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Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007
16 references·9 citing·44 second hop
Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 (2012)Does the exchange rate pass-through into …Currency Choice and Exchange Rate Pass-Through (2010)Currency Choice and Exchange …Monetary policy and welfare in a small open economy (2008)Monetary policy and welfare i…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…Does Inflation Targeting Make a Difference? (2007)Does Inflation Targeting Make…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Monetary Policy and Exchange …The Inflation-Targeting Debate (2004)The Inflation-Targeting DebateDoes Inflation Targeting Matter? (2003)Does Inflation Targeting Matt…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Monetary Policy and Exchange Rate Pass-Through (2001)Monetary Policy and Exchange …Inflation Targeting for Emerging-Market Countries (2000)Inflation Targeting for Emerg…Inflation Targeting: A New Framework for Monetary Policy? (1997)Inflation Targeting: A New Fr…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models (2024)Evolution of the exchange rat…Nonlinearities in the exchange rate pass-through: The role of inflation expectations (2022)Nonlinearities in the exchang…Effects of a mandatory local currency pricing law on the exchange rate pass-through (2020)Effects of a mandatory local …Exchange Rate Pass-Through in Turkey before and after the Adoption of Inflation Targeting Regime (2017)Exchange Rate Pass-Through in…A Survey on Exchange Rate Pass through in Emerging Markets (2017)A Survey on Exchange Rate Pas…Oil price–inflation pass-through in Romania during the inflation targeting regime (2016)Oil price–inflation pass-thro…Oil Prices, Exchange Rates, And Inflation Expectations In South Africa (2015)Oil Prices, Exchange Rates, A…Inflation Targeting in Peru: The Reasons for the Success (2015)Inflation Targeting in Peru: …Does Adoption of Inflation Targeting Reduce Exchange Rate Volatility and Enhance Economic Growth (2013)Does Adoption of Inflation Ta…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Staggered Prices in a Utility-Maximizing Framework (1996)Networks versus markets in international trade (1999)Globalization and the Gains From Variety (2006)Importers, Exporters, and Exchange Rate Disconnect (2014)International Liquidity and Exchange Rate Dynamics * (2015)Dominant Currency Paradigm (2020)Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Inflation targeting as a monetary policy rule (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy and Asset Price Volatility (2000)Should Central Banks Respond to Movements in Asset Prices? (2001)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Optimal monetary policy with staggered wage and price contracts (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Discretion versus policy rules in practice (1993)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)The Macroeconomic Effects of Inflation Targeting (2004)Central Bank Communication and Policy Effectiveness (2005)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
this work references cited by second hop

References

  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2005Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,453 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 1997Inflation Targeting: A New Framework for Monetary Policy?1,233 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2000Inflation Targeting for Emerging-Market Countries682 cited
  • 2010Currency Choice and Exchange Rate Pass-Through616 cited
  • 2007Does Inflation Targeting Make a Difference?556 cited
  • 2003Does Inflation Targeting Matter?554 cited
  • 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
  • 2004The Inflation-Targeting Debate418 cited
  • 2001Monetary Policy and Exchange Rate Pass-Through372 cited

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2008
Monetary policy and welfare in a small open economy
349 cited

Cited by

  • 2022Nonlinearities in the exchange rate pass-through: The role of inflation expectations31 cited
  • 2017A Survey on Exchange Rate Pass through in Emerging Markets23 cited
  • 2015Inflation Targeting in Peru: The Reasons for the Success18 cited
  • 2016Oil price–inflation pass-through in Romania during the inflation targeting regime15 cited
  • 2015Oil Prices, Exchange Rates, And Inflation Expectations In South Africa14 cited
  • 2013Does Adoption of Inflation Targeting Reduce Exchange Rate Volatility and Enhance Economic Growth13 cited
  • 2017Exchange Rate Pass-Through in Turkey before and after the Adoption of Inflation Targeting Regime13 cited
  • 2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models12 cited
  • 2020Effects of a mandatory local currency pricing law on the exchange rate pass-through11 cited