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A time-varying parameter VAR investigation of the exchange rate pass-through in Turkey
16 references·0 citing·43 second hopsampled
A time-varying parameter VAR investigation of the exchange rate pass-through in Turkey (2016)A time-varying parameter VAR investigatio…Time Variation in the Inflation Passthrough of Energy Prices (2010)Time Variation in the Inflati…Inflation Targeting and Exchange Rate Pass-Through: The Turkish Experience (2008)Inflation Targeting and Excha…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…Exchange Rate Pass-Through in Emerging Markets (2007)Exchange Rate Pass-Through in…Exchange Rate Pass-Through in the Euro Area (2006)Exchange Rate Pass-Through in…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Explaining the Exchange Rate Pass-Through in Different Prices (2002)Explaining the Exchange Rate …Exchange Rate Pass-Through in Turkey (2002)Exchange Rate Pass-Through in…Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…Monetary Policy and Exchange Rate Pass-Through (2001)Monetary Policy and Exchange …Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Exchange Rate Pass-Through to…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…Bayesian Analysis of Stochastic Volatility Models (1994)Bayesian Analysis of Stochast…Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Exchange Rate Pass-Through into Import Prices (2005)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)5 Stochastic volatility (1996)Range‐Based Estimation of Stochastic Volatility Models (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)What have We Learnt from the Convergence Debate? (2003)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Testing for a Unit Root in Time Series Regression (1988)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Empirical exchange rate models of the seventies (1983)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Purchasing Power Parity Puzzle (1996)Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? (2002)Monetary policy and exchange rate pass‐through (2004)Discretion versus policy rules in practice (1993)Goods Prices and Exchange Rates: What Have We Learned? (1996)Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries (2007)The Sensitivity of the CPI to Exchange Rates: Distribution Margins, Imported Inputs, and Trade Exposure (2010)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Exchange Rates and Monetary Policy in Emerging Market Economies (2006)Econometric policy evaluation: A critique (1976)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The detection and estimation of long memory in stochastic volatility (1998)Maximum likelihood estimation of stochastic volatility models (2006)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)
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References

  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2001Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?677 cited
  • 1994Bayesian Analysis of Stochastic Volatility Models611 cited
  • 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
  • 2001Monetary Policy and Exchange Rate Pass-Through372 cited
  • 2007Exchange Rate Pass-Through in Emerging Markets278 cited
  • 2002Explaining the Exchange Rate Pass-Through in Different Prices169 cited
  • 2010Time Variation in the Inflation Passthrough of Energy Prices151 cited
  • 2002Exchange Rate Pass-Through in Turkey113 cited
  • 2008Inflation Targeting and Exchange Rate Pass-Through: The Turkish Experience

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  • 2006Exchange Rate Pass-Through in the Euro Area97 cited
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