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Exchange rate pass-through in Switzerland: Evidence from vector autoregressions

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Cited by:

  1. Gregor Bäurle & Daniel Kaufmann, 2014. "Exchange rate and price dynamics in a small open economy - the role of the zero lower bound and monetary policy regimes," Working Papers 2014-10, Swiss National Bank.
  2. Nils Herger, 2012. "Exchange Rates and Import Prices in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 381-407, September.
  3. Nils Herger, 2015. "Market Entries and Exits and the Nonlinear Behaviour of the Exchange Rate Pass-Through into Import Prices," Open Economies Review, Springer, vol. 26(2), pages 313-332, April.
  4. Kaufmann, Daniel & Bäurle, Gregor, 2013. "Exchange Rate and Price Dynamics at the Zero Lower Bound," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79872, Verein für Socialpolitik / German Economic Association.
  5. International Monetary Fund, 2011. "Switzerland: Selected Issues Paper," IMF Staff Country Reports 2011/116, International Monetary Fund.
  6. Nasir, Muhammad Ali & Vo, Xuan Vinh, 2020. "A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 42-61.
  7. Andrés Sansone & Santiago Justel, 2016. "Exchange rate pass-through to prices: var evidence for Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(1), pages 20-37, April.
  8. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The shocks matter: Improving our estimates of exchange rate pass-through," Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
  9. Alex Oktay, 2022. "Heterogeneity in the exchange rate pass-through to consumer prices: the Swiss franc appreciation of 2015," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-20, December.
  10. Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
  11. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
  12. Hernández, María Florencia, 2023. "Análisis del pass-through del tipo de cambio a la inflación en Argentina (2003-2020): un enfoque empírico," Nülan. Deposited Documents 4016, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
  13. Cyriac Guillaumin & Guillaume Vallet, 2012. "La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité d'un ancrage de jure," Revue d'économie politique, Dalloz, vol. 122(5), pages 629-655.
  14. Kaufmann, Daniel & Scheufele, Rolf, 2017. "Business tendency surveys and macroeconomic fluctuations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
  15. Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
  16. Sebastian Dullien & David Gallusser & Silke Tober, 2024. "Historische Preissteigerungen in Deutschland, niedrige Inflation in der Schweiz: Die Rolle von Regulierung," IMK Working Paper 224-2024, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  17. Marco Huwiler & Daniel Kaufmann, 2013. "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies 2013-07, Swiss National Bank.
  18. Žídek, Libor & Šuterová, Magdalena, 2017. "Did the exchange rate interventions enhance inflation in Switzerland?," Economics Discussion Papers 2017-95, Kiel Institute for the World Economy (IfW Kiel).
  19. Pham, Thu Anh Thi & Nguyen, Thong Trung & Nasir, Muhammad Ali & Duc Huynh, Toan Luu, 2023. "Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 158-167.
  20. Bernhard Boehm & Ivan Kusen, 2018. "Iceland: High Growth, Low Inflation and Current Account Surpluses: What's behind this Remarkable Performance?," European Economy - Economic Briefs 037, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  21. Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR," Post-Print hal-03714934, HAL.
  22. Dario Fauceglia & Anirudh Shingal & Martin Wermelinger, 2014. "Natural Hedging of Exchange Rate Risk: The Role of Imported Input Prices," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(IV), pages 261-296, December.
  23. Rita Fleer & Barbara Rudolf & Mathias Zurlinden, 2016. "Price change dispersion and time-varying pass-through to consumer prices," Working Papers 2016-17, Swiss National Bank.
  24. Herger Nils, 2013. "Market Entries and Exits and the Nonlinear Behaviour of the Exchange Rate Pass-Through into Import Prices," Working Papers 13.08, Swiss National Bank, Study Center Gerzensee.
  25. Kristin Forbes, 2016. "Much Ado about Something Important: How do Exchange Rate Movements Affect Inflation?," Manchester School, University of Manchester, vol. 84(S1), pages 15-41, September.
  26. José Romero, 2013. "¿Es posible utilizar el tipo de cambio para hacer más competitiva la economía mexicana?," Serie documentos de trabajo del Centro de Estudios Económicos 2013-10, El Colegio de México, Centro de Estudios Económicos.
  27. Andreas Bachmann, 2012. "Exchange rate pass-through to various price indices: empirical estimation using vector error correction models," Diskussionsschriften dp1205, Universitaet Bern, Departement Volkswirtschaft.
  28. Juan Hernández, 2015. "Revisión de algunas estimaciones recientes del traspaso del tipo de cambio a los precios en México," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 190-196, December.
  29. Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017. "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers 06-2017, Economics Section, The Graduate Institute of International Studies.
  30. Rina Rosenblatt-Wisch & Rolf Scheufele, 2015. "Quantification and characteristics of household inflation expectations in Switzerland," Applied Economics, Taylor & Francis Journals, vol. 47(26), pages 2699-2716, June.
  31. Mrs. Esther Perez Ruiz, 2016. "Outside the Band: Depreciation and Inflation Dynamics in Chile," IMF Working Papers 2016/129, International Monetary Fund.
  32. Niko Hauzenberger & Daniel Kaufmann & Rebecca Stuart & Cédric Tille, 2022. "What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020," IRENE Working Papers 22-03, IRENE Institute of Economic Research.
  33. Deluna, Roperto S. & Loanzon, Jeanette Isabelle V. & Tatlonghari, Virgilio M., 2021. "A nonlinear ARDL model of inflation dynamics in the Philippine economy," Journal of Asian Economics, Elsevier, vol. 76(C).
  34. Luyinduladio, Menga, 2010. "Degré de répercussion du Taux de change sur l’Inflation en République Démocratique du Congo de 2002 à 2007 [Pass-Through of Exchange rate to inflation in DRC 2002 to 2007]," MPRA Paper 21970, University Library of Munich, Germany.
  35. Naz, Farah & Mohsin, Asma & Zaman, Khalid, 2012. "Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2205-2221.
  36. Johannes Eugster & Giovanni Donato, 2022. "The exchange rate elasticity of the Swiss current account," Working Papers 2022-14, Swiss National Bank.
  37. Gregor Bäurle & Elizabeth Steiner, 2015. "How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 151(III), pages 167-225, September.
  38. Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR," Working Papers hal-01282811, HAL.
  39. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.
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