Showing 1 - 10 of 46,077
Persistent link: https://www.econbiz.de/10001697393
This paper investigates exchange rate pass-through in Singapore using band-pass spectral regression techniques … Singapore. Asymmetric pass-through effects over the business cycle are also detected, with importers passing on a smaller share … of exchange rate movements during boom periods as compared to recessions. This result suggest that Singapore’s exchange …
Persistent link: https://www.econbiz.de/10014399253
Persistent link: https://www.econbiz.de/10011903570
Persistent link: https://www.econbiz.de/10008668602
This paper investigates the impact of exchange rate shocks on sectoral activity and prices in the euro area. Using a VAR framework it provides evidence on the magnitude and speed of the impact of exchange rate shocks on activity in all main euro area sectors and on activity and producer prices...
Persistent link: https://www.econbiz.de/10003516678
Persistent link: https://www.econbiz.de/10009689089
Persistent link: https://www.econbiz.de/10010467996
Persistent link: https://www.econbiz.de/10010412922
Persistent link: https://www.econbiz.de/10001849212
This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for 12 euro area (EA) countries. Using logistic smooth transition models, we explore the existence of nonlinearity with respect to economic activity along the business cycle. Our...
Persistent link: https://www.econbiz.de/10013100958