Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries

Author:

Balcilar Mehmet,Roubaud David,Usman Ojonugwa,Wohar Mark E.

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference65 articles.

1. Exchange rate pass-through to import prices, and monetary policy in South Africa;Aron;J. Dev. Stud.,2014

2. Asymmetric exchange rate pass-through in an emerging market economy: the case of Mexico;Baharumshah;Res. Int. Bus. Financ.,2017

3. Exchange Rate and Oil Price Pass-Through to Inflation in BRICS Countries: Evidence from the Spillover Index and Rolling-Sample Analysis;Balcilar,2018

4. Testing the asymmetric effects of financial conditions in South Africa: a nonlinear vector autoregression approach;Balcilar;J. Int. Financ. Mark. Inst. Money,2016

5. The impact of oil price on South African GDP growth: a Bayesian Markov switching-VAR analysis;Balcilar;Afr. Dev. Rev.,2017

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