A Panel Cointegration Analysis of the Exchange Rate Pass-Through
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- Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik, 2013. "A panel cointegration analysis of the exchange rate pass-through," Economics Bulletin, AccessEcon, vol. 33(4), pages 2778-2790.
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Cited by:
- Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
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More about this item
Keywords
Exchange Rate Pass-Through; Import Prices; Non-stationary Panels;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-OPM-2013-09-28 (Open Economy Macroeconomics)
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