Lista de obras - Charles Engel - Dominio Público Uruguay

A Model of Foreign Exchange Rate Indetermination ⬇️

artículo científico publicado en 1996

A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar ⬇️

artículo científico publicado en 2021

A Test of International CAPM ⬇️

artículo científico publicado en 1986

Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One ⬇️

artículo científico publicado en 2004

Accounting for U.S. Real Exchange Rate Changes ⬇️

Can the Markov Switching Model Forecast Exchange Rates? ⬇️

artículo científico publicado en 1992

Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?" ⬇️

Conditional Mean-Variance Efficiency of the U.S. Stock Market ⬇️

artículo científico publicado en 1989

Currency Misalignments and Optimal Monetary Policy: A Reexamination ⬇️

artículo científico publicado en 2009

Currency Unions and International Integration ⬇️

artículo científico publicado en 2000

Debauchery and Original Sin: The Currency Composition of Sovereign Debt ⬇️

Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test ⬇️

artículo científico publicado en 1982

Does "Aggregation Bias" Explain the PPP Puzzle? ⬇️

artículo científico publicado en 2004

Endogenous Currency of Price Setting in a Dynamic Open Economy Model ⬇️

Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance ⬇️

Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing ⬇️

artículo científico publicado en 2005

Exchange Rate Models Are Not as Bad as You Think ⬇️

artículo científico publicado en 2007

Exchange Rate Pass-Through and the Welfare Effects of the Euro ⬇️

working paper

Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect ⬇️

artículo científico publicado en 2002

Exchange Rates and Fundamentals ⬇️

artículo científico publicado en 2004

Exchange Rates and Interest Parity ⬇️

artículo científico publicado en 2013

Exchange Rates, Interest Rates, and the Risk Premium ⬇️

artículo científico publicado en 2015

Expectations and Exchange Rate Policy ⬇️

artículo científico publicado en 2006

Expenditure Switching and Exchange Rate Policy ⬇️

artículo científico publicado en 2002

Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy ⬇️

artículo científico publicado en 2006

Factor Model Forecasts of Exchange Rates ⬇️

artículo científico publicado en 2012

Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime ⬇️

artículo científico publicado en 1998

Forecasting the U.S. Dollar in the 21st Century ⬇️

artículo científico publicado en 2021

How Wide is the Border? ⬇️

artículo científico publicado en 1994

International Borrowing to Finance Investment ⬇️

artículo científico publicado en 1986

International Coordination of Central Bank Policy ⬇️

artículo científico publicado en 2015

International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities ⬇️

artículo científico publicado en 2008

Intra-National, Intra-Continental, and Intra-Planetary PPP ⬇️

Liquidity and Exchange Rates: An Empirical Investigation ⬇️

artículo científico publicado en 2018

Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? ⬇️

artículo científico publicado en 1989

Long-Run PPP May Not Hold After All ⬇️

artículo científico publicado en 1996

Macroprudential Policy in a World of High Capital Mobility: Policy Implications from an Academic Perspective ⬇️

artículo científico publicado en 2015

Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility ⬇️

artículo científico publicado en 2000

On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models ⬇️

artículo científico publicado en 1999

Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets ⬇️

Portfolio Choice in a Monetary Open-Economy DSGE Model ⬇️

artículo científico publicado en 2006

Real Exchange Rates and Relative Prices: An Empirical Investigation ⬇️

artículo científico publicado en 1992

Real Exchange Rates and Sectoral Productivity in the Eurozone ⬇️

artículo científico publicado en 2014

Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies ⬇️

artículo científico publicado en 1995

Relative Returns on Equities in Pacific Basin Countries ⬇️

artículo científico publicado en 1994

Saving and Investment in an Open Economy with Non-Traded Goods ⬇️

artículo científico publicado en 1987

Some New Variance Bounds for Asset Prices ⬇️

artículo científico publicado en 2004

Tariffs and Saving in a Model with New Families ⬇️

Tariffs, Saving and the Current Account ⬇️

artículo científico publicado en 1986

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate ⬇️

Tests of CAPM on an International Portfolio of Bonds and Stocks ⬇️

artículo científico publicado en 1993

Tests of International CAPM with Time-Varying Covariances ⬇️

artículo científico publicado en 1987

The Adjustment of Prices and the Adjustment of the Exchange Rate ⬇️

The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market ⬇️

artículo científico publicado en 1993

The Distribution of Exchange Rates in the EMS ⬇️

artículo científico publicado en 1994

The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence ⬇️

artículo científico publicado en 1995

The Long-Run U.S./U.K. Real Exchange Rate ⬇️

artículo científico publicado en 1996

The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production ⬇️

artículo científico publicado en 1999

The Real Effects of Foreign Inflation in the Presence of Currency Substitution ⬇️

The Real Exchange Rate, Real Interest Rates, and the Risk Premium ⬇️

artículo científico publicado en 2011

The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy... ⬇️

artículo científico publicado en 2002

The U.S. Current Account Deficit and the Expected Share of World Output ⬇️

artículo científico publicado en 2006

The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules ⬇️

Trade Policy under Endogenous Credibility ⬇️

article published in 1987

Violating the Law of One Price: Should We Make a Federal Case Out of It? ⬇️

artículo científico publicado en 1999

Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market ⬇️

artículo científico publicado en 1982

Lista de obras de Charles Engel

A Model of Foreign Exchange Rate Indetermination ⬇️

A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar ⬇️

A Test of International CAPM ⬇️

Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One ⬇️

Accounting for U.S. Real Exchange Rate Changes ⬇️

Can the Markov Switching Model Forecast Exchange Rates? ⬇️

Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?" ⬇️

Conditional Mean-Variance Efficiency of the U.S. Stock Market ⬇️

Currency Misalignments and Optimal Monetary Policy: A Reexamination ⬇️

Currency Unions and International Integration ⬇️

Debauchery and Original Sin: The Currency Composition of Sovereign Debt ⬇️

Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test ⬇️

Does "Aggregation Bias" Explain the PPP Puzzle? ⬇️

Endogenous Currency of Price Setting in a Dynamic Open Economy Model ⬇️

Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance ⬇️

Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing ⬇️

Exchange Rate Models Are Not as Bad as You Think ⬇️

Exchange Rate Pass-Through and the Welfare Effects of the Euro ⬇️

Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect ⬇️

Exchange Rates and Fundamentals ⬇️

Exchange Rates and Interest Parity ⬇️

Exchange Rates, Interest Rates, and the Risk Premium ⬇️

Expectations and Exchange Rate Policy ⬇️

Expenditure Switching and Exchange Rate Policy ⬇️

Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy ⬇️

Factor Model Forecasts of Exchange Rates ⬇️

Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime ⬇️

Forecasting the U.S. Dollar in the 21st Century ⬇️

How Wide is the Border? ⬇️

International Borrowing to Finance Investment ⬇️

International Coordination of Central Bank Policy ⬇️

International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities ⬇️

Intra-National, Intra-Continental, and Intra-Planetary PPP ⬇️

Liquidity and Exchange Rates: An Empirical Investigation ⬇️

Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? ⬇️

Long-Run PPP May Not Hold After All ⬇️

Macroprudential Policy in a World of High Capital Mobility: Policy Implications from an Academic Perspective ⬇️

Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility ⬇️

On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models ⬇️

Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets ⬇️

Portfolio Choice in a Monetary Open-Economy DSGE Model ⬇️

Real Exchange Rates and Relative Prices: An Empirical Investigation ⬇️

Real Exchange Rates and Sectoral Productivity in the Eurozone ⬇️

Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies ⬇️

Relative Returns on Equities in Pacific Basin Countries ⬇️

Saving and Investment in an Open Economy with Non-Traded Goods ⬇️

Some New Variance Bounds for Asset Prices ⬇️

Tariffs and Saving in a Model with New Families ⬇️

Tariffs, Saving and the Current Account ⬇️

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate ⬇️

Tests of CAPM on an International Portfolio of Bonds and Stocks ⬇️

Tests of International CAPM with Time-Varying Covariances ⬇️

The Adjustment of Prices and the Adjustment of the Exchange Rate ⬇️

The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market ⬇️

The Distribution of Exchange Rates in the EMS ⬇️

The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence ⬇️

The Long-Run U.S./U.K. Real Exchange Rate ⬇️

The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production ⬇️

The Real Effects of Foreign Inflation in the Presence of Currency Substitution ⬇️

The Real Exchange Rate, Real Interest Rates, and the Risk Premium ⬇️

The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy... ⬇️

The U.S. Current Account Deficit and the Expected Share of World Output ⬇️

The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules ⬇️

Trade Policy under Endogenous Credibility ⬇️

Violating the Law of One Price: Should We Make a Federal Case Out of It? ⬇️

Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market ⬇️