Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan

Author:

An Lian,Wynne Mark A.,Zhang Ren

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference63 articles.

1. Adolfson, M., 2001. Monetary policy with incomplete exchange rate pass-through. Sveriges Riksbank Working Paper Series No. 127.

2. Exchange rate pass-through: Evidence based on vector autoregression with sign restrictions;An;Open Econ. Rev.,2012

3. Structural scenario analysis with SVARs;Antolin-Diaz;J. Monetary Econ.,2020

4. Narrative sign restrictions for SVARs;Antolín-Díaz;Am. Econ. Rev.,2018

5. Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications;Arias;Econometrica,2018

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