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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"
~subject:"Capital income"
~subject:"EU countries"
~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
EU countries
Factor models
Financial frictions
Forecasting model
Kapitaleinkommen
Price convergence
Stochastischer Prozess
Theorie
Time varying parameters
Theory
9
Exchange rate
4
Kaufkraftparität
4
Purchasing power parity
4
Wechselkurs
4
Exchange Rate Pass-Through
3
Exchange rate pass-through
3
Volatility
3
Volatilität
3
Currency derivative
2
Estimation
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Risikoprämie
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Risk premium
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Schätzung
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Welt
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World
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Währungsderivat
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Allgemeines Gleichgewicht
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EU-Staaten
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Economic forecast
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Euro
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Exchange rate policy
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Exchange rates
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Factor analysis
1
Faktorenanalyse
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Forecasting
1
Geldpolitik
1
General equilibrium
1
Goods
1
Großbritannien
1
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1
Inflation
1
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Aufsatz in Zeitschrift
Article in journal
9
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English
9
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Engel, Charles
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
Pesaran, M. Hashem
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 money, credit and banking : JMCB
5
The American economic review
5
Journal of international economics
4
Journal of international money and finance
2
NBER macroeconomics annual
2
American economic journal : a journal of the American Economic Association
1
Annual review of economics
1
Brookings trade forum
1
Economic review
1
European economic review : EER
1
IMF staff papers
1
International tax and public finance
1
Journal of applied econometrics
1
Journal of development economics
1
Journal of political economy
1
Journal of the European Economic Association
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
NBER reporter online
1
Oxford economic papers
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Purchasing power parity
1
Review of development economics
1
Revista de economía
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The review of economic studies
1
The review of economic studies : RES
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ECONIS (ZBW)
9
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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
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:
3
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:
4
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:
5
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:
6
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:
7
The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles
- In:
Journal of empirical finance
3
(
1996
)
2
,
pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
Saved in:
8
The risk premium and the liquidity premium in foreign exchange markets
Engel, Charles
- In:
International economic review
33
(
1992
)
4
,
pp. 871-879
Persistent link: https://www.econbiz.de/10001133644
Saved in:
9
Saving and investment in an open economy with non-traded goods
Engel, Charles
- In:
International economic review
30
(
1989
)
4
,
pp. 735-752
Persistent link: https://www.econbiz.de/10001080168
Saved in:
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