State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Rafael Martins de Souza, Luiz Felipe Pires Maciel and Adrian Pizzinga
| Year of publication: |
2013
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|---|---|
| Authors: | Martins de Souza, Rafael ; Maciel, Luiz Felipe Pires ; Pizzinga, Adrian |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 34/36, p. 5062-5075
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| Subject: | exchange rate pass-through | inflation | Kalman filter | linear restrictions | monetary policy | state space model | Theorie | Theory | Zustandsraummodell | State space model | Exchange Rate Pass-Through | Exchange rate pass-through | Geldpolitik | Monetary policy | Inflation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010226437