Can inaction account for the incomplete exchange rate pass-through? Evidence from threshold ARDL model
نویسندگان
چکیده
منابع مشابه
The Impact of Exchange Rate Pass-Through via Domestic Prices on Inflation in Iran: New Evidence from a Threshold Regression
There are various causes for inflation in macroeconomics. One of the important channels of experiencing inflation is through the international economy caused by external shocks. In this context, the impact of exchange rate volatilities on domestic prices known as Exchange Rate Pass-Through (ERPT) plays a vital role. The present paper deals with the impact of Exchange Rate Pass-Through on inflat...
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This study analyzes the exchange rate pass-through into China aggregate import prices and prices of eleven industries under the HS classification. Chinese monthly data from July 2005 to July 2015 are used. Bounds test finds that all industries have co-integration relationship, with the exception of footwear and headgear products (HS12) and transport equipment (HS17). We have researched the shor...
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متن کاملthe impact of exchange rate pass-through via domestic prices on inflation in iran: new evidence from a threshold regression
there are various causes for inflation in macroeconomics. one of the important channels of experiencing inflation is through the international economy caused by external shocks. in this context, the impact of exchange rate volatilities on domestic prices known as exchange rate pass-through (erpt) plays a vital role. the present paper deals with the impact of exchange rate pass-through on inflat...
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This paper investigates the implications of endogenous trade participation for international business cycles, trade flow dynamics and exchange rate pass-through when price adjustments are staggered across firms. I develop a two-country dynamic stochastic general equilibrium model wherein firms make state-dependent decisions on entry and exit in the export market and the frequency of price adjus...
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ژورنال
عنوان ژورنال: Baltic Journal of Economics
سال: 2019
ISSN: 1406-099X,2334-4385
DOI: 10.1080/1406099x.2019.1654223