This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 … changes than for small ones in 9 out of 12 EA countries. -- exchange rate pass-through ; inflation ; smooth transition …

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …-through ; inflation ; smooth transition regression models ; euro area …

Taylor's (2000) suggestion that the degree of pass-through is dependent on importing country inflation. Extending the … importing country inflation rate regime, and using nonlinear smooth transition estimation methodology we present empirical … evidence for the inflation regime dependence of pass-through elasticities for several OECD countries. The pass-through seems to …

estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …