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Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?. (2012). Ben Cheikh, Nidhaleddine.
In: MPRA Paper.
RePEc:pra:mprapa:41179.

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  1. Bailliu, J. & Fujii, E. [2004]. “Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation”. Working Paper No. 2004-21, Bank of Canada.

  2. Correa, A. & Minella, A. [2006]. “Nonlinear mechanisms of exchange rate passthrough: a Phillips curve model with threshold for Brazil”. Working Paper No. 122, Central Bank of Brazil.

  3. Coughlin, C. C. & Pollard, P. S. [2004]. “Size Matters: Asymmetric Exchange Rate Pass- Through at the Industrial Level”. Working Paper No. 2003-029C, Federal Reserve Bank of St. Louis.

  4. de Bandt, O., Banerjee, A. & Kozluk, T. [2008]. “Measuring long run exchange rate pass-through”. Economics: The Open-Access, Open-Assessment E-Journal, 2 (2008-6).

  5. Eitrheim, Ø. & Teräsvirta, T. [1996]. “Testing the adequacy of smooth transition autoregressive models”. Journal of Econometrics, Vol. 74, pp. 59–76.

  6. García, J., C. & Restrepo, E., J. [2001]. “Price inflation and Exchange rate passthrough in Chile”. Working Paper No. 128, Central bank of Chile.
    Paper not yet in RePEc: Add citation now

  7. Goldberg, P.K. & Knetter, M. [1997]. “Goods Prices and Exchange Rates: What Have We Learned?” Journal of Economic Literature, 35, pp. 1243–72.

  8. Goldfajn, I. & Werlang, S.R.C. [2000]. “The Pass-through from Depreciation to Inflation: A Panel Study”. Working Paper No. 423, Banco Central Do Brasil.

  9. Herzberg, V., Kapetanios, G. & Price, S. [2003]. “Import prices and exchange rate pass-through: Theory and evidence from the United Kingdom.” Working Paper No. 182, Bank of England.

  10. Luukkonen, R., Saikkonen, P. & Terasvirta, T. [1988]. “Testing Linearity against Smooth Transition AutoRegressive Models”. Biometrika, 75, pp. 491–499.
    Paper not yet in RePEc: Add citation now

  11. Marazzi, M., Sheets, N., Vigfusson, R., Faust, J., Gagnon, J., Marquez, J., Martin, R., Reeve, T. & Rogers, John [2005]. “Exchange Rate Pass-through to U.S. Import Prices: some New Evidence”. International Finance Discussion Paper No. 832, Board of Governors of the Federal Reserve System.

  12. Nogueira Jr., R. P. & Leon-Ledesma, M. [2008]. “Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities”. Studies in Economics No. 0801, Department of Economics, University of Kent.

  13. Shintani, M., A., Terada-Hagiwara & Y., Tomoyoshi [2009]. “Exchange Rate Pass- Through and Inflation: A Nonlinear Time Series Analysis”. Working paper, Department of Economics, Vanderbilt University.

  14. Taylor, J. [2000]. “Low Inflation, Pass-Through and the Pricing Power of Firms”. European Economic Review, 44, pp. 1389–1408.
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  15. Teräsvirta, T. [1994]. “Specification, estimation and evaluation of smooth transition autoregressive models”. Journal of the American Statistical Association, 89, pp. 208–218.
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  16. van Dijk, D., Teräsvirta, T. & Franses, P. [2002]. “Smooth Transition Autoregressive Models: A Survey of Recent Developments”. Econometric Reviews, 21, pp. 1–47.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6366.

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  2. The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors. (2016). Simola, Heli ; Comunale, Mariarosaria.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:35.

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  3. Regime-dependent exchange-rate pass-through to import prices. (2016). Kili, Rehim .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:295-308.

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  4. State-dependent exchange rate pass-through behavior. (2016). Donayre, Luiggi ; Panovska, Irina .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:64:y:2016:i:c:p:170-195.

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  5. A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area. (2016). Razafindrabe, Tovonony.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:78-100.

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  6. Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach. (2016). Ben Cheikh, Nidhaleddine ; Louhichi, Wael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:233-238.

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  7. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?. (2016). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2016-18.

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  8. Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1588.

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  9. Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?. (2016). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Working Papers.
    RePEc:cii:cepidt:2016-07.

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  10. Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla .
    In: CESifo Working Paper Series.
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  11. The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors. (2016). Simola, Heli ; Comunale, Mariarosaria.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2016_016.

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  12. Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia. (2016). Faryna, Oleksandr.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2016_014.

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  13. Exchange rate pass-through: What has changed since the crisis?. (2016). Takats, Elod ; Moessner, Richhild ; Jasova, Martina ; Jaova, Martina.
    In: BIS Working Papers.
    RePEc:bis:biswps:583.

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  14. Exchange Rate Pass-Through and the Frequency of Price Adjustment across Different Inflation Regimes. (2015). Mladenovi, Zorica.
    In: Panoeconomicus.
    RePEc:voj:journl:v:62:y:2015:i:4:p:409-427.

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  15. Model Belirsizligi Altinda Doviz Kurunun Enflasyona Etkisi. (2015). Kaya, Huseyin ; Dedeoglu, Dincer.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:15:y:2015:i:2:p:79-93.

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  16. Euro-Dollar Polarization and Heterogeneity in Exchange Rate Pass-Throughs Within the Euro Zone. (2015). Comunale, Mariarosaria.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:333.

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  17. Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2234.

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  18. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp9467.

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  19. Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01252130.

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  20. Time-varying nature and macroeconomic determinants of exchange rate pass-through. (2015). Ozkan, Ibrahim ; Erden, Lutfi .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:56-66.

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  21. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5550.

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  22. Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5341.

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  23. Exchange Rate Pass-through in Russia. (2014). Trunin, Pavel ; Ponomarev, Yuriy ; Uljukaev, Aleksej V.
    In: EconStor Preprints.
    RePEc:zbw:esprep:121960.

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  24. The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland. (2014). Ben Cheikh, Nidhaleddine ; Rault, Christophe.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2014-1078.

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  25. THE EXCHANGE RATE PASS-THROUGH TO IMPORT PRICES: A PANEL EVIDENCE FROM DEVELOPING COUNTRIES. (2014). GHARDACH, jaouad .
    In: MPRA Paper.
    RePEc:pra:mprapa:64938.

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  26. Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone. (2014). Comunale, Mariarosaria.
    In: MPRA Paper.
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  27. Global supply chains and macroeconomic relationships in Asia. (2014). Chinn, Menzie.
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  28. Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries. (2014). Lahiani, Amine ; Aleem, Abdul .
    In: Economic Modelling.
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  29. Exchange Rate Pass-through into German Import Prices – A Disaggregated Perspective. (2013). Beckmann, Joscha ; Belke, Ansgar ; Verheyen, Florian .
    In: Ruhr Economic Papers.
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  30. Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India. (2013). Zhang, Zhaoyong ; Saha, Shrabani.
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  31. La Politique de Ciblage d’Inflation et “Pass-through” du Taux de Change : Une Analyse en Modèle Panel VAR dans le cadre des Pays Emergents. (2012). Kadria, Mohamed ; Djelassi, Mouldi.
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  32. Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?. (2012). Ben Cheikh, Nidhaleddine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00731502.

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  33. The role of inflation regime in the exchange rate pass-through to import prices. (2012). Korhonen, Marko ; Junttila, Juha.
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  34. Changes in Import Pricing Behaviour: Evidence for Germany. (2011). Stahn, Kerstin .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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  35. Exchange rate pass-through, domestic competition and inflation -- evidence from the 2005/08 revaluation of the Renminbi. (2011). Auer, Raphael.
    In: Globalization Institute Working Papers.
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  36. Exchange Rate Pass-through to Consumer Prices in Pakistan: Does Misalignment Matter?. (2010). Jaffri, Atif Ali.
    In: The Pakistan Development Review.
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  37. Exchange rate pass through to import prices: panel evidence from emerging market economies.. (2010). Kontonikas, Alexandros ; Chavali, Aditya ; Byrne, Joseph.
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  38. The quality of monetary policy and inflation performance: globalization and its aftermath. (2009). Siklos, Pierre ; Mayes, David ; Bohl, Martin .
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  39. Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities. (2008). Nogueira, Reginaldo ; Leon-Ledesma, Miguel ; Reginaldo P. Nogueira Junior, .
    In: Studies in Economics.
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  40. Has the Export Pricing Behaviour of German Enterprises Changed?: Empirical Evidence from German Sectoral Export Prices. (2007). Kerstin, Stahn .
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  41. Inflation Targeting and the Role of Exchange Rate Pass-through. (2006). Nogueira, Reginaldo.
    In: Studies in Economics.
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  42. Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates. (2006). Goldberg, Linda ; Campa, Jose.
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  43. Distribution margins, imported inputs, and the sensitivity of the CPI to exchange rates. (2006). Goldberg, Linda ; Campa, Jose.
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  44. Distribution margins, imported inputs, and the insensitivity of the CPI to exchange rates. (2006). Goldberg, Linda ; Campa, Jose.
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  45. Distribution Margins, Imported Inputs and the Insensitivity of the CPI to Exchange Rates. (2006). Goldberg, Linda ; Campa, Jose.
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  46. INFLATION TARGETING AND MONETARY POLICY CREDIBILITY IN CHILE. (2006). Soto, Claudio ; Cespedes, Luis ; Claudio Soto G., ; Luis F. Cespedes C., .
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  47. Exchange rate pass-through into UK import prices. (2006). Wang, Jian ; mumtaz, haroon ; Oomen, zlem .
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  48. Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada. (2006). Khalaf, Lynda ; Kichian, Maral.
    In: Staff Working Papers.
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  49. Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
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  50. Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
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