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 …

ignored in existing empirical studies. We use time series and up-to-date panel data techniques to test for cointegration with …

prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to …

prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to …

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 …

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …