Article ID Journal Published Year Pages File Type
7366268 Journal of International Money and Finance 2013 16 Pages PDF
Abstract
► We investigate positive correlation of the exchange rate pass-through and inflation. ► Theoretical analysis suggests usefulness of smooth transition autoregressive models. ► We estimate a nonlinear model of the time-varying exchange rate pass-through. ► It explains declines in the exchange rate pass-through to US domestic prices.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Exchange rate pass-through and inflation: A nonlinear time series analysis
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