Time-varying exchange rate pass-through: experiences of some industrial countries
Year of publication: |
2006-03
|
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Authors: | Sekine, Toshitaka |
Institutions: | Bank for International Settlements (BIS) |
Subject: | exchange rate pass-through | impacts of commodity prices | time-varying parameter | Markov Chain Monte Carlo | stochastic volatility |
Extent: | application/pdf text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 202 34 pages |
Classification: | C11 - Bayesian Analysis ; E31 - Price Level; Inflation; Deflation ; E58 - Central Banks and Their Policies ; F40 - Macroeconomic Aspects of International Trade and Finance. General ; F41 - Open Economy Macroeconomics |
Source: |
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Time-Varying Exchange Rate Pass-Through : Experiences of Some Industrial Countries
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