NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Charles Engel

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Working Papers

August 2013Exchange Rates and Interest Parity
w19336
September 2012Factor Model Forecasts of Exchange Rates
with Nelson C. Mark, Kenneth D. West: w18382
June 2011The Real Exchange Rate, Real Interest Rates, and the Risk Premium
w17116
April 2009Currency Misalignments and Optimal Monetary Policy: A Reexamination
w14829
February 2008International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities
with Jian Wang: w13814
August 2007Exchange Rate Models Are Not as Bad as You Think
with Nelson C. Mark, Kenneth D. West: w13318
May 2006Expectations and Exchange Rate Policy
with Michael B. Devereux: w12213
Portfolio Choice in a Monetary Open-Economy DSGE Model
with Akito Matsumoto: w12214
Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy
with Michael B. Devereux: w12215
January 2006The U.S. Current Account Deficit and the Expected Share of World Output
with John H. Rogers: w11921
March 2005Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing
w11209
December 2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
with Kenneth D. West: w10995
Some New Variance Bounds for Asset Prices
w10981
August 2004Exchange Rates and Fundamentals
with Kenneth D. West: w10723
February 2004Does "Aggregation Bias" Explain the PPP Puzzle?
with Shiu-Sheng Chen: w10304
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One
with Kenneth D. West: w10267
March 2003Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance
with Michael B. Devereux, Peter E. Storgaard: w9543
June 2002Expenditure Switching and Exchange Rate Policy
w9016
March 2002Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect
with Michael B. Devereux: w8858
January 2002The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy...
w8725
October 2001The Adjustment of Prices and the Adjustment of the Exchange Rate
with James C. Morley: w8550
Endogenous Currency of Price Setting in a Dynamic Open Economy Model
with Michael B. Devereux: w8559
September 2000Currency Unions and International Integration
with Andrew K. Rose: w7872
Optimal Exchange Rate Policy: The Influence of Price Setting and Asset Markets
w7889
July 2000Comments on Obstfeld and Rogoff's "The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?"
w7818
April 2000Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility
with Michael B. Devereux: w7665
October 1999Exchange Rate Pass-Through and the Welfare Effects of the Euro
with Michael B. Devereux, Cedric Tille: w7382
July 1999Violating the Law of One Price: Should We Make a Federal Case Out of It?
with John H. Rogers: w7242
April 1999On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models
w7067
March 1999The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production
with Michael B. Devereux: w6992
December 1998Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime
with Michael B. Devereux: w6867
June 1997Intra-National, Intra-Continental, and Intra-Planetary PPP
with Michael K. Hendrickson, John H. Rogers: w6069
September 1996A Model of Foreign Exchange Rate Indetermination
w5766
The Long-Run U.S./U.K. Real Exchange Rate
with Chang-Jin Kim: w5777
July 1996Long-Run PPP May Not Hold After All
w5646
December 1995Accounting for U.S. Real Exchange Rate Changes
w5394
Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies
with John H. Rogers: w5395
October 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
w5312
August 1994How Wide is the Border?
with John H. Rogers: w4829
The Distribution of Exchange Rates in the EMS
with Craig S. Hakkio: w4834
February 1994Relative Returns on Equities in Pacific Basin Countries
with John H. Rogers: w4655
December 1993Tests of CAPM on an International Portfolio of Bonds and Stocks
w4598
March 1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
with Jeffrey A. Frankel, Kenneth A. Froot, Anthony P. Rodrigues: w4294
December 1992Real Exchange Rates and Relative Prices: An Empirical Investigation
w4231
November 1992Can the Markov Switching Model Forecast Exchange Rates?
w4210
November 1989Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?
with James D. Hamilton: w3165
March 1989Conditional Mean-Variance Efficiency of the U.S. Stock Market
with Jeffrey A. Frankel, Kenneth A. Froot, Anthony P. Rodrigues: w2890
February 1988Tariffs and Saving in a Model with New Families
with Kenneth Kletzer: w2521
November 1987Trade Policy under Endogenous Credibility
with Kenneth Kletzer: w2449
July 1987Tests of International CAPM with Time-Varying Covariances
with Anthony P. Rodrigues: w2303
1987The Real Effects of Foreign Inflation in the Presence of Currency Substitution
w2140
Saving and Investment in an Open Economy with Non-Traded Goods
with Kenneth Kletzer: w2141
October 1986A Test of International CAPM
with Anthony P. Rodrigues: w2054
March 1986International Borrowing to Finance Investment
with Kenneth M. Kletzer: w1865
Tariffs, Saving and the Current Account
with Kenneth Kletzer: w1869
December 1982Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market
with Jeffrey A. Frankel: w1049
Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test
with Jeffrey A. Frankel: w1051

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