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Testing the non-linearities of exchange rate pass-through in Somalia: does dollarization affect consumer prices?
16 references·0 citing·47 second hopsampled
Testing the non-linearities of exchange rate pass-through in Somalia: does dollarization affect consumer prices? (2024)Testing the non-linearities of exchange r…Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia (2020)Macroeconomic Fundamentals an…Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy (2020)Exchange rate pass-through & …Oil prices and inflation dynamics: Evidence from advanced and developing economies (2018)Oil prices and inflation dyna…Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter? (2017)Exchange rate pass-through in…Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries (2017)Effect of credibility and exc…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Exchange rate pass-through to inflation in China (2013)Exchange rate pass-through to…Exchange rate pass-through and inflation: A nonlinear time series analysis (2012)Exchange rate pass-through an…Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions (2011)Exchange Rate Pass-Through: E…Nonlinear mechanisms of the exchange rate pass-through: a Phillips curve model with threshold for Brazil (2010)Nonlinear mechanisms of the e…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation (2004)Exchange Rate Pass-Through an…Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Exchange Rate Pass-Through to…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …Biases in Dynamic Models with Fixed Effects (1981)Staggered prices in a utility-maximizing framework (1983)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Exchange Rate Pass-Through to Trade Prices: The Role of Non-Linearities and Asymmetries (2007)Exchange Rate Changes and Inflation in Post‐Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass‐Through (2008)The Sensitivity of the CPI to Exchange Rates: Distribution Margins, Imported Inputs, and Trade Exposure (2010)Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)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)Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Currency Choice and Exchange Rate Pass-Through (2010)Inflation and exchange rate pass-through (2020)The effects of the oil price and oil price volatility on inflation in Turkey (2021)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)CO2 emissions, energy consumption, and output in France (2007)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)The shocks matter: Improving our estimates of exchange rate pass-through (2018)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Disentangling the Channels of the 2007–09 Recession (2012)Estimation and Inference of Impulse Responses by Local Projections (2005)Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis (2019)Oil price shocks and U.S. economic activity (2019)A ‘just’ hydrogen economy: A normative energy justice assessment of the hydrogen economy (2022)Goods Prices and Exchange Rates: What Have We Learned? (1996)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)Slow Pass-through Around the World: A New Import for Developing Countries? (2011)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,836 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,784 cited
  • 2000Low inflation, pass-through, and the pricing power of firms1,354 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2001Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?681 cited
  • 2018Oil prices and inflation dynamics: Evidence from advanced and developing economies341 cited
  • 2004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation235 cited
  • 2012Exchange rate pass-through and inflation: A nonlinear time series analysis111 cited
  • 2011Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions107 cited
  • 2020Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy95 cited
  • 2010Nonlinear mechanisms of the exchange rate pass-through: a Phillips curve model with threshold for Brazil94 cited
  • 2020Macroeconomic Fundamentals and the Exchange Rate Volatility: Empirical Evidence From Somalia89 cited
  • 2017Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?

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82 cited
  • 2017Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries74 cited
  • 2013Exchange rate pass-through to inflation in China73 cited
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