This paper examines the extent and evolution of exchange rate pass-through (ERPT) using panel cointegration approach …

. For more accuracy, our study proposes to use a panel threshold framework where a grid search is used to select the … appropriate threshold value. In a larger panel-data set including 63 countries over the period 1992-2012, we find that there are …

This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass … establish. Resorting to novel tests for panel cointegration, we find support for the equilibrium relationship hypothesis …. Exchange rate pass-through elasticities, estimated by two different techniques for cointegrated panel regressions, give insight …

We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …

ignored in existing empirical studies. We use time series and up-to-date panel data techniques to test for cointegration with … the possibility of structural breaks and show how the long run may be restored in the estimation. The main finding is that …

prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …

prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …