What can Big Data tell us about the passthrough of big exchange rate changes?
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- 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.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
- Hjortsoe, Ida & Lewis, John, 2020. "Non-linearities, asymmetries and dollar currency pricing in exchange rate pass-through: evidence from the sectoral level," Bank of England working papers 868, Bank of England.
- Christian Gillitzer & Angus Moore, 2016. "Trade Invoicing Currency and First-stage Exchange Rate Pass-through," RBA Research Discussion Papers rdp2016-05, Reserve Bank of Australia.
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More about this item
Keywords
Exchange rate passthrough; Big Data; non-linearity;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2016-01-18 (International Finance)
- NEP-IFN-2016-02-04 (International Finance)
- NEP-MAC-2016-01-18 (Macroeconomics)
- NEP-MAC-2016-02-04 (Macroeconomics)
- NEP-MON-2016-01-18 (Monetary Economics)
- NEP-MON-2016-02-04 (Monetary Economics)
- NEP-OPM-2016-01-18 (Open Economy Macroeconomics)
- NEP-OPM-2016-02-04 (Open Economy Macroeconomics)
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