Charles Engel : Citation Profile


Are you Charles Engel?

University of Wisconsin-Madison

38

H index

64

i10 index

6482

Citations

RESEARCH PRODUCTION:

76

Articles

149

Papers

1

Books

15

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   34 years (1982 - 2016). See details.
   Cites by year: 190
   Journals where Charles Engel has often published
   Relations with other researchers
   Recent citing documents: 401.    Total self citations: 121 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pen14
   Updated: 2017-11-18    RAS profile: 2017-08-14    
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Relations with other researchers


Works with:

Berka, Martin (6)

Devereux, Michael (5)

Mark, Nelson (2)

West, Kenneth (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Engel.

Is cited by:

Devereux, Michael (104)

Corsetti, Giancarlo (98)

Cheung, Yin-Wong (86)

Sarno, Lucio (85)

Sutherland, Alan (84)

Goldberg, Linda (79)

Rogoff, Kenneth (79)

van Wincoop, Eric (79)

Obstfeld, Maurice (78)

Bacchetta, Philippe (76)

Tille, Cédric (67)

Cites to:

Obstfeld, Maurice (206)

Rogoff, Kenneth (175)

Devereux, Michael (75)

Rogers, John (62)

Frankel, Jeffrey (47)

van Wincoop, Eric (46)

Bacchetta, Philippe (44)

Kehoe, Patrick (34)

Corsetti, Giancarlo (34)

Chinn, Menzie (34)

Kollmann, Robert (31)

Main data


Where Charles Engel has published?


Journals with more than one article published# docs
Journal of International Economics12
Journal of Money, Credit and Banking8
American Economic Review7
Journal of Monetary Economics5
Proceedings5
Journal of International Money and Finance4
International Economic Review3
Journal of Empirical Finance2
European Economic Review2
Economic Review2
Journal of the Japanese and International Economies2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Working Papers / University of Washington, Department of Economics17
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)9
Research Working Paper / Federal Reserve Bank of Kansas City8
Working Papers / Hong Kong Institute for Monetary Research6
IMF Working Papers / International Monetary Fund3
Research Paper / Federal Reserve Bank of New York3
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas3
Working Paper Series / European Central Bank2
2008 Meeting Papers / Society for Economic Dynamics2
RBA Research Discussion Papers / Reserve Bank of Australia2

Recent works citing Charles Engel (2017 and 2016)


YearTitle of citing document
2017Working Paper 272 - Price effects of borders between Lesotho and South Africa. (2017). Afdb, Afdb . In: Working Paper Series. RePEc:adb:adbwps:2389.

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2016Income-Induced Expenditure Switching. (2016). di Giovanni, Julian ; Bems, Rudolfs. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:12:p:3898-3931.

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2016Determinants of the Hungarian forint/ US dollar exchange rate. (2016). Hsing, YU. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:163-170.

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2016Export Subsidies and Interdependence in Euro Union: Beggar Thy Neighbor?. (2016). Damodaran, Nikhil . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235701.

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2016Agricultural Commodity Prices and Exchange Rates under Structural Change. (2016). Foster, Kenneth ; Abbott, Philip C ; Hatzenbuehler, Patrick L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:235153.

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2016Determinants of Exchange Rate Sensitivity on the Nigerian Manufacturing Sector. (2016). Clement, Ezeanyeji ; Ifeoma, Onwuteaka . In: Economy. RePEc:aoj:econom:2016:p:40-50.

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2016The puzzle that just isnt. (2016). www.s-e-i.ch, deactivated account ; Mueller-Kademann, Christian . In: Papers. RePEc:arx:papers:1604.08895.

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2016Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1607.08214.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2016Global Macro Risks in Currency Excess Returns. (2016). Mark, Nelson ; Berg, Kimberly . In: Staff Working Papers. RePEc:bca:bocawp:16-32.

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2017Accounting for Real Exchange Rates Using Micro-Data. (2017). Crucini, Mario ; Landry, Mario Anthony . In: Staff Working Papers. RePEc:bca:bocawp:17-12.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Pozzi, Lorenzo ; Sadaba, Barbara . In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Understanding the Cross-Country Effects of US Technology Shocks. (2017). Nguyen, Thuy Lan ; Miyamoto, Wataru . In: Staff Working Papers. RePEc:bca:bocawp:17-23.

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2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017The cyclicality of the income elasticity of trade. (2017). Sbracia, Massimo ; Mancini, Michele ; di Nino, Virginia ; DiNino, Virginia ; Borin, Alessandro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1126_17.

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2017Towards financial stability: A common good that needs to be consolidated and reinforced. (2017). de Galhau, Villeroy F. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:01.

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2017Ten years on: fixing the fault lines of the global financial crisis. (2017). Carney, M. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:02.

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2017Safer than ever before? An assessment of the impact of regulation on banks’ resilience eight years on. (2017). Nouy, D. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:03.

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2017Measuring the impact of Basel III. (2017). Elliot, D J ; Balta, E. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:04.

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2017The impact of financial regulation: a G-SIB perspective. (2017). Weber, A. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:05.

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2017Bank health post-crisis. (2017). Chousakos, K ; Gorton, G. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:06.

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2017Implementing an efficient resolution framework in the Banking Union: lessons from the crisis and challenges ahead. (2017). Konig, E. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:07.

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2017Building a strong financial sector. (2017). Dombrovskis, V. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:08.

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2017National and supranational banking regulators: between delayed intervention and time inconsistency. (2017). Parigi, B M. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:09.

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2017Central clearing: reaping the benefits, controlling the risks. (2017). Coeure, B. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:10.

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2017Central clearing: reaping the benefits, controlling the risks. (2017). Markose, S ; Shaghaghi, Rais A ; Giansante, S. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:11.

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2017Have post-crisis financial reforms crimped market liquidity?. (2017). Cont, R. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:12.

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2017Central clearing and risk transformation. (2017). Persaud, A. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:13.

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2017A stability perspective of market-based finance: designing new prudential tools?. (2017). Maijoor, S ; Boidard, C. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:14.

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2017Macroprudential measures and capital controls: towards a framework for policy evaluation. (2017). Bush, C. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:15.

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2017International Spillovers and Local Credit Cycles. (2017). Ulu, Mehmet ; di Giovanni, Julian ; Baskaya, Yusuf ; Kalemli-Ozcan, Sebnem . In: Working Papers. RePEc:bge:wpaper:953.

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2016Financial globalisation and monetary independence. (2016). Disyatat, Piti ; Rungcharoenkitkul, Phurichai . In: BIS Papers chapters. RePEc:bis:bisbpc:88-14.

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2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540.

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2016When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:551.

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2016Exchange rate pass-through: What has changed since the crisis?. (2016). Takats, Elod ; Moessner, Richhild ; Jasova, Martina ; Jaova, Martina . In: BIS Working Papers. RePEc:bis:biswps:583.

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2017The international dimensions of macroprudential policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard . In: BIS Working Papers. RePEc:bis:biswps:643.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017Informal one-sided target zone model and the Swiss franc. (2017). Moessner, Richhild ; Funke, Michael ; Chen, Yu-Fu. In: BIS Working Papers. RePEc:bis:biswps:660.

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2016The Impact of the Euro on the Quality of Trade: Evidence from the European Union. (2016). Okubo, Toshihiro ; Ito, Tadashi . In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:4:p:506-527.

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2016The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China. (2016). Funke, Michael ; Chen, Hongyi ; Tsang, Andrew . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_011.

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2017Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07.

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2016Forecasting exchange rates using multivariate threshold models. (2016). Huber, Florian ; Florian, Huber . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:193-210:n:8.

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2017On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2016Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case.. (2016). Marçal, Emerson ; Junior, Eli Hadad ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:1:p:65-88.

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2016Alternative Asymptotics for Cointegration Tests in Large VARs. (2016). Wang, Chen . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1637.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2016Market Integration as a Mechanism of Growth. (2016). Keller, Wolfgang ; Shiue, Carol H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6070.

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2017International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through. (2017). Enders, Almira ; Hoffmann, Mathias . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6483.

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2017What Does Trade Openness Measure?. (2017). Fujii, Eiji . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6656.

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2016Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar. (2016). Shin- ichi Fukuda, ; Tanaka, Mariko . In: CARF F-Series. RePEc:cfi:fseres:cf401.

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2016Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis. (2016). Medel, Carlos A. ; Kania, Stefan ; Hsu, Hsiang-Ling ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:784.

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2017On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?. (2017). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia . In: Working Papers. RePEc:cii:cepidt:2017-08.

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2016Identification-robust moment-based tests for Markov-switching in autoregressive models. (2016). Luger, Richard ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-63.

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2016The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195.

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2016Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets. (2016). Sutherland, Alan ; Senay, Ozge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11198.

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2016The Inherent Benefit of Monetary Unions. (2016). Groll, Dominik ; Monacelli, Tommaso . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11416.

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2016Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11559.

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2016Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11581.

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2016Market Integration as a Mechanism of Growth. (2016). Keller, Wolfgang ; Shiue, Carol H. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11627.

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2016Invoicing Currency and Financial Hedging. (2016). Mejean, Isabelle ; Martin, Julien ; Lyonnet, Victor . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11700.

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2017Monetary Policy and the Predictability of Nominal Exchange Rates. (2017). Johannsen, Benjamin ; Eichenbaum, Martin ; Rebelo, Sergio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11844.

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2017The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12108.

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2016Quality and the Great Trade Collapse. (2016). Chen, Natalie ; Juvenal, Luciana . In: Development Working Papers. RePEc:csl:devewp:392.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2016Asymmetric Exchange Rate Pass-through and Monetary Policy in Open Economy. (2016). GUO, Rufei ; Wang, Sheng . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:wangguo.

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2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Fasanya, Ismail O ; Oyewole, Oluwatomisinn. In: Working Papers. RePEc:cui:wpaper:0030.

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2017A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031.

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2016EXCHANGE RATE USD/MXN FORECAST THROUGH ECONOMETRIC MODELS, TIME SERIES AND HOWMA OPERATORS. (2016). Gil, Anna Maria ; Ochoa, Ezequiel Aviles ; Castro, Ernesto Leon . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:135-150.

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2016Market Power and Heterogeneous Pass-through in German Electricity Retail. (2016). Duso, Tomaso ; Szucs, Florian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1614.

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2017US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas . In: DNB Working Papers. RePEc:dnb:dnbwpp:570.

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2016Does the exchange rate regime shape currency misalignments in emerging and developing countries?. (2016). Grekou, Carl . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-26.

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2016Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes. (2016). GREKOU, Carl ; COUHARDE, Cécile. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-31.

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2017On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?. (2017). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-32.

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2016Exchange rate forecasting with DSGE models. (2016). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20161905.

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2016Real exchange rates and international co-movement: news-shocks and non-tradable goods with complete markets. (2016). Lambrias, Kyriacos. In: Working Paper Series. RePEc:ecb:ecbwps:20161946.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Working Paper Series. RePEc:ecb:ecbwps:20172026.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2016Does It Matter If Statistical Agencies Frame the Months CPI Report on a 1-Month or 12-Month Basis?. (2016). Saiki, Ayako ; Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:16-011.

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2016Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-45.

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2016The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-42.

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2017Stock Prices and Real Exchange Rate Movements in the Gulf Cooperation Council. (2017). Hassanain, Khalifa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-14.

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2017Exchange Rate Pass-through to Import Prices in Indonesia: Evidence Post Free Floating Exchange Rate. (2017). Setiawan, Mulyo Budi ; Isnowati, Sri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-42.

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2016The Chilean peso exchange-rate carry trade and turbulence. (2016). Cox, Paulo ; Carreo, Jose Gabriel . In: Revista CEPAL. RePEc:ecr:col070:41256.

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2016Deep habits and exchange rate pass-through. (2016). Uusküla, Lenno ; Jacob, Punnoose ; Uuskla, Lenno . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-4.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Rural-led exchange rate appreciation in China. (2016). Rimmer, Maureen ; Peng, Xiujian ; Dixon, Peter ; Xiao, Sylvia Xiaolin ; Menzies, Gordon . In: China Economic Review. RePEc:eee:chieco:v:39:y:2016:i:c:p:15-30.

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2017Global slack and open economy Phillips curves – A province-level view from China. (2017). Mehrotra, Aaron ; girardin, eric ; Chen, Changsheng . In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:74-87.

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2016International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

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2016Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment. (2016). Kortum, Samuel ; Eaton, Jonathan ; Neiman, Brent . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:5-23.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Elastic attention, risk sharing, and international comovements. (2017). Luo, Yulei ; Li, Wei ; Nie, Jun . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:1-20.

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2016A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area. (2016). Razafindrabe, Tovonony. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:78-100.

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2016The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence. (2016). Chiu, Yi-Bin ; Sun, Chia-Hung D. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:1017-1025.

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2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331.

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2016Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:260-275.

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2016Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:174-181.

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2017Investigating Global Imbalances: Empirical evidence from a GVAR approach. (2017). Bettendorf, Timo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:201-210.

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2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

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Journal of International Economics

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YearTitleTypeCited
2010Global Interest Rates, Currency Returns, and the Real Value of the Dollar In: American Economic Review.
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2011Currency Misalignments and Optimal Monetary Policy: A Reexamination In: American Economic Review.
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2009Currency Misalignments and Optimal Monetary Policy: A Reexamination.(2009) In: NBER Working Papers.
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2009Currency Misalignments and Optimal Monetary Policy: A Re-examination.(2009) In: RBA Research Discussion Papers.
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2012Real Exchange Rate Adjustment in and out of the Eurozone In: American Economic Review.
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2016Exchange Rates, Interest Rates, and the Risk Premium In: American Economic Review.
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2015Exchange Rates, Interest Rates, and the Risk Premium.(2015) In: NBER Working Papers.
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1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It? In: American Economic Review.
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1996How Wide Is the Border? In: American Economic Review.
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1995How wide is the border?.(1995) In: International Finance Discussion Papers.
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1995How wide is the border?.(1995) In: Research Working Paper.
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1995How Wide is the Border?.(1995) In: Pennsylvania State - Department of Economics.
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1994How Wide is the Border?.(1994) In: NBER Working Papers.
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2004Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 In: American Economic Review.
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2009The International Diversification Puzzle When Goods Prices Are Sticky: Its Really about Exchange-Rate Hedging, Not Equity Portfolios In: American Economic Journal: Macroeconomics.
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2009The International Diversification Puzzle when Goods Prices Are Sticky; Its Really About Exchange-Rate Hedging, not Equity Portfolios.(2009) In: IMF Working Papers.
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2014Exchange Rate Stabilization and Welfare In: Annual Review of Economics.
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2015Real Exchange Rates and Sectoral Productivity in the Eurozone In: Working Papers.
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2014Real Exchange Rates and Sectoral Productivity in the Eurozone.(2014) In: CEPR Discussion Papers.
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2014Real Exchange Rates and Sectoral Productivity in the Eurozone.(2014) In: CAMA Working Papers.
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2014Real exchange rates and sectoral productivity in the Eurozone.(2014) In: Globalization and Monetary Policy Institute Working Paper.
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2014Real Exchange Rates and Sectoral Productivity in the Eurozone.(2014) In: NBER Working Papers.
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2010Exchange rate policies In: BIS Papers chapters.
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2009Exchange rate policies.(2009) In: Staff Papers.
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2012Capital controls: what have we learned? In: BIS Papers chapters.
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2013Inflation and globalisation: a modelling perspective In: BIS Papers chapters.
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2004European product market integration after the euro In: Economic Policy.
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2002The Responsiveness of Consumer Prices to Exchange Rates: A Synthesis of Some New Open Economy Macro Models. In: Manchester School.
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2005DOES AGGREGATION BIAS EXPLAIN THE PPP PUZZLE? In: Pacific Economic Review.
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2004Does Aggregation Bias Explain the PPP Puzzle?.(2004) In: NBER Working Papers.
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1998Rent Sharing, Aggregate Saving, and Growth. In: Review of Development Economics.
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1990The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series.
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1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers.
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1990The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers.
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2000Monetary Policy In The Open Economy Revisited: Price Setting Rules And Exchange Rate Flexibility In: CEPR Discussion Papers.
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2001Currency Unions and International Integration In: CEPR Discussion Papers.
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2002Currency Unions and International Integration..(2002) In: Journal of Money, Credit and Banking.
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2000Currency Unions and International Integration.(2000) In: NBER Working Papers.
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2002Endogenous Exchange Rate Pass-Through When Nominal Prices Are Set in Advance In: CEPR Discussion Papers.
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2004Endogenous exchange rate pass-through when nominal prices are set in advance.(2004) In: Journal of International Economics.
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2003Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance.(2003) In: IEHAS Discussion Papers.
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2002Endogenous Exchange Rate Pass-Through When Nominal Prices are Set in Advance.(2002) In: Working Papers.
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2003Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance.(2003) In: NBER Working Papers.
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2006Expectations and Exchange Rate Policy In: CEPR Discussion Papers.
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2007Expectations and Exchange Rate Policy.(2007) In: Working Papers.
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2006Expectations and Exchange Rate Policy.(2006) In: NBER Working Papers.
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2003Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect In: DNB Staff Reports (discontinued).
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2002Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect.(2002) In: Journal of Monetary Economics.
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2002Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect.(2002) In: NBER Working Papers.
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2003Exchange rates and fundamentals In: Working Paper Series.
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2003Exchange rates and fundamentals.(2003) In: Proceedings.
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2004Exchange Rates and Fundamentals.(2004) In: NBER Working Papers.
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2005Exchange Rates and Fundamentals.(2005) In: Journal of Political Economy.
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2006Expenditure switching vs. real exchange rate stabilization: competing objectives for exchange rate policy In: Working Paper Series.
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2005Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy.(2005) In: Working Papers.
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2006Expenditure Switching vs. Real Exchange Rate Stabilization: Competing Objectives for Exchange Rate Policy.(2006) In: NBER Working Papers.
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1991Trade policy under endogenous credibility In: Journal of Development Economics.
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1987Trade Policy under Endogenous Credibility.(1987) In: NBER Working Papers.
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1984The secular inflation term in open-economy Phillips curves In: European Economic Review.
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2000Local-currency pricing and the choice of exchange-rate regime In: European Economic Review.
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1999Local-Currency Pricing and the Choice of Exchange-Rate Regime.(1999) In: Discussion Papers in Economics at the University of Washington.
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1999Local-Currency Pricing and the Choice of Exchange-Rate Regime.(1999) In: Working Papers.
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1995Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance.
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1996The forward discount anomaly and the risk premium: A survey of recent evidence In: Journal of Empirical Finance.
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article526
1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence.(1995) In: NBER Working Papers.
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1984Testing for the absence of expected real profits from forward market speculation In: Journal of International Economics.
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1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test In: Journal of International Economics.
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1982Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test.(1982) In: NBER Working Papers.
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1990Tariffs and saving in a model with new generations In: Journal of International Economics.
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1992On the foreign exchange risk premium in a general equilibrium model In: Journal of International Economics.
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1990On the foreign exchange risk premium in a general equilibrium model.(1990) In: Research Working Paper.
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1994Can the Markov switching model forecast exchange rates? In: Journal of International Economics.
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article168
1991Can the Markov switching model forecast exchange rates?.(1991) In: Research Working Paper.
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1992Can the Markov Switching Model Forecast Exchange Rates?.(1992) In: NBER Working Papers.
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2000Long-run PPP may not hold after all In: Journal of International Economics.
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1998Long-Run PPP May Not Hold After All.(1998) In: Discussion Papers in Economics at the University of Washington.
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1996Long-Run PPP May Not Hold After All..(1996) In: Discussion Papers in Economics at the University of Washington.
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1996Long-Run PPP May Not Hold After All.(1996) In: NBER Working Papers.
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1998Long-Run PPP May Not Hold After All.(1998) In: Working Papers.
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1996Long-Run PPP May Not Hold After All..(1996) In: Working Papers.
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2001Deviations from purchasing power parity: causes and welfare costs In: Journal of International Economics.
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article95
2000Deviations from purchasing power parity: causes and welfare costs.(2000) In: International Finance Discussion Papers.
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1999Deviations from Purchasing Power Parity:Causes and Welfare Costs.(1999) In: Discussion Papers in Economics at the University of Washington.
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1999Deviations from Purchasing Power Parity:Causes and Welfare Costs.(1999) In: Working Papers.
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2003Empirical exchange rate models In: Journal of International Economics.
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2008The Bhagwati Award In: Journal of International Economics.
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2010JIE special issue on international macro-finance In: Journal of International Economics.
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2011International trade in durable goods: Understanding volatility, cyclicality, and elasticities In: Journal of International Economics.
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article112
2008International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities.(2008) In: NBER Working Papers.
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2008International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities.(2008) In: 2008 Meeting Papers.
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2014Exchange Rates and Interest Parity In: Handbook of International Economics.
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chapter35
2013Exchange Rates and Interest Parity.(2013) In: NBER Working Papers.
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1996A note on cointegration and international capital market efficiency In: Journal of International Money and Finance.
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1986On the correlation of exchange rates and interest rates In: Journal of International Money and Finance.
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2016International coordination of central bank policy In: Journal of International Money and Finance.
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2015International Coordination of Central Bank Policy.(2015) In: NBER Working Papers.
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1989The trade balance and real exchange rate under currency substitution In: Journal of International Money and Finance.
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1997Intranational, Intracontinental, and Intraplanetary PPP In: Journal of the Japanese and International Economies.
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2016Macroprudential policy under high capital mobility: policy implications from an academic perspective In: Journal of the Japanese and International Economies.
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2015Macroprudential Policy under High Capital Mobility: Policy Implications from an Academic Perspective.(2015) In: NBER Chapters.
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1986The International Monetary System: Forty years after Bretton Woods: Review essay In: Journal of Monetary Economics.
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1993Real exchange rates and relative prices : An empirical investigation In: Journal of Monetary Economics.
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1992Real Exchange Rates and Relative Prices: An Empirical Investigation.(1992) In: NBER Working Papers.
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2006The U.S. current account deficit and the expected share of world output In: Journal of Monetary Economics.
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2006The U.S. current account deficit and the expected share of world output.(2006) In: Working Paper Series.
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2006The U.S. current account deficit and the expected share of world output.(2006) In: International Finance Discussion Papers.
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2006The U.S. Current Account Deficit and the Expected Share of World Output.(2006) In: NBER Working Papers.
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2000Optimal Exchange Rate Policy:The Influence of Price-Setting and Asset Markets.(2000) In: Working Papers.
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2007International trade in durable goods: understanding volatility, cyclicality, and elastics In: Globalization and Monetary Policy Institute Working Paper.
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2009Can long-horizon forecasts beat the random walk under the Engel-West explanation? In: Globalization and Monetary Policy Institute Working Paper.
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2008On the record: making sense of todays globalized economy In: Southwest Economy.
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1999Are we globalized yet? In: FRBSF Economic Letter.
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1982Why money announcements move interest rates: an answer from the foreign exchange market In: Proceedings.
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1982Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market.(1982) In: NBER Working Papers.
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1992Relative returns on equities in Pacific Basin countries In: Proceedings.
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1992Relative returns on equities in Pacific Basin countries.(1992) In: Proceedings.
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1994Relative Returns on Equities in Pacific Basin Countries.(1994) In: NBER Working Papers.
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1996Regional patterns in the law of one price: the roles of geography vs. currencies In: International Finance Discussion Papers.
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1996Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies..(1996) In: Discussion Papers in Economics at the University of Washington.
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1995Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies.(1995) In: NBER Working Papers.
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1996Regional Patterns in the Law of One Price: The Roles of Geography vs. Currencies..(1996) In: Working Papers.
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1997Intra-national, intra-continental, and intra-planetary PPP In: International Finance Discussion Papers.
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1997Intra-National, Intra-Continental, and Intra-Planetary PPP.(1997) In: NBER Working Papers.
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1998Relative price volatility: what role does the border play? In: International Finance Discussion Papers.
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1998Relative Price Volatility: What Role Does the Border Play?.(1998) In: Discussion Papers in Economics at the University of Washington.
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1998Relative Price Volatility: What Role Does the Border Play?.(1998) In: Working Papers.
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1999Violating the law of one price: should we make a federal case out of it? In: International Finance Discussion Papers.
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2000Violating the Law of One Price: Should We Make a Federal Case Out of It?.(2000) In: Discussion Papers in Economics at the University of Washington.
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2001Violating the Law of One Price: Should We Make a Federal Case Out of It?.(2001) In: Journal of Money, Credit and Banking.
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1999Violating the Law of One Price: Should We Make a Federal Case Out of It?.(1999) In: NBER Working Papers.
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2000Violating the Law of One Price: Should We Make a Federal Case Out of It?.(2000) In: Working Papers.
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2003Revisiting the Border: an assessment of the law of one price using very disaggregated consumer price data In: International Finance Discussion Papers.
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2008Expected consumption growth from cross-country surveys: implications for assessing international capital markets In: International Finance Discussion Papers.
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2009Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets.(2009) In: IMF Staff Papers.
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1993Tests of Mean-Variance Efficiency of International Equity Markets..(1993) In: Oxford Economic Papers.
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1992The Risk Premium and the Liquidity Premium in Foreign Exchange Markets..(1992) In: International Economic Review.
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2000The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production In: Discussion Papers in Economics at the University of Washington.
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2001The Optimal Choice of Exchange Rate Regime: Price-Setting Rules and Internationalized Production.(2001) In: NBER Chapters.
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1999The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production.(1999) In: NBER Working Papers.
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2000The Optimal Choice of Exchange-Rate Regime: Price-Setting Rules and Internationalized Production.(2000) In: Working Papers.
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1999Exchange-Rate Pass-Through and the Welfare Effects of the Euro In: Discussion Papers in Economics at the University of Washington.
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1992Distribution of Rents and Growth..(1992) In: Yale - Economic Growth Center.
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1996Accounting for U.S. Real Exchange Rate Changes. In: Discussion Papers in Economics at the University of Washington.
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1995Accounting for U.S. Real Exchange Rate Changes.(1995) In: NBER Working Papers.
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1999Accounting for U.S. Real Exchange Rate Changes.(1999) In: Journal of Political Economy.
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1996Accounting for U.S. Real Exchange Rate Changes..(1996) In: Working Papers.
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1996A Model of Foreign Exchange Rate Indetermination. In: Discussion Papers in Economics at the University of Washington.
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1996A Model of Foreign Exchange Rate Indetermination.(1996) In: NBER Working Papers.
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1996A Model of Foreign Exchange Rate Indetermination..(1996) In: Working Papers.
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1996The Long-Run U.S./U.K. real Exchange Rate. In: Discussion Papers in Economics at the University of Washington.
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1996The Long-Run U.S./U.K. Real Exchange Rate.(1996) In: NBER Working Papers.
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1996The Long-Run U.S./U.K. real Exchange Rate..(1996) In: Working Papers.
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2000Economic Integration and the Welfare of Those Who are Left Behind: an Incentive-Theoretic Approach. In: Yale - Economic Growth Center.
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2011The Real Exchange Rate, Real Interest Rates, and the Risk Premium.(2011) In: NBER Working Papers.
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1989Saving and Investment in an Open Economy with Non-traded Goods. In: International Economic Review.
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1987Saving and Investment in an Open Economy with Non-Traded Goods.(1987) In: NBER Working Papers.
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2005Portfolio Choice in a Monetary Open-Economy DSGE Model In: IMF Working Papers.
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2006Portfolio Choice in a Monetary Open-Economy DSGE Model.(2006) In: NBER Working Papers.
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1987Tests of International CAPM with Time-Varying Covariances.(1987) In: NBER Working Papers.
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1999On the Foreign Exchange Risk Premium in Sticky-Price General Equilibrium Models In: International Tax and Public Finance.
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1999On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models.(1999) In: NBER Working Papers.
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1985Exchange Rate Dynamics, Sticky Prices and the Current Account. In: Journal of Money, Credit and Banking.
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2005Some New Variance Bounds for Asset Prices. In: Journal of Money, Credit and Banking.
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2004Some New Variance Bounds for Asset Prices.(2004) In: NBER Working Papers.
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2006Taylor Rules and the Deutschmark: Dollar Real Exchange Rate In: Journal of Money, Credit and Banking.
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2004Taylor Rules and the Deutschmark-Dollar Real Exchange Rate.(2004) In: NBER Working Papers.
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2003Expenditure Switching and Exchange-Rate Policy In: NBER Chapters.
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2002Expenditure Switching and Exchange Rate Policy.(2002) In: NBER Working Papers.
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2011Comment on Risk, Monetary Policy and the Exchange Rate In: NBER Chapters.
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2011Comment on Firm Heterogeneity, Endogenous Entry, and the Business Cycle In: NBER Chapters.
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2009Expectations, Monetary Policy, and the Misalignment of Traded Goods Prices In: NBER Chapters.
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2008Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters.
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2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
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1994Tests of CAPM on an International Portfolio of Bonds and Stocks In: NBER Chapters.
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1993Tests of CAPM on an International Portfolio of Bonds and Stocks.(1993) In: NBER Working Papers.
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1998Regional Patterns in the Law of One Price: The Roles of Geography versus Currencies In: NBER Chapters.
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2009Comment on Real Variables, Nonlinearity, and European Real Exchange Rates In: NBER Chapters.
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2004Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One In: NBER Working Papers.
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2005Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing In: NBER Working Papers.
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2006Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing.(2006) In: Journal of the European Economic Association.
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2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
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1986International Borrowing to Finance Investment In: NBER Working Papers.
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1986Tariffs, Saving and the Current Account In: NBER Working Papers.
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2015Macroprudential Policy in a World of High Capital Mobility: Policy Implications from an Academic Perspective In: NBER Working Papers.
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1987The Real Effects of Foreign Inflation in the Presence of Currency Substitution In: NBER Working Papers.
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1989Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? In: NBER Working Papers.
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1998Fixed vs. Floating Exchange Rates: How Price Setting Affects the Optimal Choice of Exchange-Rate Regime In: NBER Working Papers.
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2000Comments on Obstfeld and Rogoffs The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? In: NBER Working Papers.
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2001Endogenous Currency of Price Setting in a Dynamic Open Economy Model In: NBER Working Papers.
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2002The Responsiveness of Consumer Prices to Exchange Rates And the Implications for Exchange-Rate Policy: A Survey Of a Few Recent New Open-Economy... In: NBER Working Papers.
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2016Policy Cooperation, Incomplete Markets, and Risk Sharing In: IMF Economic Review.
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2005The US Current Account Deficit: A Re-examination of the Role of Private Saving In: RBA Research Discussion Papers.
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2008Can Long Horizon Data Beat Random Walk under Engel-West Explanation? In: 2008 Meeting Papers.
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2012Comment In: NBER International Seminar on Macroeconomics.
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