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EXCHANGE RATE PASS‐THROUGH TO IMPORT PRICES IN SOUTH AFRICA: IS THERE ASYMMETRY?1
16 references·10 citing·32 second hop
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(1996)Goods Prices and Exchange Rat…Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry (1995)Product Differentiation and O…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…EXCHANGE RATE PASS‐THROUGH (1995)EXCHANGE RATE PASS‐THROUGHTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Pricing to market in Japanese manufacturing (1990)Pricing to market in Japanese…Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures (1989)Exchange Rate Pass-Through in…Real-Financial Linkages Among Open Economies (1987)Real-Financial Linkages Among…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Prices, profit margins, and exchange rates (1986)Prices, profit margins, and e…On the dynamics of exchange rate pass-through: asymmetric evidence from India (2021)On the dynamics of exchange r…Exchange rate pass‐through to restaurant and hotel prices in the United States: The role of energy prices and tourism development (2020)Exchange rate pass‐through to…Does the pass‐through of exchange rate and globalization validate the rockets and feathers hypothesis in Nigeria? 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this work references cited by second hop

References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2008Introductory Econometrics for Finance3,662 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 2017Exchange Rates and Prices762 cited
  • 1995Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry705 cited
  • 1990Pricing to market in Japanese manufacturing594 cited
  • 1995EXCHANGE RATE PASS‐THROUGH493 cited
  • 1987Real-Financial Linkages Among Open Economies468 cited
  • 2002Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?404 cited
  • 1986Prices, profit margins, and exchange rates282 cited
  • 2003Introductory Econometrics for Finance.220 cited

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  • 1989Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures205 cited
  • Cited by

    • 2019Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries39 cited
    • 2020Exchange rate pass‐through to restaurant and hotel prices in the United States: The role of energy prices and tourism development29 cited
    • 2017Exchange rate pass-through to consumer prices in Ghana: is there asymmetry?25 cited
    • 2018Has the Exchange Rate Pass‐Through changed in South Africa?23 cited
    • 2018Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa18 cited
    • 2016Assimetrias no repasse cambial para a inflação: Uma análise empírica para o Brasil (1999 a 2013)18 cited
    • 2021On the dynamics of exchange rate pass-through: asymmetric evidence from India17 cited
    • 2007Területi Statisztika 200716 cited
    • 2019BRICS: How important is the exchange rate pass‐through?15 cited
    • 2020Does the pass‐through of exchange rate and globalization validate the rockets and feathers hypothesis in Nigeria? Evidence from a nonlinear model15 cited