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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"International economic review"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~person:"Engel, Charles"
~person:"Pesaran, M. Hashem"
~subject:"Capital income"
~subject:"Factor models"
~subject:"Financial frictions"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Price convergence"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Capital income
Factor models
Financial frictions
Forecasting model
Kapitaleinkommen
Price convergence
Stochastischer Prozess
Theorie
Time varying parameters
Theory
17
Exchange rate
4
Kaufkraftparität
4
Purchasing power parity
4
Wechselkurs
4
Estimation
3
Exchange Rate Pass-Through
3
Exchange rate pass-through
3
Panel
3
Panel study
3
Schätzung
3
Statistical test
3
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3
Currency derivative
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USA
2
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1871-2003
1
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1
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1
CMLE
1
Cointegration
1
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1
Demand system
1
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1
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1
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1
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Aufsatz in Zeitschrift
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17
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English
17
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Engel, Charles
Pesaran, M. Hashem
Devereux, Michael B.
15
Smith, Bruce D.
15
Wright, Randall D.
15
Kocherlakota, Narayana Rao
14
Shi, Shouyong
14
McAleer, Michael
13
Rogerson, Richard Donald
13
Maasoumi, Esfandiar
12
Phillips, Peter C. B.
12
Woodford, Michael
12
Sargent, Thomas J.
11
Taylor, Robert
11
Williamson, Stephen D.
11
Canova, Fabio
10
Wallace, Neil
10
Baltagi, Badi H.
9
Dotsey, Michael
9
Krusell, Per
9
Li, Qi
9
Rudebusch, Glenn D.
9
Ríos-Rull, José-Víctor
9
Schorfheide, Frank
9
Svensson, Lars E. O.
9
Berentsen, Aleksander
8
Christiano, Lawrence J.
8
Cooper, Russell W.
8
Evans, George W.
8
Gouriéroux, Christian
8
Ireland, Peter N.
8
King, Robert G.
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Quadrini, Vincenzo
8
Turnovsky, Stephen J.
8
Ullah, Aman
8
West, Kenneth D.
8
Bullard, James Brian
7
Camera, Gabriele
7
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Econometric reviews
International economic review
Journal of empirical finance
Journal of monetary economics
Journal of econometrics
14
Journal of applied econometrics
8
The economic journal : the journal of the Royal Economic Society
7
Economics letters
6
Journal of economic dynamics & control
5
Journal of money, credit and banking : JMCB
5
The American economic review
5
Journal of international economics
4
Oxford bulletin of economics and statistics
4
Econometric theory
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Información comercial española / Cuadernos económicos
2
Journal of economic surveys
2
Journal of forecasting
2
Journal of international money and finance
2
NBER macroeconomics annual
2
The review of economic studies
2
American economic journal : a journal of the American Economic Association
1
Annual review of economics
1
Brookings trade forum
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economic review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economic review : EER
1
IMF staff papers
1
International tax and public finance
1
Journal of development economics
1
Journal of economic growth
1
Journal of financial econometrics
1
Journal of political economy
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
17
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1
Real exchange rate convergence : the roles of price stickiness and monetary policy
Engel, Charles
- In:
Journal of monetary economics
103
(
2019
),
pp. 21-32
Persistent link: https://www.econbiz.de/10012265052
Saved in:
2
Exponential class of dynamic binary choice panel data models with fixed effects
Sadoon, Majid M. al-
;
Li, Tong
;
Pesaran, M. Hashem
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 898-927
Persistent link: https://www.econbiz.de/10011795531
Saved in:
3
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
,
pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Saved in:
4
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Saved in:
5
Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Saved in:
6
Expenditure switching versus real exchange rate stabilization : competing objectives for exchange rate policy
Devereux, Michael B.
;
Engel, Charles
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2346-2374
Persistent link: https://www.econbiz.de/10003614275
Saved in:
7
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
8
Exchange rate pass-through and the welfare effects of the Euro
Devereux, Michael B.
;
Engel, Charles
;
Tille, Cédric
- In:
International economic review
44
(
2003
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001742734
Saved in:
9
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
Devereux, Michael B.
;
Engel, Charles
- In:
Journal of monetary economics
49
(
2002
)
5
,
pp. 913-940
Persistent link: https://www.econbiz.de/10001700807
Saved in:
10
Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
Duarte, Margarida
;
Stockman, Alan C.
- In:
Journal of monetary economics
49
(
2002
)
5
,
pp. 941-946
Persistent link: https://www.econbiz.de/10001700809
Saved in:
1
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