Robert J. Hodrick | Academic Influence

Robert J. Hodrick's AcademicInfluence.com Rankings

Robert J. Hodrick

Economics

#1041

World Rank

#1216

Historical Rank

#511

USA Rank

Macroeconomics

#88

World Rank

#95

Historical Rank

#49

USA Rank

economics Degrees

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Economics

Robert J. Hodrick's Degrees

PhD Economics University of Chicago
Bachelors Economics University of Chicago

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Why Is Robert J. Hodrick Influential?

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According to Wikipedia, Robert James Hodrick , is a U.S. economist specialized in International Finance. AB, Princeton, 1972; PhD, University of Chicago, 1976. Until 1983, he served as a professor at Carnegie-Mellon University, where he worked jointly with Edward C. Prescott on business cycle, and developed the Hodrick–Prescott filter to distinguish trends from cyclical fluctuations. He taught at Northwestern University and joined Columbia University in 1996.

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Robert J. Hodrick's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Postwar U.S. Business Cycles: An Empirical Investigation (1997) (7260)
The Cross-Section of Volatility and Expected Returns (2004) (3955)
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980) (2096)
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement (1991) (1349)
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (2008) (1196)
International Stock Return Comovements (2005) (806)
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1991) (542)
The empirical evidence on the efficiency of forward and futures foreign exchange markets . The political economy of protection . The welfare economics of international trade (1987) (395)
On Testing for Speculative Bubbles (1990) (393)
An Investigation of Risk and Return in Forward Foreign Exchange (1983) (349)
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983) (332)
On Biases in the Measurement of Foreign Exchange Risk Premiums (1991) (299)
On Biases in Tests of the Expecations Hypothesis of the Term Structure of Interest Rates (1996) (278)
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates (1985) (235)
Aggregate Idiosyncratic Volatility (2010) (195)
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums (1994) (170)
The Variability of Velocity in Cash-in-Advance Models (1989) (160)
Asset Price Volatility, Bubbles, and Process Switching (1986) (123)
Foreign Currency Futures (1985) (100)
International asset pricing with time-varying risk premia (1981) (91)
The Carry Trade: Risks and Drawdowns (2014) (83)
Financial Market Efficiency Tests (1992) (81)
An Evaluation of Recent Evidence on Stock Market Bubbles (1986) (78)
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates (1985) (55)
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? (2001) (52)
U.S. International Capital Flows: Perspectives from Rational Maximizing Models (1988) (37)
An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data (2020) (36)
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle (1983) (35)
International Financial Management (2008) (29)
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics (1982) (23)
On the effects of macroeconomic policy in a maximizing model of a small open economy (1982) (22)
Estimating the Risk-Return Trade-Off with Overlapping Data Inference (2014) (19)
A Structural Estimation and Interpretation of the New Keynesian Macro Model (2003) (19)
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? (1990) (16)
On the monetary analysis of exchange rates: A comment (1979) (16)
Dynamic effects of government policies in an open economy (1980) (13)
The dynamic adjustment path for perfectly foreseen changes in monetary policy (1982) (10)
Exchange Rate and Price Dynamics with Asymmetric Information (1984) (10)
Pricing the Global Industry Portfolios (2002) (10)
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances (2014) (7)
Testable Implications of Indeterminacies in Models with Rational Expectations (1989) (7)
THE RISE IN HOUSE PRICES IN CHINA: BUBBLES OR FUNDAMENTALS? (2006) (5)
Estimating the Conditional CAPM with Overlapping Data Inference (2013) (5)
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications (2018) (4)
Money and the Open Economy Business Cycle: a Flexible Price Model (1986) (4)
Central Bank Intervention in a Rational Open Economy: A Model with Asymmetric Information (1985) (3)
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? (1999) (3)
Variance Risk in Global Markets (2019) (2)
Expectations Hypothesis Testing (2000) (2)
EMG Working Paper Series WP-EMG-05-2007 ‘ International Stock Return Comovements ’ (1)
Monetary accomodation and the variability of output, prices, and exchange rates: A comment (1982) (1)
Comment on:: Time varying liquidity in foreign exchange☆ (2002) (1)
Country and Political Risk (2017) (0)
International Debt Financing (2017) (0)
International Equity Financing (2017) (0)
International Corporate Finance (2017) (0)
The International Commonality of Idiosyncratic Variances Geert Bekaert (2019) (0)
Interest Rate and Foreign Currency Swaps (2017) (0)
7. China’s Foreign Exchange Policy: What Will China Do? What Should China Do? (2007) (0)
International Capital Market Equilibrium (2017) (0)
International Capital Markets (2017) (0)
Foreign Currency Derivatives (2017) (0)
International Capital Budgeting (2017) (0)
Globalization and the Multinational Corporation (2017) (0)
Managing Net Working Capital (2017) (0)
Managing Ongoing Operations (2017) (0)
Purchasing Power Parity and Real Exchange Rates (2017) (0)
Equilibrium Exchange Rate Hedging (2016) (0)
Speculation and Risk in the Foreign Exchange Market (2017) (0)
Financing International Trade (2017) (0)
Foreign Currency Futures and Options (2017) (0)
The first comes from the work of Meese and Rogoff (1983), who explore the out-of-sample predictive ability of the log-linear models of the 1970's that were the first rational expectations models to study exchange rates (1989) (0)

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