Markov-switching analysis of exchange rate pass-through : perspective from Asian countries
Year of publication: |
September 2017
|
---|---|
Authors: | Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon ; Wohar, Mark E. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 51.2017, p. 245-257
|
Subject: | Exchange rate pass-through | Inflation | Shock absorber | Structural breaks | Exchange Rate Pass-Through | Strukturbruch | Structural break | Schock | Shock | Asien | Asia | Markov-Kette | Markov chain | Schätzung | Estimation |
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