Search filters

List of works by Charles Engel

A Model of Foreign Exchange Rate Indetermination

scientific article published in September 1996

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

scientific article published in February 2021

A Test of International CAPM

scientific article published in October 1986

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

scientific article published in February 2004

Accounting for U.S. Real Exchange Rate Changes

Can the Markov Switching Model Forecast Exchange Rates?

scientific article published in November 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

scientific article published in March 1989

Currency Misalignments and Optimal Monetary Policy: A Reexamination

scientific article published in April 2009

Currency Unions and International Integration

scientific article published in September 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

scientific article published in December 1982

Does "Aggregation Bias" Explain the PPP Puzzle?

scientific article published in February 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

scientific article published in March 2005

Exchange Rate Models Are Not as Bad as You Think

scientific article published in August 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

scientific article published in March 2002

Exchange Rates and Fundamentals

scientific article published in August 2004

Exchange Rates and Interest Parity

scientific article published in August 2013

Exchange Rates, Interest Rates, and the Risk Premium

scientific article published in March 2015

Expectations and Exchange Rate Policy

scientific article published in May 2006

Expenditure Switching and Exchange Rate Policy

scientific article published in June 2002

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

scientific article published in May 2006

Factor Model Forecasts of Exchange Rates

scientific article published in September 2012

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

scientific article published in December 1998

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

scientific article published in February 2021

How Wide is the Border?

scientific article published in August 1994

International Borrowing to Finance Investment

scientific article published in March 1986

International Coordination of Central Bank Policy

scientific article published in February 2015

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

scientific article published in February 2008

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

Liquidity and Exchange Rates: An Empirical Investigation

scientific article published in December 2018

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

scientific article published in November 1989

Long-Run PPP May Not Hold After All

scientific article published in July 1996

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

scientific article published in February 2015

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

scientific article published in April 2000

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

scientific article published in April 1999

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

Portfolio Choice in a Monetary Open-Economy DSGE Model

scientific article published in May 2006

Real Exchange Rates and Relative Prices: An Empirical Investigation

scientific article published in December 1992

Real Exchange Rates and Sectoral Productivity in the Eurozone

scientific article published in September 2014

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

scientific article published in December 1995

Relative Returns on Equities in Pacific Basin Countries

scientific article published in February 1994

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

scientific article published in February 1987

Some New Variance Bounds for Asset Prices

scientific article published in December 2004

Tariffs and Saving in a Model with New Families

Tariffs, Saving and the Current Account

scientific article published in March 1986

Taylor Rules and the Deutschmark-Dollar Real Exchange Rate

Tests of CAPM on an International Portfolio of Bonds and Stocks

scientific article published in December 1993

Tests of International CAPM with Time-Varying Covariances

scientific article published in July 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

scientific article published in March 1993

The Distribution of Exchange Rates in the EMS

scientific article published in August 1994

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

scientific article published in October 1995

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

scientific article published in September 1996

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

scientific article published in March 1999

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

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

scientific article published in June 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...

scientific article published in January 2002

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

scientific article published in January 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?

scientific article published in July 1999

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

scientific article published in December 1982