Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices

Author:

Brun-Aguerre Raphael1,Fuertes Ana-Maria2,Greenwood-Nimmo Matthew3

Affiliation:

1. J. P. Morgan; London UK

2. Cass Business School; London UK

3. University of Melbourne; Australia

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference47 articles.

1. Exchange rate pass-through: evidence based on vector autoregressions with sign restrictions;An;Open Econ. Rev.,2011

2. Measuring long-run exchange rate pass-through;Banerjee;Economics,2008

3. Error-correction mechanism tests for cointegration in a single-equation framework;Banerjee;J. Time Ser. Anal.,1998

4. Asymmetric exchange rate pass-through in the euro area: new evidence from smooth transition models;Ben;Economics,2012

5. The role of the business cycle in exchange rate pass-through: the case of Finland;Ben Cheikh;J. Quant. Econ.,2016

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