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Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273080
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Dynamic Passthrough of Oil Price and Exchange Rate to Inflation in Nigeria : A Time-Varying Parameter Structural Vector Autoregressive (TVP-SVAR) Approach
Tumala, Mohammed Musa; Atoi, Ngozi Victor; Karimo, Tari … - 2023
This study examines the dynamic passthrough of oil price and exchange rate to inflation using a time-varying structural vector autoregressive (TVP-SVAR) model with data from 1995 M01 to 2021 M07. We accounted for 2008/2009 global financial crisis (GFC), the 2016 economic recession and the...
Persistent link: https://www.econbiz.de/10014348457
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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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Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu; Terada Hagiwara, Akiko; Tomoyoshi, Yabu - In: Journal of international money and finance 32 (2013), pp. 512-527
Persistent link: https://www.econbiz.de/10009732848
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Exchange rate pass-through in Tunisia : evidence from a time varying parameter model
Samir, Ben Ali; Tarek, Jardak - In: The journal of developing areas 48 (2014) 1, pp. 145-164
Persistent link: https://www.econbiz.de/10010358037
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Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu; Terada Hagiwara, Akiko; Tomoyoshi, Yabu - 2012
Persistent link: https://www.econbiz.de/10009775880
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Oil prices and macroeconomic dynamics of the Oman economy
Hakro, Ahmed Nawaz; Omezzine, Abdallah - In: The journal of developing areas 50 (2016) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011576346
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Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong - In: The Korean economic review 32 (2016) 1, pp. 41-75
Persistent link: https://www.econbiz.de/10011649329
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - 2008
Persistent link: https://www.econbiz.de/10003776275
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Long-run identification in a fractionally integrated system
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - 2010
Persistent link: https://www.econbiz.de/10008697066