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Monetary policy and exchange rate pass‐through
16 references·16 citing·40 second hopsampled
Monetary policy and exchange rate pass‐through (2004)Monetary policy and exchange rate pass‐th…Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Testing for Indeterminacy: An…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Testing for Indeterminacy: An…Endogenous exchange rate pass-through when nominal prices are set in advance (2003)Endogenous exchange rate pass…Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? (2002)Exchange Rate Pass-Through in…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, …Trade Elasticities for G-7 Countries (1998)Trade Elasticities for G-7 Co…Monetary policy rules in practice (1998)Monetary policy rules in prac…Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Inflation Persistence (1995)Inflation PersistenceDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Inflation and exchange rate pass-through (2020)Inflation and exchange rate p…The shocks matter: Improving our estimates of exchange rate pass-through (2018)The shocks matter: Improving …Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? (2016)Monetary Policy Rules in Emer…Monetary Policy Credibility and Exchange Rate Pass-Through (2016)Monetary Policy Credibility a…Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies (2014)Exchange Rate Pass-Through in…Slow Pass-through Around the World: A New Import for Developing Countries? (2011)Slow Pass-through Around the …Understanding changes in exchange rate pass-through (2010)Understanding changes in exch…Macroeconomic interdependence and the international role of the dollar (2009)Macroeconomic interdependence…Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through (2008)Exchange Rate Changes and Inf…Time-Varying Exchange Rate Pass-Through: Experiences of Some Industrial Countries (2007)Time-Varying Exchange Rate Pa…Pass Through of Exchange Rates to Consumption Prices: What has Changed and Why? (2006)Pass Through of Exchange Rate…Exchange-Rate Pass-Through in the G-7 Countries (2006)Exchange-Rate Pass-Through in…Exchange and interest rate channels during a deflationary era—Evidence from Japan, Hong Kong and China (2006)Exchange and interest rate ch…Exchange Rates and Monetary Policy in Emerging Market Economies (2005)Exchange Rates and Monetary P…Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence (2005)Exchange Rate Pass-Through to…Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? (2003)Exchange Rate Pass-Through in…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Forward and spot exchange rates (1984)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Econometric policy evaluation: A critique (1976)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inflation dynamics: A structural econometric analysis (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Has Monetary Policy Become More Effective? (2006)Do central banks respond to exchange rate movements? A structural investigation (2007)The Time-Varying Volatility of Macroeconomic Fluctuations (2008)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Exchange Rate Pass-Through into Import Prices (2005)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Prices and unit labor costs: a new test of price stickiness (2002)Are Technology Improvements Contractionary? (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998Monetary policy rules in practice2,206 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
  • 1995Inflation Persistence1,007 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 2004Testing for Indeterminacy: An Application to U.S. Monetary Policy868 cited
  • 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
  • 2007Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment430 cited
  • 2002Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?404 cited
  • 2000The Pass-Through from Depreciation to Inflation: A Panel Study339 cited
  • 1998Trade Elasticities for G-7 Countries329 cited
  • 2003

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Endogenous exchange rate pass-through when nominal prices are set in advance
315 cited

Cited by

  • 2011Slow Pass-through Around the World: A New Import for Developing Countries?216 cited
  • 2018The shocks matter: Improving our estimates of exchange rate pass-through213 cited
  • 2008Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through186 cited
  • 2020Inflation and exchange rate pass-through181 cited
  • 2005Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence151 cited
  • 2006Exchange-Rate Pass-Through in the G-7 Countries139 cited
  • 2009Macroeconomic interdependence and the international role of the dollar128 cited
  • 2005Exchange Rates and Monetary Policy in Emerging Market Economies124 cited
  • 2003Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?122 cited
  • 2014Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies107 cited
  • 2010Understanding changes in exchange rate pass-through97 cited
  • 2016Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?95 cited
  • 2006Exchange and interest rate channels during a deflationary era—Evidence from Japan, Hong Kong and China95 cited
  • 2016Monetary Policy Credibility and Exchange Rate Pass-Through93 cited
  • 2007Time-Varying Exchange Rate Pass-Through: Experiences of Some Industrial Countries92 cited
  • 2006Pass Through of Exchange Rates to Consumption Prices: What has Changed and Why?87 cited