Re-examining the exchange rate pass-through into import prices using non-linear estimation techniques: Threshold cointegration
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. A Theory of the currency denomination of international trade;Bacchetta;Journal of International Economics,2005
2. Threshold cointegration;Blake;International Economic Review,1997
3. Exchange rate pass-through into import prices: A macro or micro phenomenon?;Campa;Review of Economics and Statistics,2005
4. Endogenous exchange rate pass-through when nominal prices are set in advance;Devereux;Journal of International Economics,2004
5. Cointegration and error correction: Representation, estimation, and testing;Engle;Econometrica,1987
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