C. Engel

发表

Long Swings in the Dollar: Are They in the Data and Do Markets Know It? The American Economic Review

James D. Hamilton, C. Engel, 1990 .

Can the Markov Switching Model Forecast Exchange Rates?

C. Engel, 1992 .

A Test of International CAPM

C. Engel, A. Rodrigues, 1986 .

Exchange Rates and Fundamentals

C. Engel, K. West, Ken West, 2003, Journal of Political Economy.

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

C. Engel, J. Rogers, 1999 .

How Wide is the Border?

C. Engel, J. Rogers, Charles M. Engel, 1994 .

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

Chang‐Jin Kim, C. Engel, Chang‐Jin Kim, 1996 .

International Coordination of Central Bank Policy

C. Engel, 2015 .

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

C. Engel, 2000 .

Real Exchange Rates and Sectoral Productivity in the Eurozone † By

C. Engel, Martin Berka, M. Devereux, 2015 .

Intranational, Intracontinental, and Intraplanetary PPP*

C. Engel, J. Rogers, Michael K. Hendrickson, 1997 .

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

C. Engel, J. Rogers, Michael K. Hendrickson, 1997 .

The International Financial Crisis and Policy Challenges in Asia and the Pacific

C. Goodhart, S. Sundaresan, Jacob Gyntelberg, 2010 .

CAMA Centre for Applied Macroeconomic Analysis Real Exchange Rates and Sectoral Productivity in the Eurozone CAMA Working Paper 66 / 2014 October 2014

C. Engel, Martin Berka, M. Devereux, 2014 .

Comment

C. Engel, 2012, NBER Macroeconomics Annual.

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

C. Engel, Kenneth M. Kletzer, 1989 .

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

C. Engel, Kenneth M. Kletzer, 1987 .

Exchange Rate Stabilization and Welfare

C. Engel, 2014 .

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

C. Engel, Jian Wang, 2007 .

Expenditure Switching and Exchange-Rate Policy

C. Engel, 2002, NBER Macroeconomics Annual.

Relative Price Volatility: What Role Does the Border Play

C. Engel, J. Rogers, 1998 .

Deviations from Purchasing Power Parity: Causes and Welfare Costs

C. Engel, J. Rogers, 2000 .

European Product Market Integration after the Euro

C. Engel, J. Rogers, 2004 .

Tariffs, Saving and the Current Account

C. Engel, Kenneth M. Kletzer, 1986 .

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

C. Engel, Mengqi Wang, Nan Xiang, 2021, SSRN Electronic Journal.

Relative Returns on Equities in Pacific Basin Countries

C. Engel, J. Rogers, 1994 .

Deviations from purchasing power parity: causes and welfare costs

C. Engel, J. Rogers, 2001 .

Deviations from Purchasing Power Parity : Causes and Welfare Costs

C. Engel, J. Rogers, 2000 .

Trade Policy Under Endogenous Credibility

C. Engel, Kenneth M. Kletzer, 1987 .

International Trade in Durable Goods in Sticky Price Models ∗

C. Engel, Jian Wang, 2008 .

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

C. Engel, Charles M. Engel, 1995 .

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

C. Engel, 1998 .

Tests of CAPM on an International Portfolio of Bonds and Stocks

C. Engel, 1993 .

The Risk Premium and the Liquidity Premium in Foreign Exchange Markets

C. Engel, 1992 .

The Optimal Choice of Exchange Rate Regime

C. Engel, M. Devereux, 2001 .

The empirical evidence on the efficiency of forward and futures foreign exchange markets: Robert J. Hodrick, (Harwood Academic Publishers, Chur, Switzerland, 1987) pp. 174, $29.00

C. Engel, 1988 .

Currency Misalignments and Optimal Monetary Policy: A Reexamination

C. Engel, 2009 .

Revisiting Exchange Rate Puzzles

C. Engel, Feng Zhu, 2018 .

Regional Patterns in the Law of One Price

C. Engel, J. Rogers, 1997 .

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

C. Engel, J. Rogers, 1995 .

Tariffs and saving in a model with new generations

C. Engel, Kenneth M. Kletzer, 1990 .

Tariffs and Saving in a Model with New Families

C. Engel, Kenneth M. Kletzer, 1988 .

Exchange rate policies

C. Engel, 2009 .

Reliability of policy announcements and the effects of monetary policy

C. Engel, 1985 .

The secular inflation term in open-economy Phillips curves

C. Engel, J. Frankel, 1984 .

Euro's price

C. Engel, J. Rogers, 2004 .

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

C. Engel, 1987 .

The Distribution of Exchange Rates in the EMS

Craig S. Hakkio, C. Engel, 1994 .

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

C. Engel, K. West, Ken West, 2004 .

[The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?]: Comment

C. Engel, 2000, NBER Macroeconomics Annual.

Tests of International CAPM with Time-Varying Covariances

C. Engel, A. Rodrigues, 1987 .

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

C. Engel, M. Devereux, Charles M. Engel, 2005, SSRN Electronic Journal.

Implementable Rules for International Monetary Policy Coordination

C. Engel, M. Devereux, G. Lombardo, 2020 .

Real exchange rate convergence: The roles of price stickiness and monetary policy

C. Engel, 2019, Journal of Monetary Economics.

Pass-Through, Exchange Rates, and Monetary Policy

C. Engel, 2009 .

Expectations, Real Exchange Rates, and Monetary Policy

C. Engel, M. Devereux, 2008 .

Expectations and Exchange Rate Policy

C. Engel, M. Devereux, Charles M. Engel, 2006 .

Inflation and Globalisation: A Modelling Perspective

C. Engel, 2013 .

The International Diversification Puzzle When Goods Prices are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios

C. Engel, A. Matsumoto, 2009, SSRN Electronic Journal.

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

C. Engel, Charles M. Engel, M. Devereux, 2002 .

Tests of mean-variance efficiency of international equity markets

C. Engel, A. Rodrigues, Charles M. Engel, 1993 .

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

C. Engel, M. Devereux, 1998 .

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

C. Engel, M. Devereux, C. Tille, 1999 .

Accounting for U.S. Real Exchange Rate Changes

C. Engel, 1995, Journal of Political Economy.

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

C. Engel, 2005 .

Real Exchange Rate Adjustment In and Out of the Eurozone

Martin Berka, C. Engel, Martin Berka, 2012 .

A note on cointegration and international capital market efficiency

C. Engel, 1996 .

Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets

C. Engel, J. Rogers, 2008 .

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

C. Engel, M. Devereux, Charles M. Engel, 2002 .

Why interest rates react to money announcements: An explanation from the foreign exchange market

C. Engel, J. Frankel, 1984 .

crisis , exit , fiscal policy , redenomination premium , regime ‐ switching model and sovereign debt crisis

Christopher J. Waller, Leopold von Thadden, H. Uhlig, 2015 .

Relative Price Volatility: What Role Does the Border Play?

C. Engel, J. Rogers, 1999 .

Macroprudential Policy under High Capital Mobility: Policy Implications from an Academic Perspective

C. Engel, 2016 .

Real Exchange Rates and Relative Prices: An Empirical Investigation

C. Engel, Charles M. Engel, 1992 .

The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios

C. Engel, A. Matsumoto, 2009 .

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

C. Engel, Charles M. Engel, Charles M. Engel, 2001 .

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

C. Engel, Charles M. Engel, M. Devereux, 2003 .

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

C. Engel, Charles M. Engel, 2015 .

Capital Controls: What Have We Learned?

C. Engel, Charles M. Engel, 2012 .

The trade balance and real exchange rate under currency substitution

C. Engel, 1989 .

Debauchery and Original Sin: The Currency Composition of Sovereign Debt

C. Engel, Jungjae Park, 2018, Journal of the European Economic Association.

International Borrowing to Finance Investment

C. Engel, Kenneth M. Kletzer, 1986 .

Trade Invoicing in the Accession Countries: Are They Suited to the Euro? [with Comments]

C. Engel, L. Goldberg, R. Portes, 2005, NBER International Seminar on Macroeconomics.

Liquidity and Exchange Rates - An Empirical Investigation

C. Engel, S. Wu, 2018, The Review of Economic Studies.

The International Monetary System: Forty years after Bretton Woods: Review essay

C. Engel, 1986 .

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

C. Engel, J. Frankel, 1982 .

The Responsiveness of Consumer Prices to Exchange Rates: A Synthesis of Some New Open Economy Macro Models

C. Engel, Charles M. Engel, 2002 .

Exchange Rates and Interest Parity

C. Engel, Charles M. Engel, Charles M. Engel, 2013 .

Portfolio Choice in a Monetary Open-Economy DSGE Model

C. Engel, A. Matsumoto, 2005, SSRN Electronic Journal.

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

C. Engel, M. Devereux, 1999 .

Exchange Rate Puzzles: Evidence from Rigidly Fixed Nominal Exchange Rate Systems

C. Engel, Feng Zhu, 2019 .

Expenditure Switching and Exchange Rate Policy

C. Engel, 2002 .

On the foreign exchange risk premium in a general equilibrium model

C. Engel, Charles M. Engel, 1992 .

Long Swings in the Exchange Rate: are They in the Data and Do Markets Know it?

James D. Hamilton, C. Engel, Charles M. Engel, 1989 .

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Long-horizon Forecasts of Asset Prices When the Discount Factor Is Close to Unity

C. Engel, Jian Wang, Jason Wu, 2022 .

Tests of conditional mean-variance efficiency of the U.S. stock market

Kenneth A. Froot, C. Engel, J. Frankel, 1995 .

Some New Variance Bounds for Asset Prices

C. Engel, 2004 .

Factor Model Forecasts of Exchange Rates

Charles Engel, C. Engel, K. West, 2012 .

A Model of Foreign Exchange Rate Indetermination

C. Engel, 1996 .

Exchange Rate Dynamics, Sticky Prices and the Current Account

Robert P. Flood, C. Engel, 1985 .

The Global Financial Crisis Project Synopsis

C. Engel, J. Frankel, Kristin J. Forbes, 2009 .

Exchange rate regimes and volatility

Craig S. Hakkio, C. Engel, 1993 .

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

C. Engel, S. Wu, Charles M. Engel, 2017, Journal of International Money and Finance.

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

C. Engel, 1999 .

Rent Sharing, Aggregate Saving and Growth

C. Engel, Kenneth M. Kletzer, 1998 .

International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?

C. Engel, A. Matsumoto, 2009, SSRN Electronic Journal.

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

Kenneth A. Froot, C. Engel, J. Frankel, 1989 .

Exchange Rates, Interest Rates, and the Risk Premium

C. Engel, 2015 .

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

C. Engel, 2011 .

Empirical exchange rate models

Andrew K. Rose, John H. Rogers, A. Rose, 2003 .

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

Jian Wang, C. Engel, Jian Wang, 2008 .

Revisiting the Border: An Assessment of the Law of One Price Using Very Disaggregated Consumer Price Data

C. Engel, J. Rogers, Shing-Yi B. Wang, 2003 .

Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion]

Kenneth S. Rogoff, B. Rossi, C. Engel, 2007, NBER Macroeconomics Annual.

Exchange Rates and Fundamentals

C. Engel, K. West, 2005, SSRN Electronic Journal.

Safe U.S. Assets and U.S. Capital Flows

C. Engel, 2020, Journal of International Money and Finance.

Long-Horizon Forecasts of Asset Prices when the Discount Factor is Close to Unity *

C. Engel, Jian Wang, Jason Wu, 2010 .

Portfolio Choice and Home Bias in Equities in a Monetary Open- Economy DSGE Model

C. Engel, A. Matsumoto, 2005 .

Long-Run PPP May Not Hold after All

C. Engel, 1996 .

Comment

C. Engel, 2012, NBER International Seminar on Macroeconomics.

Does "Aggregation Bias" Explain the PPP Puzzle?

C. Engel, Shiu‐Sheng Chen, 2004 .

Real exchange rates and relative prices

C. Engel, 1993 .

Policy Cooperation, Incomplete Markets, and Risk Sharing

C. Engel, 2016 .

Exchange Rates and Fundamentals

C. Engel, Charles M. Engel, Kenneth D. West, 2003, Journal of Political Economy.

Home Bias in Equities under New Open Economy Macroeconomics

C. Engel, A. Matsumoto, 2004 .

Exchange Rates and Prices

C. Engel, 1998 .

Local-Currency Pricing and the Choice of Exchange-Rate Regime

C. Engel, 2000 .

Testing for the absence of expected real profits from forward market speculation

C. Engel, 1984 .

Global Interest Rates, Currency Returns, and the Real Value of the Dollar

C. Engel, K. West, 2010 .

THE SECULAR INFLATION TERM IN OPEN-ECONOMY P H I L L I ~ CURVES

C. Engel, J. Frankel, Buiter-Miller Frankel Mussa, 1984 .

Current Account Policies

C. Engel, 1985 .

On the Relationship between Pass-Through and Sticky Nominal Prices

C. Engel, Charles M. Engel, 2004 .

DANMARKS NATIONALBANK WORKING PAPERS 2002 • 7

C. Engel, M. Devereux, 2002 .