Article ID Journal Published Year Pages File Type
5083890 International Review of Economics & Finance 2012 9 Pages PDF
Abstract
► Taylor (2000) suggests that exchange rate pass-through and inflation are correlated. ► Many previous studies reject this suggestion. ► Introduce the possibility of nonlinear effects of inflation in the ERPT mechanism. ► For data from 9 OECD countries there are nonlinear effects from inflation to ERPT. ► Taking these into account supports positive correlation between ERPT and inflation.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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