This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Exchange Rates and International Macroeconomics Volume Author/Editor: Jacob A. Frenkel, ed. Volume Publisher: University of Chicago Press Volume ISBN: 0-226-26250-2 Volume URL: http://www.nber.org/books/fren83-1 Publication Date: 1983 Chapter Title: List of Contributors, Indexes Chapter Author: Jacob A. Frenkel Chapter URL: http://www.nber.org/chapters/c11385 Chapter pages in book: (p. 369 - 384) Contributors Stanley W. Black Jacob A. Frenkel Department of Economics Department of Economics University of North Carolina University of Chicago Chapel Hill, North Carolina 27514 1126 East 59th Street Chicago, Illinois 60637 Willem H. Buiter London School of Economics Debra Glassman Houghton Street Department of Economics London EC2A 2AE The University of British Columbia England 997-1873 East Mall Vancouver, British Columbia Guillermo A. Calvo V6T 1Y2 Canada Department of Economics International Affairs Building Craig S. Hakkio Columbia University Department of Economics New York, New York 10027 Northwestern University 2003 Sheridan Road Sebastian Edwards Evanston, Illinois 60201 Department of Economics University of California Lars Peter Hansen 405 Hilgard Avenue Department of Economics Los Angeles, California 90024 University of Chicago 1126 East 59th Street Robert P. Flood Chicago, Illinois 60637 Department of Economics Northwestern University Peter R. Hartley 2003 Sheridan Road Department of Economics Evanston, Illinois 60201 Princeton University Princeton, New Jersey 08544 Jeffrey A. Frankel Department of Economics Robert J. Hodrick University of California Graduate School of Berkeley, California 94720 Management and Finance Northwestern University Evanston, Illinois 60201 369 370 Contributors Peter Isard Jiirg Niehans Board of Governors of the Volkwirtschaftliches Institut Federal Reserve System der Universitat Bern Washington, D.C. 20551 Vereinsweg 23 3012 Bern Kent P. Kimbrough Switzerland Department of Economics Duke University Maurice Obstfeld Durham, North Carolina 27706 Department of Economics International Affairs Building Pentti J. K. Kouri Columbia University Department of Economics New York, New York 10027 New York University 269 Mercer Street 2nd Floor Douglas D. Purvis New York, New York 10003 Department of Economics Queen's University Paul Krugman Kingston, Ontario K7L 3N6 Department of Economics Canada Massachusetts Institute of Technology Kenneth Rogoff Cambridge, Massachusetts 02139 International Finance Division Board of Governors of the Leonardo Leiderman Federal Reserve System Department of Economics Washington, D.C. 20551 Tel Aviv University Ramat Aviv, Israel Jeffrey Sachs Department of Economics Richard Meese Littauer Center International Finance Division Harvard University Board of Governors of the Cambridge, Massachusetts 02138 Federal Reserve System Washington, D.C. 20551 Nasser Saidi The Graduate Institute of Marcus Miller International Studies University of Warwick 132, Rue de Lausanne Department of Economics Case Postale 53 Coventry CV4 7AL CH-1211, Geneva 21 United Kingdom Switzerland Michael Mussa Michael K. Salemi Graduate School of Business Department of Economics University of Chicago Gardner Hall 017A Chicago, Illinois 60637 University of North Carolina Chapel Hill, North Carolina 27514 J. Peter Neary Department of Economics University College Dublin 2 Ireland 371 Contributors Kenneth J. Singleton John B. Taylor Graduate School of Industrial Department of Economics Administration Harvard University Carnegie-Mellon University Cambridge, Massachusetts 02138 Schenley Park Pittsburgh, Pennsylvania 15213 Charles A. Wilson Department of Economics Alan C. Stockman New York University Department of Economics New York, New York 10003 University of Rochester Rochester, New York 14727 Author Index Abel, Andrew, 155 Dornbusch, Rudiger, 21, 31, 32n, 35, 36, Argy, Victor, 190 57,60, 71 n, 114n, 163n, 180, 237, 239n, Austin, G. P., 345n 240, 249, 286, 306, 309, 320, 322, 346, 347, 355, 360 n Backus, David, 19 Driskell, Robert A., 97n Balassa, Bela, 60 Barro, Robert J., 86, 312 Engle, Robert F., 186n Baumol, William, 86 Berndt, E. K., 175n Fair, Ray, 107 Bilson, John F. O., 71, 95n, 114, 157n Feige, Edgar L., 23, 95n, 114, 125n Black, Fischer, 114n Fellner, William, 42n Black, Stanley W., 227 Findlay, Ronald, 260n Branson, William H., 32n, 346 Fischer, Stanley, 32n, 69, 198, 346, 347 Breeden, Douglas T., 115 Flood, Robert P., 359n, 361 n, 363n Brock, William A., 115, 142, 239n Frankel, Jeffrey A., 35, 61 n, 62, 63n, 71 n, Bruno, M., 306, 315 85, 87, 114, 180 Bryant, Ralph C, 191 French, Kenneth R., 114n Buiter, William, 260, 287n, 317n, 318, 320, Frenkel, Jacob A., 21, 57, 60, 71, 95n, 322, 331 n, 335, 345n, 346, 357, 359n 114n, 117, 149, 153, 154, 163, 168n, 169n, 324 Calvo, Guillermo A., 31, 237, 239n, 241 Friedlaender, Ann F., 193 Caves, Douglas W., 23 Friedman, Milton, 113 Chow, Gregory C, 193, 195, 198, 226 Coddington, E. A., 249 Gallant, A. Ronald, 133n Corden, W. Max, 287n, 310 Gantmacher, F. R., 248n Cox, D. R., 198 Garber, Peter, 361 n, 363n Cox, John C, 114n Genberg, Hans, 62, 87, 95 n Cumby, Robert E., 35, 95n, 114, 184, 186 Geweke, John, 95n, 114, 120, 125n, 183n Glaessner, Tom, 23, 97n, 184 Dagenais, Marcel G., 197 Glejser, Herbert, 175 de Macedo, Jorge Braga, 310 Goldberger, Arthur S., 128 Diaz Alejandro, Carlos F., 236 Goldfeld, Stephen M., 86, 96 Dixit, Avinash, 336 Greene, William H., 207n, 208, 209, 211 Dooley, Michael P., 20, 32, 33, 35, 36, 38 Grossman, Sanford J., 36, 118n 373 374 Author Index Hacche, Graham, 67 Mayer, Wolfgang, 295 Hakkio, Craig S., 95n, 114 Meese, Richard, 19, 23, 35, 50, 67, 71, 84n, Hall, B. H., 175 89, 95n, 110, 119, 183n Hall, Robert E., 118n, 175 Michaely, Michael, 190 Halttunen, Hanna, 32 n Miller, Marcus, 317n, 318, 320, 322, 335, Hansen, Lars Peter, 35, 95n, 114, 115, 357, 359n 118n,120,120n, 123,128,129, 132, 133, Miller, Merton, 86 137, 138, 139, 143, 144, 145n, 148, 151, Minford, Patrick, 327 152, 184, 186n Mishkin, Frederic S., 155 Hartley, Peter R., 57 Morton, John, 32, 61 n, 71 Hausman, Jerry A., 175n Murphy, Carter J., 122n Hayashi, Fumio, 306 Mussa, Michael, 22, 32, 32n, 50, 114n, Haynes, Stephen E., 84n 157n, 184, 293n, 295, 306, 360n Henderson, Dale W., 32n Hirschman, Albert O., 236 Neary, J. Peter, 287n, 288n, 295, 306, 310, Hodgman, Donald R., 191 311 Hodrick, Robert J., 35, 95n, 114, 115, 119, 120, 120n, 123, 138, 143, 144, 151, 180 Obstfeld, Maurice, 35, 95n, 114, 184, 186, Holbik, Karel, 191 260 n Hooper, Peter, 32, 61 n, 71 Okun, Arthur M., 355 Huizinga, John, 184 Oldfield, George S., 114n Olsen, R., 207n Ingersoll, Jonathan E., Jr., 114n Orr, Daniel, 86 Isard, Peter, 20, 21, 32, 35, 36, 38, 324 Parzen, Emanuel, 69 Jarrow, Robert A., 114 Phelps, Edmund S., 235, 238, 238n Johnson, Harry G., 154 Porter, Michael G., 32n Johnson, N. L., 210 Porter, Richard D., 96 Johnston, John, 175 Prescott, Edward C, 198 Jones, Ronald W., 295, 303n Purvis, Douglas D., 287 n, 288 n, 303 n, 306, Jorgensen, Dale W., 133 n 311 Kimbrough, Kent P., 310 Quandt, Richard, 96 Kotz, S., 210 Kouri, Pentti J. K., 31, 239n, 262n, 310 Razin, Assaf, 117, 148 Kravis, Irving, 324 Richard, ScottF., 114n, 115,118n, 128,129 Krugman, Paul, 36, 236, 236n Rodriguez, Carlos A., 20n, 31, 239n, 260n Kydland, FinnE., 198 Rogoff, Kenneth, 19, 23, 32n, 50, 67, 71, 84n, 89, 110 LaHaye, Laura, 109 Roll, Richard, 125n, 127 Levich, Richard M, 169n Ross, Stephen A., 114n Levinson, N., 249 Rubenstein, Mark, 115 Lipsey, Richard, 324 Litterman, Robert B., 95 Sachs, Jeffrey, 260n, 279, 306, 306n, 315 Liviatan, Nissan, 320 Sargan, John D., 327 Longworth, David, 21, 114 Sargent, Thomas J., 128, 128n, 184, 193, Lucas, Robert E., Jr., 115, 116, 157, 193 212, 359 Schmidt, Peter, 175n Makin, H. John, 227 Schwert, William, 108 Malinvaud, Edmond, 212 Shafer, Jeffrey R., 35, 37 Marion, Nancy, 279 Sheffrin, Steven M., 97 n Martin, John P., 32n Shigehara, K., 190 Masson, Paul, 32n Shiller, Robert J., 36, 118n 375 Author Index Simpson, Thomas D., 96 Tobin, James, 86, 345, 357 Sims, Christopher A., 69, 128, 128n Townend, John, 67 Singleton, Kenneth, 35, 95n, 129,137,148, Townsend, Robert, 116n 151, 152 Tryon, Ralph, 95 n Solnik, Bruno, 125n Spitaeller, Erich, 190 van Wijnbergen, S., 306 Stone, Joe A., 84n Sundaresan, M., 114n Wallace, Neil, 251 n Svensson, Lars, 279 Westerfield, Janice M., 89n Whalen, Edward L., 86 Taylor, John B., 235, 238, 238n, 255n Wilson, Charles, 235 Taylor, Lance, 236, 236n Theil, Henri, 197, 198 Zellner, Arnold, 128 Thygesen, Niels, 190 Subject Index Accounting framework, 22-24; as basis for Capital, allocation of, 292-97, 311-12 forecasting, 52-53 Capital asset pricing model (CAPM), 128; Aggregate demand: determinants of, 336, and risk premiums, 115. See also Asset 366; and devaluation, 10; and nominal pricing models price of domestic goods, 236 Capital mobility: controls on, 245-47; and Aggregate price index, 238; and domestic flexible exchange rates, 247-50; intersec- pricing decisions, 254 toral, 295; and prefixed rates, 239-45 Asset approach models, compared with Capital movements, determinants of, 279- random walk model, 110-11. See also 80 Flexible-price model; Sticky-price model Capital stock adjustment, and domestic Asset payoff, denned, 116n equilibrium, 291-92 Asset-pricing models, 4, 108; and exchange Central Bank behavior, model of, 192-96 rate models, 5 Coefficient constraints, described, 86-88 Asymptotic distribution theory, 120 Committee of Twenty, 122 Competition and Credit Control Act (U.K.), 215 Balance of payments: concept of, 32; con- Competitiveness: changes in, 346, 347, 350; straints, 32-33; equilibrium, 30; and oil constant, 350-55 prices, 10-11; and welfare function, 193 Constant risk premium hypothesis, 6 Banque de France, 213 Consumption risk, and risk premium, 149 Behavioral assumptions, inadequacy of, 24 Contracts, length of, 238, 241, 253 Belgium: credit controls in, 213; inflation Crawling peg rule, 237, 245-47 target in, 201; policy reaction to inflation Credit controls, 198; in Belgium, 213; in in, 8 Canada, 213; in France, 213; in Germany Bretton Woods system, breakdown of, 120 213-14, in Italy, 214; in Sweden, 214-15; Britain.