Threshold Model of the Exchange Rate Pass-Through Effect

Author:

Tica Josip1,Posedel Petra2

Affiliation:

1. a Faculty of Economics and Business, University of Zagreb, Croatia

2. b Faculty of Economics and Business, University of Zagreb

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Reference36 articles.

1. "Why Do Consumer Prices React Less than Import Prices to Exchange Rates?";P. Bacchetta;Journal of European Economic Association,2003

2. "Exchange Rate Pass-Through and Monetary Policy in Croatia";A. Billmeier;Journal of Comparative Economics,2004

3. "Sources of Inflation in Transition Economy: The Case of Croatia";V. Botric;Ekonomski pregled,2006

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1. Asymmetries in Exchange Rate Pass-through in Turkey: A Threshold VAR Analysis;Prague Economic Papers;2022-09-22

2. Exchange Rate Pass-Through into Import Prices of Croatia;Naše gospodarstvo/Our economy;2018-12-01

3. Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices;Journal of the Royal Statistical Society: Series A (Statistics in Society);2016-08-04

4. Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?;Emerging Markets Finance and Trade;2015-06-17

5. Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate;South East European Journal of Economics and Business;2015-04-01

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