State-dependent exchange rate pass-through behavior
Year of publication: |
June 2016
|
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Authors: | Donayre, Luiggi ; Panovska, Irina |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 64.2016, p. 170-195
|
Subject: | Exchange rate pass-through | Bayesian analysis | Asymmetry | Threshold processes | Vector autoregression | MCMC methods | Außenwirtschaftstheorie | International economics | Exchange Rate Pass-Through | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Wechselkurs | Exchange rate |
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