Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes
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- Rajmund Mirdala, 2014. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series wp1070, William Davidson Institute at the University of Michigan.
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More about this item
Keywords
exchange rate pass-through; inflation; VAR; Cholesky decomposition; impulse-response function;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- 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-MAC-2014-02-02 (Macroeconomics)
- NEP-MON-2014-02-02 (Monetary Economics)
- NEP-OPM-2014-02-02 (Open Economy Macroeconomics)
Statistics
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