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CV.pdf (46KB)
Blog: HongKongMacro
(http://hongkongmacro.blogspot.com/)
(No
longer updated starting May 2008)
Downloadable Research Papers
Unpublished
"Efficient
Filtering with Potential Output Uncertainty."
(226KB) An ealier version, incorporating New Zealand data, is available
as a Reserve Bank of New Zealand Discussion Paper 2005/07 under the
title "Discretionary
Policy, Potential Output Uncertainty, and Optimal Learning." (209KB)
Submitted to Journals
"Hong
Kong Prices are Flexible." (229KB)
"The
Curse of Irving Fisher (Professional Forecaster's Version)," with Gregor W.
Smith. (162KB)
"Price Adjustment and Exchange Rate Pass-through,"
with Michael B.
Devereux. Revised and Resubmitted, Journal of International Money and
Finance. (189KB)
Published
"The
Long-Run Output-Inflation Trade-off with Menu Costs," with Wai-Yip Alex
Ho. North American Journal of Economics and Finance, Forthcoming (552KB)
"The
Real Effects of Inflation in Continuous versus Discrete Time Sticky
Price Models," with Wai-Yip Alex
Ho. Managerial and Decision Economics 28(6), September 2007: 633-638. (304KB)
"Explaining
Hump-Shaped Inflation Responses to Monetary Policy Shocks."
Managerial and Decision Economics 28(6), September
2007: 605-617. (326KB)
"Currency
Unions,
Trade Flows, and Capital Flows." Pacific Economic
Review 12(2), May 2007: 189-204. (523KB)
Stata
Dataset (721KB) Also available as
HKIMR
Working
Paper 18/2003.
"Are
Speed Limit
Policies
Robust?" Journal of Macroeconomics 28(4), December 2006:
665-679. (303KB)
"Shock Size,
Asymmetries, and State Dependent Pricing,"
with Wai-Yip Alex Ho. Economics Letters 90(3), March 2006: 440-445.
(167KB)
"The
Credibility of
the Monetary Policy "Free Lunch"." Journal of
Macroeconomics 27(3), September 2005: 434-451.(379KB)
Also available
as ECB
Working Paper
284.
"Speed
Limit Policies
and
Interest Rate Smoothing." Economics Bulletin, 5(17),
October 2004: 1-6. (112KB)
"The
Evolution of
Consensus in Macroeconomic Forecasting," with Allan W. Gregory, International
Journal of Forecasting 20(3), July 2004: 461-473. (140KB)
"Suicidal Terrorism
and Discriminatory Screening: An Efficiency-Equity Trade-off."
Defense and Peace Economics 15(3), June 2004: 221-230. (32KB)
"Price Setting and Exchange Rate Pass-through:
Theory and Evidence," with Michael B.
Devereux. In "Price Adjustment and Monetary Policy: Proceedings of a
Conference Held by the Bank of Canada, November 2002," November 2003:
347-371.
"Predetermined
Prices and the Persistent Effects of Money on Output,"
with Michael
B. Devereux, Journal of Money, Credit, and Banking 35(5), October
2003: 729-741. (187KB) Appendix (20KB)
"Fixed Prices versus Predetermined Prices and the
Equilibrium Probability of Price Adjustment." Economics Letters
80(3), September 2003: 421-427. (207KB)
"Probing
Potential Output: Monetary Policy, Credibility, and Optimal Learning
Under Uncertainty," Journal of Macroeconomics 25(3),
September 2003: 311-330. (329KB)
"Menu Costs and the
Long-Run Output-Inflation Trade-off,'' with Michael B.
Devereux, Economics Letters 76(1), June 2002: 95-100. (69KB)
"Identifying
a Policymaker's
Target: An Application to the Bank of Canada," with
Nicholas
Rowe, Canadian Journal of Economics 35(2), May 2002: 239-256. (126KB)
"Productivity
Growth and Prices in Canada: What can we Learn from the U.S.
Experience?” with Tiff Macklem, Bank of International
Settlements Papers No. 3 - Empirical Studies of Structural Changes
and Inflation, August 2001. (377KB)
"Testing for Forecast
Consensus," with Allan W. Gregory and Gregor W. Smith, Journal of
Business and Economic Statistics 19(1), January 2001: 34-43. (100KB)
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