Charles Engel

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

Year: 1982
Journal: Journal of Monetary Economics
Authors: Charles Engel; Jeffrey A. Frankel

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

Year: 1982
Journal: Journal of International Economics
Authors: Jeffrey A. Frankel; Charles Engel

Tariffs, Saving and the Current Account

Year: 1986
Journal: Journal of Money, Credit and Banking
Authors: Charles Engel; Kenneth Kletzer

International Borrowing to Finance Investment

Year: 1986
Journal: No Journal Matched
Authors: Charles Engel; Kenneth Kletzer

A Test of International CAPM

Year: 1986
Journal: Oxford Economic Papers
Authors: Charles Engel; Anthony Rodrigues

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

Year: 1987
Journal: Journal of International Money and Finance
Authors: Charles Engel

Tests of International CAPM with Time-Varying Covariances

Year: 1987
Journal: Journal of Applied Econometrics
Authors: Charles Engel; Anthony P. Rodrigues

Saving and Investment in an Open Economy with Nontraded Goods

Year: 1987
Journal: International Economic Review
Authors: Charles Engel; Kenneth Kletzer

Trade Policy Under Endogenous Credibility

Year: 1987
Journal: Journal of Development Economics
Authors: Charles Engel; Kenneth Kletzer

Tariffs and Saving in a Model with New Families

Year: 1988
Journal: Journal of International Economics
Authors: Charles Engel; Kenneth Kletzer

Conditional Mean-Variance Efficiency of the US Stock Market

Year: 1989
Journal: Journal of Empirical Finance
Authors: Charles Engel; Jeffrey A. Frankel; Kenneth A. Froot; Anthony Rodriguez

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

Year: 1989
Journal: American Economic Review
Authors: Charles Engel; James D. Hamilton

Tests of CAPM on an International Portfolio of Bonds and Stocks

Year: 1993
Journal: No Journal Matched
Authors: Charles Engel

Relative Returns on Equities in Pacific Basin Countries

Year: 1994
Journal: No Journal Matched
Authors: Charles Engel; John H. Rogers

The Distribution of Exchange Rates in the EMS

Year: 1994
Journal: International Journal of Finance and Economics
Authors: Charles Engel; Craig S. Hakkio

Long-Run PPP May Not Hold After All

Year: 1996
Journal: Journal of International Economics
Authors: Charles Engel

A Model of Foreign Exchange Rate Determination

Year: 1996
Journal: No Journal Matched
Authors: Charles Engel

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

Year: 1999
Journal: Journal of Money, Credit and Banking
Authors: Charles Engel; John H. Rogers

Exchange Rate Passthrough and the Welfare Effects of the Euro

Year: 1999
Journal: International Economic Review
Authors: Michael B. Devereux; Charles Engel; Cedric Tille

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

Year: 2000
Journal: Review of Economic Studies
Authors: Michael B. Devereux; Charles Engel

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

Year: 2000
Journal: No Journal Matched
Authors: Michael B. Devereux; Charles Engel

The Adjustment of Prices and the Adjustment of the Exchange Rate

Year: 2001
Journal: No Journal Matched
Authors: Charles Engel; James C. Morley

Currency Unions and International Integration

Year: 2001
Journal: Journal of Money, Credit and Banking
Authors: Andrew K. Rose; Charles Engel

Endogenous Currency of Price Setting in a Dynamic Open Economy Model

Year: 2001
Journal: No Journal Matched
Authors: Michael B. Devereux; Charles Engel

Expenditure Switching and Exchange Rate Policy

Year: 2002
Journal: No Journal Matched
Authors: Charles Engel

The Responsiveness of Consumer Prices to Exchange Rates and the Implications for Exchange-Rate Policy: A Survey of a Few Recent New Open-Economy Macro Models

Year: 2002
Journal: Manchester School
Authors: Charles Engel

Exchange Rate Passthrough, Exchange Rate Volatility, and Exchange Rate Disconnect

Year: 2002
Journal: Journal of Monetary Economics
Authors: Michael B. Devereux; Charles Engel

Endogenous Exchange Rate Passthrough When Nominal Prices Are Set in Advance

Year: 2003
Journal: Journal of International Economics
Authors: Michael B. Devereux; Charles Engel; Peter E. Storgaard

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

Year: 2004
Journal: American Economic Review
Authors: Charles Engel; Kenneth D. West

Does Aggregation Bias Explain the PPP Puzzle?

Year: 2004
Journal: Pacific Economic Review
Authors: Shiusheng Chen; Charles Engel

Taylor Rules and the Deutsche Mark-Dollar Real Exchange Rate

Year: 2004
Journal: Journal of Money, Credit and Banking
Authors: Charles Engel; Kenneth D. West

Some New Variance Bounds for Asset Prices

Year: 2004
Journal: Journal of Money, Credit and Banking
Authors: Charles Engel

Exchange Rates and Fundamentals

Year: 2004
Journal: Journal of Political Economy
Authors: Charles Engel; Kenneth D. West

Equivalence Results for Optimal Passthrough, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing

Year: 2005
Journal: Journal of the European Economic Association
Authors: Charles Engel

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

Year: 2006
Journal: Journal of Monetary Economics
Authors: Michael B. Devereux; Charles Engel

The US Current Account Deficit and the Expected Share of World Output

Year: 2006
Journal: Journal of Monetary Economics
Authors: Charles Engel; John H. Rogers

Expectations and Exchange Rate Policy

Year: 2006
Journal: No Journal Matched
Authors: Michael B. Devereux; Charles Engel

Portfolio Choice in a Monetary Open Economy DSGE Model

Year: 2006
Journal: No Journal Matched
Authors: Charles Engel; Akito Matsumoto

Exchange Rate Models Are Not As Bad As You Think

Year: 2007
Journal: No Journal Matched
Authors: Charles Engel; Nelson C. Mark; Kenneth D. West

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

Year: 2008
Journal: Journal of International Economics
Authors: Charles Engel; Jian Wang

Currency Misalignments and Optimal Monetary Policy: A Reexamination

Year: 2009
Journal: American Economic Review
Authors: Charles Engel

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

Year: 2011
Journal: No Journal Matched
Authors: Charles Engel

Factor Model Forecasts of Exchange Rates

Year: 2012
Journal: Econometric Reviews
Authors: Charles Engel; Nelson C. Mark; Kenneth D. West

Exchange Rates and Interest Parity

Year: 2013
Journal: International Economics
Authors: Charles Engel

Real Exchange Rates and Sectoral Productivity in the Eurozone

Year: 2014
Journal: American Economic Review
Authors: Martin Berka; Michael B. Devereux; Charles Engel

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

Year: 2015
Journal: No Journal Matched
Authors: Charles Engel

International Coordination of Central Bank Policy

Year: 2015
Journal: Journal of International Money and Finance
Authors: Charles Engel

Exchange Rates, Interest Rates, and the Risk Premium

Year: 2015
Journal: American Economic Review
Authors: Charles Engel

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

Year: 2017
Journal: Journal of International Money and Finance
Authors: Charles Engel; Dohyeon Lee; Chang Liu; Chenxin Liu; Steve Pak Yeung Wu

Liquidity and Exchange Rates: An Empirical Investigation

Year: 2018
Journal: Review of Economic Studies
Authors: Charles Engel; Steve Pak Yeung Wu

Debauchery and Original Sin: The Currency Composition of Sovereign Debt

Year: 2018
Journal: Journal of the European Economic Association
Authors: Charles Engel; Jungjae Park

Liquidity and Exchange Rates: An Empirical Investigation

Year: 2018
Journal: Review of Economic Studies
Authors: Charles Engel; Steve Pak Yeung Wu

Scrambling for Dollars: International Liquidity, Banks, and Exchange Rates

Year: 2021
Journal: No Journal Matched
Authors: Javier Bianchi; Saki Bigio; Charles Engel

A Reconsideration of the Failure of Uncovered Interest Parity for the US Dollar

Year: 2021
Journal: No Journal Matched
Authors: Charles Engel; Ekaterina Kazakova; Mengqi Wang; Nan Xiang

Forecasting the US Dollar in the 21st Century

Year: 2021
Journal: No Journal Matched
Authors: Charles Engel; Steve Pak Yeung Wu

Forecasting the US Dollar in the 21st Century

Year: 2021
Journal: Journal of International Economics
Authors: Charles Engel; Steve Pak Yeung Wu

Scrambling for Dollars: International Liquidity, Banks, and Exchange Rates

Year: 2021
Journal: No Journal Matched
Authors: Javier Bianchi; Saki Bigio; Charles Engel

A Reconsideration of the Failure of Uncovered Interest Parity for the US Dollar

Year: 2021
Journal: Journal of International Economics
Authors: Charles Engel; Ekaterina Kazakova; Mengqi Wang; Nan Xiang

Collateral Advantage: Exchange Rates, Capital Flows, and Global Cycles

Year: 2023
Journal: No Journal Matched
Authors: Michael B. Devereux; Charles Engel; Steve Pak Yeung Wu