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Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?
16 references·11 citing·41 second hop
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this work references cited by second hop

References

  • 2003Implications of rational inattention3,869 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts1,145 cited
  • 2012What Can Survey Forecasts Tell Us about Information Rigidities?846 cited
  • 2000Exchange rate dynamics in a model of pricing-to-market753 cited
  • 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications402 cited
  • 2001Monetary Policy and Exchange Rate Pass-Through372 cited
  • 2008Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through186 cited
  • 2005Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence151 cited

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2010
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
140 cited
  • 2005Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence139 cited
  • Cited by

    • 2021The effects of the oil price and oil price volatility on inflation in Turkey81 cited
    • 2015Abenomics: Why was it so successful in changing market expectations?56 cited
    • 2016Unconventional Monetary Policy and its External Effects: Evidence from Japan's Exports32 cited
    • 2021An Assessment of Abenomics: Evolution and Achievements32 cited
    • 2013Response of Asset Prices to Monetary Policy under Abenomics32 cited
    • 2022Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI22 cited
    • 2014A Pass-Through Revival22 cited
    • 2015Asymmetric Exchange Rate Pass-Through in Japanese Exports: Application of the threshold vector autoregressive model21 cited
    • 2017Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies13 cited
    • 2019Invoice currency choice, nonlinearities and exchange rate pass-through13 cited
    • 2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models12 cited