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Kenneth Kasa

Personal Details

First Name:Kenneth
Middle Name:
Last Name:Kasa
Suffix:
RePEc Short-ID:pka48
http://www.sfu.ca/~kkasa/
Department of Economics Simon Fraser University 8888 University Drive V5A 1S6 CANADA
604-291-5406

Affiliation

Department of Economics
Simon Fraser University

Burnaby, Canada
https://www.sfu.ca/economics/
RePEc:edi:desfuca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Leyla Jianyu Han & Kenneth Kasa, 2019. "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers dp19-04, Department of Economics, Simon Fraser University.
  2. Kenneth Kasa & Xiaowen Lei, 2017. "Risk, Uncertainty, and the Dynamics of Inequality," Discussion Papers dp17-06, Department of Economics, Simon Fraser University.
  3. In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
  4. In-Koo Cho & Kenneth Kasa, 2013. "An Escape Time Interpretation of Robust Control," Discussion Papers dp13-07, Department of Economics, Simon Fraser University.
  5. Kenneth Kasa, 2012. "A Behavioral Defense of Rational Expectations," Discussion Papers dp12-05, Department of Economics, Simon Fraser University.
  6. Ken Kasa & Todd Walker & Charles Whiteman, 2012. "Heterogenous Beliefs and Tests of Present Value Models," Discussion Papers dp12-06, Department of Economics, Simon Fraser University.
  7. In-Koo Cho & Ken Kasa, 2012. "Model Validation and Learning," Discussion Papers dp12-07, Department of Economics, Simon Fraser University.
  8. Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.
  9. Kenneth Kasa & In-Koo Cho, 2009. "Learning About Identification," 2009 Meeting Papers 762, Society for Economic Dynamics.
  10. In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
  11. Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006. "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  12. In-Koo Cho & Kenneth Kasa, 2003. "Learning Dynamics and Endogenous Currency Crises," Computing in Economics and Finance 2003 132, Society for Computational Economics.
  13. Kenneth Kasa, 2000. "A robust Hansen-Sargent prediction formula," Working Paper Series 2000-11, Federal Reserve Bank of San Francisco.
  14. Kenneth Kasa, 2000. "Learning, large deviations, and recurrent currency crises," Working Paper Series 2000-10, Federal Reserve Bank of San Francisco.
  15. Kenneth Kasa, 2000. "Testing present value models of the current account: a cautionary note," Working Paper Series 2000-12, Federal Reserve Bank of San Francisco.
  16. Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Paper Series 99-14, Federal Reserve Bank of San Francisco.
  17. Kenneth Kasa & Mark M. Spiegel, 1999. "The role of relative performance in bank closure decisions," Working Papers in Applied Economic Theory 99-07, Federal Reserve Bank of San Francisco.
  18. Kenneth Kasa, 1998. "Borrowing constraints and asset market dynamics: evidence from the Pacific Basin," Pacific Basin Working Paper Series 98-04, Federal Reserve Bank of San Francisco.
  19. Chan Guk Huh & Kenneth Kasa, 1997. "A dynamic model of export competition, policy coordination and simultaneous currency collapse," Pacific Basin Working Paper Series 97-08, Federal Reserve Bank of San Francisco.
  20. Kenneth Kasa & Helen Popper, 1995. "Monetary policy in Japan: a structural VAR analysis," Pacific Basin Working Paper Series 95-12, Federal Reserve Bank of San Francisco.
  21. Kenneth Kasa, 1995. "Signal extraction and the propagation of business cycles," Working Papers in Applied Economic Theory 95-14, Federal Reserve Bank of San Francisco.
  22. Kenneth Kasa, 1994. "A comparison of discount rate models using international stock market data," Working Papers in Applied Economic Theory 94-15, Federal Reserve Bank of San Francisco.
  23. Kenneth Kasa, 1994. "Optimal policy with limited commitment," Working Papers in Applied Economic Theory 94-16, Federal Reserve Bank of San Francisco.
  24. Kenneth Kasa, 1993. "Interpreting the dynamics in U.S. international trade," Working Papers in Applied Economic Theory 94-01, Federal Reserve Bank of San Francisco.

Articles

  1. Lei, Xiaowen & Lu, Dong & Kasa, Kenneth, 2022. "“Wait And See” Or “Fear Of Floating”?," Macroeconomic Dynamics, Cambridge University Press, vol. 26(4), pages 833-884, June.
  2. Ken Kasa, 2019. "Doubt and hope in economics: A review of Kiyohiko G. Nishimura and Hiroyuki Ozaki's Economics of Pessimism and Optimism," International Finance, Wiley Blackwell, vol. 22(1), pages 118-122, May.
  3. Kasa, Kenneth & Lei, Xiaowen, 2018. "Risk, uncertainty, and the dynamics of inequality," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
  4. In-Koo Cho & Kenneth Kasa, 2017. "Gresham's Law of Model Averaging," American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
  5. In-Koo Cho & Kenneth Kasa, 2017. "Model Averaging and Persistent Disagreement," Review, Federal Reserve Bank of St. Louis, vol. 99(3), pages 279-294.
  6. In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
  7. Cho, In-Koo & Kasa, Kenneth, 2014. "An escape time interpretation of robust control," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 1-12.
  8. Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014. "Heterogeneous Beliefs and Tests of Present Value Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
  9. Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
  10. Kasa, Ken & Kuttner, Kenneth, 2010. "Introduction," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 107-109, August.
  11. Kenneth Kasa & Mark M. Spiegel, 2008. "The role of relative performance in bank closure decisions," Economic Review, Federal Reserve Bank of San Francisco, pages 17-29.
  12. Cho, In-Koo & Kasa, Kenneth, 2008. "Learning Dynamics And Endogenous Currency Crises," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 257-285, April.
  13. Kenneth Kasa, 2006. "Robustness and Information Processing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 1-33, January.
  14. Kenneth Kasa, 2004. "Learning, Large Deviations, And Recurrent Currency Crises," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 141-173, February.
  15. Kasa, Kenneth, 2003. "Testing present value models of the current account: a cautionary note," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 557-569, August.
  16. Kasa, Kenneth, 2002. "Model Uncertainty, Robust Policies, And The Value Of Commitment," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 145-166, February.
  17. Kenneth Kasa, 2001. "Will inflation targeting work in developing countries?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan.12.
  18. Kasa, Kenneth, 2001. "A robust Hansen-Sargent prediction formula," Economics Letters, Elsevier, vol. 71(1), pages 43-48, April.
  19. Kenneth Kasa & Chan Huh, 2001. "A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse," Review of International Economics, Wiley Blackwell, vol. 9(1), pages 68-80, February.
  20. Kenneth Kasa, 2000. "Knightian uncertainty and home bias," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct6.
  21. Kenneth Kasa, 2000. "The composition of international capital flows," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun2.
  22. Kenneth Kasa, 2000. "Forecasting the Forecasts of Others in the Frequency Domain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October.
  23. Kasa, Kenneth, 1999. "Will the Fed Ever Learn?," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 279-292, April.
  24. Kenneth Kasa, 1999. "Why attack a currency board?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov26.
  25. Kasa, Kenneth, 1999. "An observational equivalence among -control policies," Economics Letters, Elsevier, vol. 64(2), pages 173-180, August.
  26. Kenneth Kasa, 1999. "Time for a Tobin tax?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr9.
  27. Kenneth Kasa, 1998. "Contractionary effects of devaluation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov13.
  28. Kenneth Kasa, 1998. "Could Russia have learned from China?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep4.
  29. Chan Guk Huh & Kenneth Kasa, 1998. "Export competition and contagious currency crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan16.
  30. Kasa, Kenneth, 1998. "Optimal policy with limited commitment," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 887-910, June.
  31. Kenneth Kasa, 1998. "Identifying the source of dynamics in disaggregated import data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 305-320.
  32. Kenneth Kasa, 1998. "Borrowing constraints and asset market dynamics: evidence from the Pacific Basin," Economic Review, Federal Reserve Bank of San Francisco, pages 17-28.
  33. Kenneth Kasa, 1997. "Japanese trade deficits?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct3.
  34. Kasa, Kenneth, 1997. "Consumption-based versus production-based models of international equity markets," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 653-680, September.
  35. Kasa, Ken & Popper, Helen, 1997. "Monetary Policy in Japan: A Structural VAR Analysis," Journal of the Japanese and International Economies, Elsevier, vol. 11(3), pages 275-295, September.
  36. Kenneth Kasa, 1997. "Does Singapore invest too much?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may15.
  37. Eric Fisher & Kenneth Kasa, 1997. "Generational accounting in open economies," Economic Review, Federal Reserve Bank of San Francisco, pages 34-46.
  38. Kenneth Kasa, 1996. "Post-1997 Hong Kong: a view from the financial markets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov29.
  39. Kenneth Kasa & Helen Popper, 1996. "New measures of Japanese monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
  40. Kenneth Kasa, 1995. "Comovements among national stock markets," Economic Review, Federal Reserve Bank of San Francisco, pages 14-20.
  41. Kenneth Kasa, 1995. "Understanding trends in foreign exchange rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun9.
  42. Kenneth Kasa, 1995. "Gaiatsu," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep15.
  43. Kenneth Kasa, 1994. "Measuring the gains from international portfolio diversification," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr8.
  44. Kenneth Kasa, 1994. "International trade and U.S. labor market trends," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.
  45. Kenneth Kasa, 1994. "Finite horizons and the twin deficits," Economic Review, Federal Reserve Bank of San Francisco, pages 19-28.
  46. Kenneth Kasa, 1994. "Growth and government policy: lessons from Hong Kong and Singapore," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct21.
  47. Kasa, Kenneth, 1992. "Adjustment costs and pricing-to-market theory and evidence," Journal of International Economics, Elsevier, vol. 32(1-2), pages 1-30, February.
  48. Kasa, Kenneth, 1992. "Common stochastic trends in international stock markets," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 95-124, February.
  49. Kasa, Kenneth, 1991. "Extensions of the Hansen-Sargent prediction formulas to sampled and aggregated data," Economics Letters, Elsevier, vol. 35(3), pages 291-295, March.
  50. Kasa, Kenneth, 1989. "Solution and estimation of a bivariate interdependent adjustment cost model," Economics Letters, Elsevier, vol. 31(3), pages 225-230, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Journal Pages, Weighted by Simple Impact Factor
  9. Number of Journal Pages, Weighted by Recursive Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors
  11. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  13. Euclidian citation score

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Learning and Expectations Macroeconomists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (3) 2012-04-10 2012-04-17 2016-05-14
  2. NEP-ECM: Econometrics (2) 2012-04-17 2016-05-14
  3. NEP-FOR: Forecasting (2) 2006-09-30 2012-04-10
  4. NEP-CBA: Central Banking (1) 2012-04-10
  5. NEP-CBE: Cognitive and Behavioural Economics (1) 2012-04-10
  6. NEP-CFN: Corporate Finance (1) 2019-07-29
  7. NEP-CTA: Contract Theory and Applications (1) 2019-07-29
  8. NEP-DEM: Demographic Economics (1) 2017-03-05
  9. NEP-DGE: Dynamic General Equilibrium (1) 2012-04-10
  10. NEP-EVO: Evolutionary Economics (1) 2012-04-10
  11. NEP-FIN: Finance (1) 2006-09-30
  12. NEP-FMK: Financial Markets (1) 2006-09-30
  13. NEP-HPE: History and Philosophy of Economics (1) 2012-04-10
  14. NEP-IFN: International Finance (1) 1999-06-08
  15. NEP-IND: Industrial Organization (1) 1999-10-20
  16. NEP-MAC: Macroeconomics (1) 2007-01-13
  17. NEP-MON: Monetary Economics (1) 2012-04-10
  18. NEP-OPM: Open Economy Macroeconomics (1) 2012-04-10
  19. NEP-ORE: Operations Research (1) 2019-07-29
  20. NEP-UPT: Utility Models and Prospect Theory (1) 2012-04-10

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