Exchange rate pass-through to consumer prices in India : nonlinear evidence from a smooth transition model
Year of publication: |
2024
|
---|---|
Authors: | Bhat, Javed Ahmad ; Nain, Md Zulquar ; Bhat, Sajad Ahmad |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 927-942
|
Subject: | exchange rate | India | nonlinearity | smooth transition regression | Taylor hypothesis | Indien | Wechselkurs | Exchange rate | Verbraucherpreisindex | Consumer price index | Exchange Rate Pass-Through | Exchange rate pass-through | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Inflation | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
-
Rincón Castro, Hernán, (2016)
-
Asymmetric exchange rate pass-through in Turkey : evidence from smooth transition models
Usupbeyli, Akın, (2020)
-
Pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán, (2016)
- More ...
-
ESG investments, bear periods and adaptive resilience: evidence from India using a DBEKK‑MGARCH
Nain, Md Zulquar, (2023)
-
Central bank independence and inflation in India : the role of financial development
Bhat, Aijaz Ahmad, (2023)
-
On the dynamics of exchange rate pass-through : asymmetric evidence from India
Bhat, Javed Ahmad, (2022)
- More ...