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Time-varying nature and macroeconomic determinants of exchange rate pass-through

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  1. Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," LSE Research Online Documents on Economics 120000, London School of Economics and Political Science, LSE Library.
  2. Chen, Qi-an & Li, Huashi, 2023. "How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 590-610.
  3. Diby François Kassi & Dilesha Nawadali Rathnayake & Akadje Jean Roland Edjoukou & Yobouet Thierry Gnangoin & Pierre Axel Louembe & Ning Ding & Gang Sun, 2019. "Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries," Economies, MDPI, vol. 7(1), pages 1-33, January.
  4. Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2021. "Phillips Curve for the Asian Economies: A Nonlinear Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3508-3537, September.
  5. Alain Kabundi & Asi Mbelu, 2018. "Has the Exchange Rate Pass‐Through changed in South Africa?," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 339-360, September.
  6. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
  7. Adusei, Michael & Gyapong, Eddie Yaw, 2017. "The impact of macroeconomic variables on exchange rate volatility in Ghana: The Partial Least Squares Structural Equation Modelling approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1428-1444.
  8. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
  9. Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," Journal of International Money and Finance, Elsevier, vol. 137(C).
  10. Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
  11. Beirne, John & Renzhi, Nuobu & Panthi, Pradeep, 2024. "Exchange rate pass-through in emerging Asia and exposure to external shocks," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1608-1624.
  12. Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023. "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  13. Konopczak, Karolina, 2019. "Can inaction account for the incomplete exchangerate pass-through? Evidence from threshold ARDL model," MF Working Papers 37, Ministry of Finance in Poland.
  14. Nguyen Van Phuc & Vo Hong Duc, 2021. "Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 5-20, January.
  15. Abraham Deka & Behiye Cavusoglu, 2022. "Examining the role of renewable energy on the foreign exchange rate of the OECD economies with dynamic panel GMM and Bayesian VAR model," SN Business & Economics, Springer, vol. 2(9), pages 1-19, September.
  16. Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024. "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, vol. 142(C).
  17. Boris Blagov, 2019. "Exchange rate uncertainty and import prices in the euro area," Review of International Economics, Wiley Blackwell, vol. 27(5), pages 1537-1572, November.
  18. Sebastian Edwards & Luis Cabezas, 2021. "Exchange rate pass-through, monetary policy, and real exchange rates - Iceland and the 2008 crisis," Economics wp85, Department of Economics, Central bank of Iceland.
  19. Chou, K.W., 2019. "Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 331-351.
  20. Jiménez-Rodríguez, Rebeca & Morales-Zumaquero, Amalia, 2016. "A new look at exchange rate pass-through in the G-7 countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 985-1000.
  21. Szafranek, Karol, 2021. "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 229-245.
  22. Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019. "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 357-372.
  23. Fandamu, Humphrey & Ndulo, Manenga & Fandamu, Mercy, 2021. "Globalization and Exchange Rate Pass Through: Evidence from Zambia," African Journal of Economic Review, African Journal of Economic Review, vol. 9(4), September.
  24. Jung-Bin Su & Jui-Cheng Hung, 2018. "The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns," Risks, MDPI, vol. 6(4), pages 1-42, November.
  25. Szafranek, Karol, 2021. "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, vol. 94(C), pages 1-13.
  26. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.
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