Journal of International
Economics.
·
Structural Shocks and the
Fiscal Theory of the Price Level in the Sticky Price Model, forthcoming, Macroeconomic
Dynamics.
·
Dynamic Risksharing in the
United States and Europe (co-authored with Pierfederico Asdrubali),
forthcoming, Journal of Monetary Economics.
Book
·
Capital Account Liberalization
and Macroeconomic Performance: The Case of Korea (co-authored with Sunghyun H.
Kim and Yunjong Wang), 2001, Korea Institute for International Economic Policy.
· Identifying European Monetary Policy Interactions: The Case of
France and Spain, 1998, Bank of Spain Working Paper No. 9811.
· Monetary Instrument Problem
Revisited: The Role of Fiscal Policy, UIUC CBA Office of Research Working Paper
Number 01-0102, 2001.
· International Risksharing in Latin America (with Andre
Barreto), 1999.
· Financial Panic and Exchange Rate Overshooting During
Currency Crises (with Sunghyun H. Kim), 2000, under review.
· Counter-Cyclical and
Counter-Inflation Policy and Comovement Properties of Money Growth, 2000, under
review.
· Monetary Policy Shocks and
Farm Price Dynamics (with Doo Bong Han), 2001, under review.
· Inflation Volatility,
Government Debts, and the Fiscal Theory of the Price Level, 2001, under review.
·
A
New Perspective on the PPP Hypothesis (co-authored with Luiz Lima), 2001.
·
Exchange
Rate Movements: Comovement and Persistency Decomposition, 2001, under review.
·
Macroeconomic
Effects of Capital Account Liberalization: The Case of Korea (co-authored with
Sunghyun H. Kim and Yunjong Wang), 2001, under review.
·
Interactions
among Monetary Policy, Foreign Exchange Policy, and the Exchange Rate in
Canada, 2002, under review.
·
Determinants
of Capital Account in Korea (co-authored with Sammo Kang, Sunghyun H. Kim, and
Yunjong Wang), 2002.
·
Twin
Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange
Rate (co-authored with Nouriel Roubini).
·
The
Impact of U.S. Monetary Policy Shocks on Mexico: An Identified VAR Analysis,”
(co-authored with Marco Del Negro and Fancesc Obiols-Homs).
·
Asymmetry
and Non-Linearity in Monetary Policy Rules, 2002.
·
Economic
Effects of EU Budget (co-authored with Pierfederico Asdrubali), 2002.
·
Incomplete
Risksharing and Incomplete Intertemporal Consumption Smoothing (co-authored
with Pierfederico Asdrubali), 2003.
Last revised: Date October
26, 2002