In this paper we explore the extent of exchange rate pass-through for the USA, UK and Japan using a post-Bretton Woods industry-level dataset. We investigate how different channels of exchange rate pass-through affect domestic and import prices. Our analysis is suggestive of two channels of...

We show that incorporating the effects of exchange rate pass-through into a model can help in obtaining superior forecasts of domestic, industry-level inflation. Our analysis is based on a multivariate system of domestic inflation, import prices and exchange rates that incorporates restrictions...

This paper proposes a modified version of the widely used price and moving average cross-over trading strategies. The suggested approach (presented in its ‘long only’ version) is a combination of cross-over ‘buy’ signals and a dynamic threshold value which acts as a dynamic trailing...

Using singular spectrum analysis (SSA), we model the realized volatility and logarithmic standard deviations of two important futures return series. The realized volatility and logarithmic standard deviations are constructed following the methodology of Andersen et al. [J. Am. Stat. Ass. 96...

The article reports results of an empirical investigation into trade, openness, and domestic conflict for several Latin American countries. It addresses two main issues: (1) whether variations in trade openness affect the likelihood of the onset of domestic conflict and (2) once initiated, how...

Empirical evidence is presented about the properties of economic sentiment cycle synchronization for Germany, France and the UK and they are compared with the “crisis” countries Italy, Spain, Portugal and Greece. Instead of using output data it is preferred to focus on the economic sentiment...