Firm predicted exchange rates and nonlinearities in pricing-to-market
Thi-Ngoc Anh Nguyen, Kiyotaka Sato
| Year of publication: |
2019
|
|---|---|
| Authors: | Nguyen, Thi-Ngoc Anh ; Satō, Kiyotaka |
| Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 53.2019, p. 1-16
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| Subject: | Exchange rate pass-through (ERPT) | Japanese exports | Nonlinear autoregressive distributed lag (NARDL) model | Predicted exchange rate | Pricing-to-market (PTM) | Yen appreciation and depreciation | Wechselkurs | Exchange rate | Exchange Rate Pass-Through | Exchange rate pass-through | Japan | Prognoseverfahren | Forecasting model | Preiskonvergenz | Price convergence | Yen | Außenhandelspreis | Foreign trade price | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jjie.2019.101035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012260550