projection techniques to obtain state dependent impulse responses in a panel of 28 emerging markets. We find significant evidence …

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

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

This paper examines the exchange rate pass-through (ERPT) into import prices using recent panel data techniques. For a … sample of 27 OECD countries, panel cointegration tests provide an evidence for the existence of long-run equilibrium … implement a panel threshold methodology as introduced by Hansen (2000). Our results indicate a regime-dependence of ERPT, that …

This paper examines the exchange rate pass-through (ERPT) into import prices using recent panel data techniques. For a … sample of 27 OECD countries, panel cointegration tests provide an evidence for the existence of long-run equilibrium … implement a panel threshold methodology as introduced by Hansen (2000). Our results indicate a regime-dependence of ERPT, that …

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 …