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How wide is the border?
Engel, Charles - In: The American economic review 86 (1996) 5, pp. 1112-1125
Persistent link: https://www.econbiz.de/10001214027
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Intranational, intracontinental, and intraplanetary PPP
Engel, Charles - In: Journal of the Japanese and international economies : … 11 (1997) 4, pp. 480-501
Persistent link: https://www.econbiz.de/10001337217
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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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Taylor rules and the deutschmark-dollar real exchange rate
Engel, Charles; West, Kenneth D. - 2004
Persistent link: https://www.econbiz.de/10002499095
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Revisiting the border : an assessment of the law of one price using very disaggregated consumer price data
Engel, Charles; Rogers, John H.; Wang, Shing-Yi - In: Exchange rates, capital flows and policy, (pp. 187-203). 2005
Persistent link: https://www.econbiz.de/10002553337
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Revisiting the border : an assessment of the law of one price using very disaggregated consumer price data
Engel, Charles; Rogers, John H.; Wang, Shing-Yi - 2003
Persistent link: https://www.econbiz.de/10001792949
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The Constrained Asset Share Estimation (CASE) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market
Engel, Charles - 1993
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in relatively unrestricted ways. The data estimate reasonably the price of risk, and, in some cases, the MVE...
Persistent link: https://www.econbiz.de/10012474666
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Can the Markov switching model forecast exchange rates?
Engel, Charles - 1991
Persistent link: https://www.econbiz.de/10000824100
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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
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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/10011341973