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Exchange rates and interest parity
Engel, Charles - 2013
Persistent link: https://www.econbiz.de/10010126681
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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
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Forecasting exchange rates using multivariate threshold models
Huber, Florian - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 193-210
Persistent link: https://www.econbiz.de/10011508943
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Real exchange rates and sectoral productivity in the Eurozone
Berka, Martin; Devereux, Michael B.; Engel, Charles - 2014
Persistent link: https://www.econbiz.de/10010419446
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Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012
Persistent link: https://www.econbiz.de/10009631321
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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
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Adaptive models and heavy tails with an application to inflation forecasting
Delle Monache, Davide; Petrella, Ivan - In: International journal of forecasting 33 (2017) 2, pp. 482-501
Persistent link: https://www.econbiz.de/10011922921
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Real exchange rates and sectoral productivity in the eurozone
Berka, Martin; Devereux, Michael B.; Engel, Charles - In: The American economic review 108 (2018) 6, pp. 1543-1581
Persistent link: https://www.econbiz.de/10011874210
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Structural scenario analysis with SVARs
Antolin-Diaz, Juan; Petrella, Ivan; Rubio-Remírez, … - 2018
Persistent link: https://www.econbiz.de/10011860276