Shock-dependent exchange rate pass-through : evidence based on a narrative sign approach for Japan
Lian An, Mark A. Wynne, Ren Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | An, Lian ; Wynne, Mark A. ; Zhang, Ren |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 118.2021, p. 1-23
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| Subject: | Exchange rate pass-through | Inflation forecasting | Narrative sign restrictions | Structural scenario analysis | Japan | Exchange Rate Pass-Through | Inflation | Schock | Shock | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schätzung | Estimation | Szenariotechnik | Scenario analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2021.102462 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164599