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Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data
16 references·0 citing·36 second hop
Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data (2005)Time-Varying Pass-Through from Import Pri…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Econometrics of Event Studies…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…Some Evidence on the Importance of Sticky Prices (2002)Some Evidence on the Importan…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Exchange Rate Pass-Through to…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyStaggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Aggregate Dynamics and Staggered Contracts (1980)Aggregate Dynamics and Stagge…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time to Build and Aggregate Fluctuations (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Science of Monetary Policy: A New Keynesian Perspective (1999)Implications of rational inattention (2003)Five Facts about Prices: A Reevaluation of Menu Cost Models * (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Markups and Firm-Level Export Status (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1980Aggregate Dynamics and Staggered Contracts2,464 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2004Some Evidence on the Importance of Sticky Prices1,579 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2002Some Evidence on the Importance of Sticky Prices1,323 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.841 cited
  • 2001Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?677 cited
  • 2001The new open economy macroeconomics: a survey

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675 cited
  • 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
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