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Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data. Economics Letters, 35 (3): 291--295 (March 1991)Adjustment costs and pricing-to-market theory and evidence. Journal of International Economics, 32 (1-2): 1--30 (February 1992)Testing present value models of the current account: a cautionary note. Journal of International Money and Finance, 22 (4): 557--569 (August 2003)Common stochastic trends in international stock markets. Journal of Monetary Economics, 29 (1): 95--124 (February 1992)Consumption-based versus production-based models of international equity markets. Journal of International Money and Finance, 16 (5): 653--680 (Sep 19, 1997)Solution and estimation of a bivariate interdependent adjustment cost model. Economics Letters, 31 (3): 225--230 (December 1989)A robust Hansen-Sargent prediction formula. Economics Letters, 71 (1): 43--48 (April 2001)An observational equivalence among -control policies. Economics Letters, 64 (2): 173--180 (August 1999)Optimal policy with limited commitment. Journal of Economic Dynamics and Control, 22 (6): 887--910 (June 1998)