Similar Search Results

Is real exchange rate variability caused by relative price changes? : an empirical investigation

Engel, Charles - 1991

Persistent link: https://www.econbiz.de/10000820759

Can the Markov switching model forecast exchange rates?

Engel, Charles - 1991

Persistent link: https://www.econbiz.de/10000824100

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

Exchange rate puzzles : evidence from rigidly fixed nominal exchange rate systems

Engel, Charles; Zhu, Feng - 2019

Persistent link: https://www.econbiz.de/10012051574

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012

Persistent link: https://www.econbiz.de/10009631321

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012

Persistent link: https://www.econbiz.de/10009775176

The adjustment of prices and the adjustment of the exchange rate

Engel, Charles; Morley, James C. - 2001

Persistent link: https://www.econbiz.de/10001620845

Can the markov switching model forecast exchange rates?

Engel, Charles - 1992

Persistent link: https://www.econbiz.de/10014422868

Liquidity and exchange rates : an empirical investigation

Engel, Charles; Wu, Steve Pak Yeung - In: The review of economic studies : RES 90 (2023) 5, pp. 2395-2438

Persistent link: https://www.econbiz.de/10014392021

The Adjustment of Prices and the Adjustment of the Exchange Rate

Engel, Charles - 2001

The purchasing power parity puzzle relates to the adjustment of real exchange rates. Real exchange rates are extremely volatile, suggesting that temporary shocks emanate from the monetary sector. But the half-life of real exchange rate deviations is extremely large -- 2.5 to 5 years. This...

Persistent link: https://www.econbiz.de/10012470168