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Measuring Long-Run Exchange Rate Pass-Through
16 references·7 citing·46 second hop
Measuring Long-Run Exchange Rate Pass-Through (2010)Measuring Long-Run Exchange Rate Pass-Thr…Openness, Imperfect Exchange Rate Pass-Through and Monetary Policy (2010)Openness, Imperfect Exchange …Slow Passthrough Around the World: A New Import for Developing Countries? (2006)Slow Passthrough Around the W…International Dimensions of Optimal Monetary Policy (2006)International Dimensions of O…Slow Passthrough Around the World: A New Import for Developing Countries? 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(2008)On Policy Interactions Among …Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? 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(2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for unit roots in heterogeneous panels (2003)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Goods Prices and Exchange Rates: What Have We Learned? (1996)Price Stability in Open Economies (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)International Risk Sharing and the Transmission of Productivity Shocks (2008)Price Stability with Imperfect Financial Integration (2009)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary policy and uncertainty in an empirical small open‐economy model (2010)Optimal Monetary Policy in Open Economies (2010)Currency Misalignments and Optimal Monetary Policy: A Reexamination (2011)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2005International dimensions of optimal monetary policy521 cited
  • 2002Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect424 cited
  • 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited
  • 2002Openness, imperfect exchange rate pass-through and monetary policy334 cited
  • 1999Exchange Rate Pass-Through and the Welfare Effects of the Euro157 cited
  • 2005Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence151 cited
  • 2005Slow Passthrough Around the World: A New Import for Developing Countries?147 cited
  • 2006International Dimensions of Optimal Monetary Policy138 cited
  • 2005Differences in exchange rate pass-through in the euro area132 cited
  • 2010Openness, Imperfect Exchange Rate Pass-Through and Monetary Policy

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115 cited
  • 2006Slow Passthrough Around the World: A New Import for Developing Countries?85 cited
  • Cited by

    • 2008On Policy Interactions Among Nations: When Do Cooperation and Commitment Matter?37 cited
    • 2013The exchange rate pass-through in the new EU member states32 cited
    • 2013Exchange Rate Pass-Through in the Global Economy27 cited
    • 2010Financial Market Liquidity and the Lender of Last Resort27 cited
    • 2010Switching Varma Term Structure Models - Extended Version25 cited
    • 2008Pass-Through of Exchange Rate into Domestic Prices: The Case of Four East-Asian Countries23 cited
    • 2016Nonlinear pass-through of exchange rate shocks on inflation : a bayesian smooth transition VAR approach16 cited