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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
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Exchange rate dynamics and trade balance in selected African countries
Shuaibu, Mohammed Isa; Isah, Abdulrasheed - In: Journal of African trade : official journal of the … 7 (2020) 1/2, pp. 69-83
African countries have over the years experienced persistent current account deficits. The role of asymmetries in explaining the response of trade balance to exchange rate movement has not received adequate attention as linear models dominate extant empirical literature. In this paper, we...
Persistent link: https://www.econbiz.de/10012427694
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The nonlinearity of exchange rate pass-through on currency invoice : a quantile, generalized method of moments and threshold effect-test from sub-Sahara African economies
Idris Abdullahi Abdulqadir - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1473-1494
Persistent link: https://www.econbiz.de/10012815089
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Implications of production sharing on exchange rate pass-through
Ghosh, Amit - In: International journal of finance & economics : IJFE 14 (2009) 4, pp. 334-345
Persistent link: https://www.econbiz.de/10003902052
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State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
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Asymmetric behavior of the exchange rate pass-through to manufacturing prices in Turkey
Şen Doğan, Bahar - In: Emerging markets finance & trade : a journal of the … 49 (2013) 3, pp. 35-47
Persistent link: https://www.econbiz.de/10010200883
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Exchange rate pass-through in Russia
Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014
during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its …
Persistent link: https://www.econbiz.de/10011398366
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Exchange rate pass-through to domestic prices in Tunisia : a short- and long-run analysis
Helali, Kamel; Kalai, Maha - In: International journal of monetary economics and finance 8 (2015) 3, pp. 282-301
Persistent link: https://www.econbiz.de/10011502656
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Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina; Caporale, Guglielmo Maria - 2022
estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …
Persistent link: https://www.econbiz.de/10012806637
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Exchange rate pass-through in Russia
Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - In: Problems of economic transition 58 (2016) 1, pp. 54-72
Persistent link: https://www.econbiz.de/10011794703