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Shocks versus structure : explaining differences in exchange rate pass-through across countries and time

Forbes, Kristin; Hjortsoe, Ida; Nenova, Tsvetelina - 2017

. Previous literature has highlighted the role of an economy's "structure" - such as its inflation volatility, inflation rate …

Persistent link: https://www.econbiz.de/10011671018

Fiscal expenditure, pricing-to-market and exchange rate behavior

Lai, Chung-Fu; Chen, Drow-Tai - In: International journal of economics and finance 7 (2015) 10, pp. 91-99

Persistent link: https://www.econbiz.de/10011376072

The impact of monetary regime on the exchange rate pass-through under exchange rate volatility : dynamic panel data approach

Kazerooni, Ali Reza; Salmani, Behzad; Feshari, Majid - In: Iranian economic review : journal of University of Tehran 17 (2013) 2, pp. 34-50

Persistent link: https://www.econbiz.de/10010243185

Central bank information shocks and exchange rates

Franz, Thorsten - 2020 - This version: February 2020

The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...