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Exchange rate pass-through in Switzerland: Evidence from vector autoregressions
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1995Exchange Rate Dynamics Redux2,110 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
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
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  • 2000Exchange rate dynamics in a model of pricing-to-market753 cited
  • 1995EXCHANGE RATE PASS‐THROUGH493 cited
  • 1999Nominal income targeting in an open-economy optimizing model493 cited
  • 1996The exchange rate in a model of pricing-to-market

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388 cited
  • 2001The monetary transmission mechanism in the euro area: more evidence from VAR analysis365 cited
  • Cited by

    • 2017Shocks versus Structure: Explaining Differences in Exchange Rate Pass-Through across Countries and Time48 cited
    • 2018The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through44 cited
    • 2016Much Ado about Something Important: How do Exchange Rate Movements Affect Inflation?39 cited
    • 2021A nonlinear ARDL model of inflation dynamics in the Philippine economy32 cited
    • 2012El traspaso de movimientos del tipo de cambio a los precios. Un análisis para la economía mexicana27 cited
    • 2010Constraints on exchange rate flexibility in transition economies: a meta-regression analysis of exchange rate pass-through21 cited
    • 2014Natural Hedging of Exchange Rate Risk: The Role of Imported Input Prices19 cited
    • 2015Imported Inflation: The Evidence from India16 cited
    • 2015How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data15 cited
    • 2015Quantification and characteristics of household inflation expectations in Switzerland14 cited
    • 2012RETRACTED: Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan14 cited
    • 2013Estimating the Exchange Rate Pass-through to Prices in Mexico13 cited