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Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach
12 references·16 citing·47 second hop
Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach (2014)Revisiting the role of inflation environm…Exchange rate pass-through and inflation: A nonlinear time series analysis (2012)Exchange rate pass-through an…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries (2007)Exchange Rate Pass-Through to…Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation (2006)Differences in long run excha…Exchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…Monetary policy and exchange rate pass‐through (2004)Monetary policy and exchange …Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation (2004)Exchange Rate Pass-Through an…Exchange Rates and the Prices of Manufacturing Products Imported into the United States (2002)Exchange Rates and the Prices…Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Exchange Rate Pass-Through to…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Threshold effects in non-dyna…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Recent developments in exchange rate pass-through: What have we learned from uncertain times? (2023)Recent developments in exchan…Exchange rate pass-through and inflation targeting regime under energy price shocks (2023)Exchange rate pass-through an…Nonlinearities in the exchange rate pass-through: The role of inflation expectations (2022)Nonlinearities in the exchang…Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile (2022)Conditional exchange rate pas…On the dynamics of exchange rate pass-through: asymmetric evidence from India (2021)On the dynamics of exchange r…Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 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(2017)Exchange rate pass-through in…Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches (2016)Asymmetric causality using fr…Recent estimates of exchange rate pass-through to import prices in the euro area (2015)Recent estimates of exchange …Biases in Dynamic Models with Fixed Effects (1981)Staggered prices in a utility-maximizing framework (1983)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through (2008)Price adjustment and exchange rate pass-through (2009)Inflation responses to commodity price shocks – How and why do countries differ? (2016)Aggregate Dynamics and Staggered Contracts (1980)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)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings (2014)Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies (2014)Time-varying nature and macroeconomic determinants of exchange rate pass-through (2015)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Do green technology innovations contribute to carbon dioxide emission reduction? 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References

  • 2007Testing for Error Correction in Panel Data*6,105 cited
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  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
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  • 2004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation234 cited
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  • 2002Exchange Rates and the Prices of Manufacturing Products Imported into the United States113 cited
  • 2012Exchange rate pass-through and inflation: A nonlinear time series analysis111 cited

Cited by

  • 2018The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa68 cited
  • 2019Nonlinear exchange‐rate pass‐through in emerging markets

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63 cited
  • 2019Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region53 cited
  • 2020Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?42 cited
  • 2017Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries41 cited
  • 2023Recent developments in exchange rate pass-through: What have we learned from uncertain times?37 cited
  • 2023Exchange rate pass-through and inflation targeting regime under energy price shocks36 cited
  • 2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches36 cited
  • 2015Recent estimates of exchange rate pass-through to import prices in the euro area35 cited
  • 2022Nonlinearities in the exchange rate pass-through: The role of inflation expectations31 cited
  • 2020Impact of petroleum and non-petroleum indices on financial development in Oman29 cited
  • 2019TÜRKİYE’DE DÖVİZ KURU, ENFLASYON VE FAİZ ORANLARININ ETKİLEŞİMİ25 cited
  • 2017Exchange rate pass-through in the Asian countries: does inflation volatility matter?25 cited
  • 2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model20 cited
  • 2021On the dynamics of exchange rate pass-through: asymmetric evidence from India17 cited
  • 2022Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile15 cited