Search Results - subject:"pass‑through"

Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models

Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273080

Asymmetric exchange rate pass-through in turkish imports of cocoa beans

Durmaz, Nazif; Kagochi, John - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-11

The present paper uses asymmetric cointegration and error-correction modeling where a nonlinear adjustment of the exchange rate yields results that are different than those yielded by linear models. We study cocoa imports for Turkey with advanced ARDL and nonlinear ARDL frameworks. Our findings...

Persistent link: https://www.econbiz.de/10013273106

Exchange rate pass-through, monetary policy, and real exchange rates : Iceland and the 2008 crisis

Edwards, Sebastian; Cabezas, Luis - In: Open economies review 33 (2022) 2, pp. 197-230

Persistent link: https://www.econbiz.de/10013273184

Endogenous product adjustment and exchange rate pass-through

Freitag, Andreas; Lein, Sarah - 2022

changes affect the aggregate pass-through into export prices. We analyze the substantial sudden appreciation of the Swiss … sorting effect accounts for a substantial share of the total pass-through one year after the appreciation. We cross-check our …

Persistent link: https://www.econbiz.de/10013466759

Endogenous product adjustment and exchange rate pass-through

Freitag, Andreas; Lein, Sarah - 2022

Persistent link: https://www.econbiz.de/10013463278

Pass-through of cost-push pressures to consumer prices

Yagi, Tomoyuki; Kurachi, Yoshiyuki; Takahashi, Masato; … - 2022

Persistent link: https://www.econbiz.de/10014305203

Divergent relationships between exchange rate pass-through and policy rates across economies : an extension of the Taylor rule

Ma, Wei; Zhang, Renzhong; Han, Liyan; Li, Wei - In: Finance research letters 71 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015197725

Turkish coffee bean imports : asymmetric exchange rate pass-through analysis

Durmaz, Nazif; Zheng, Shuzhe - In: Journal of agribusiness in developing and emerging … 15 (2025) 2, pp. 391-403

Persistent link: https://www.econbiz.de/10015272404

State-dependent exchange rate pass-through

Carrière-Swallow, Yan; Firat, Melih; Furceri, Davide; … - 2025

Persistent link: https://www.econbiz.de/10015395975

A Test of Dominant Currency Hypothesis : Evidence From a Non-USD-non-Euro Country

Yoshida, Yūshi; Itō, Takatoshi; Shimizu, Junko; … - National Bureau of Economic Research - 2025

We examine the determinants and the dynamics of the exchange rate pass-through of the Japanese exporters, utilizing the … official Customs declaration data. We first estimated the invoicing currency exchange rate pass-through and found that export … relatively more rigid than non-US dollar invoicing. The destination exchange rate pass-through estimates for local currency …

Persistent link: https://www.econbiz.de/10015326448