Time-varying exchange rate pass-through into terms of trade
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Keywords
commodity prices; current account; dominant currency paradigm; exchange rate pass-through; state-space model; terms of trade;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2023-09-18 (International Trade)
- NEP-MON-2023-09-18 (Monetary Economics)
- NEP-OPM-2023-09-18 (Open Economy Macroeconomics)
Statistics
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