| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5086251 | Japan and the World Economy | 2013 | 10 Pages |
Abstract
⺠The degree of ERPT is higher in a higher exchange rate volatility regime. ⺠The different degree of ERPT can be explained by each industrial sector. ⺠A threshold regression model is employed. ⺠Hypothesis tests are conducted about threshold parameters.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Koichi Murase,