This paper investigates nonlinearities in the exchange rate pass-through (ERPT) to consumer and import prices by … 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 …

In this paper, James investigates the evolution of the degree of the pass-through of short-term inflation forecasts to … long-term inflation forecasts by using professional forecaster survey data and finds the anchoring of inflation … expectations is stronger in many of the sample economies in recent years, especially in ones with inflation targeting in monetary …