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Asymmetric Exchange Rate Pass-Through in the Euro Area: New Evidence from Smooth Transition Models
16 references·4 citing·45 second hop
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(2002)Why Do Consumer Prices React …SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…The Pass-Through from Depreciation to Inflation: A Panel Study (2000)The Pass-Through from Depreci…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…EXCHANGE RATE PASS‐THROUGH (1995)EXCHANGE RATE PASS‐THROUGHIs export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses (1994)Is export price adjustment as…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…On the dynamics of exchange rate pass-through: asymmetric evidence from India (2021)On the dynamics of exchange r…Loom of Symmetric Pass-Through (2019)Loom of Symmetric Pass-ThroughExchange rate pass-through to consumer prices in Ghana: is there asymmetry? 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this work references cited by second hop

References

  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1995EXCHANGE RATE PASS‐THROUGH493 cited
  • 2000The Pass-Through from Depreciation to Inflation: A Panel Study339 cited
  • 2007Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries307 cited
  • 2004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation234 cited
  • 2002Why Do Consumer Prices React Less than Import Prices to Exchange Rates?171 cited
  • 1994Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses168 cited
  • 2005Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence151 cited
  • 2005Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence139 cited

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2012
Exchange rate pass-through and inflation: A nonlinear time series analysis
111 cited
  • 2003Size Matters: Asymmetric Exchange Rate Pass-Through At The Industry Level85 cited
  • Cited by

    • 2017Exchange rate pass-through to consumer prices in Ghana: is there asymmetry?25 cited
    • 2021On the dynamics of exchange rate pass-through: asymmetric evidence from India17 cited
    • 2016Nonlinear pass-through of exchange rate shocks on inflation : a bayesian smooth transition VAR approach16 cited
    • 2019Loom of Symmetric Pass-Through15 cited