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The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through
16 references·2 citing·45 second hop
The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through (2018)The Shocks Matter: Improving Our Estimate…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…The impact of uncertainty shocks in emerging economies (2013)The impact of uncertainty sho…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Currency Choice and Exchange Rate Pass-Through (2010)Currency Choice and Exchange …Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Accounting for Incomplete Pass-Through (2009)Accounting for Incomplete Pas…Methods for Applied Macroeconomic Research (2007)Methods for Applied Macroecon…Exchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The Cyclical Behavior of Marginal Cost and Price (1987)The Cyclical Behavior of Marg…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Forecasting with Bayesian Vector Autoregressions: Five Years of Experience (1986)Forecasting with Bayesian Vec…Exchange Rates and Prices (1985)Exchange Rates and PricesState-Dependent Exchange Rate Pass-Through (2023)State-Dependent Exchange Rate…Global Value Chain Participation and Exchange Rate Pass-Through (2020)Global Value Chain Participat…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)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)Macroeconomics and Reality (1980)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)The macroeconomic impact of financial and uncertainty shocks (2016)American Economic Review (2019)Time to Build and Aggregate Fluctuations (1982)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)When Is the Government Spending Multiplier Large? (2011)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)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Risk, uncertainty and monetary policy (2013)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Integration of Trade and Disintegration of Production in the Global Economy (1998)The nature and growth of vertical specialization in world trade (2001)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)New Directions for Stochastic Open Economy Models (1999)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Remittances and the Dutch disease (2009)US Monetary Policy and the Global Financial Cycle (2015)
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References

  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1986Forecasting with Bayesian Vector Autoregressions: Five Years of Experience629 cited
  • 2010Currency Choice and Exchange Rate Pass-Through616 cited
  • 1985Exchange Rates and Prices547 cited
  • 2013The impact of uncertainty shocks in emerging economies517 cited
  • 2007Methods for Applied Macroeconomic Research515 cited
  • 1987The Cyclical Behavior of Marginal Cost and Price510 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?505 cited

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  • 2009Accounting for Incomplete Pass-Through468 cited
  • Cited by

    • 2020Global Value Chain Participation and Exchange Rate Pass-Through29 cited
    • 2023State-Dependent Exchange Rate Pass-Through16 cited