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Nonlinear pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach

Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016

Determining the exchange rate pass-through on inflation is a necessity for central banks as well as for firms and … short and long-term impact of an exchange rate shock on inflation along the distribution chain in the presence of … endogeneity, nonlinearity and asymmetry. The econometric model is a smooth transition autoregressive vector estimated by Bayesian …

Persistent link: https://www.econbiz.de/10011554700

Pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach

Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016

Persistent link: https://www.econbiz.de/10011580604

Asymmetric impact of relative price shocks in presence of trend inflation

Rather, Sartaj Rasool - In: Applied economics letters 26 (2019) 9, pp. 755-758

Persistent link: https://www.econbiz.de/10012204381

Mitigating the impact of a pandemic : a time-varying-parameter structural VAR (TVP-SVAR) and time-varying granger causality estimations

Olaoye, Olumide Olusegun; Zerihun, Mulatu Fekadu - In: African journal of economic and management studies 15 (2024) 1, pp. 104-131

Persistent link: https://www.econbiz.de/10014519937

The equity premium and the business cycle : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152

Persistent link: https://www.econbiz.de/10008702360

Dynamic linkages between monetary policy and the stock market

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Permanent and transitory shocks in the presence of asymmetric error correction

Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648

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Asymmetric effects of monetary policy shocks on economic performance : empirical evidence from Turkey

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Persistent link: https://www.econbiz.de/10011430609

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

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Persistent link: https://www.econbiz.de/10011431392

Measuring macroeconomic instability : a critical survey illustrated with exports series

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Persistent link: https://www.econbiz.de/10011381764

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