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A Non-parametric Approach to Modeling Exchange Rate Pass-through in Basic Commodity Markets

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  • Onel, Gulcan
  • Goodwin, Barry K.

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  • Onel, Gulcan & Goodwin, Barry K., 2013. "A Non-parametric Approach to Modeling Exchange Rate Pass-through in Basic Commodity Markets," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150319, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea13:150319
    DOI: 10.22004/ag.econ.150319
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    File URL: https://ageconsearch.umn.edu/record/150319/files/AAEA_paper_2725_draft.pdf
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    References listed on IDEAS

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    1. Al-Abri, Almukhtar S. & Goodwin, Barry K., 2009. "Re-examining the exchange rate pass-through into import prices using non-linear estimation techniques: Threshold cointegration," International Review of Economics & Finance, Elsevier, vol. 18(1), pages 142-161, January.
    2. Pinelopi Koujianou Goldberg & Michael M. Knetter, 1997. "Goods Prices and Exchange Rates: What Have We Learned?," Journal of Economic Literature, American Economic Association, vol. 35(3), pages 1243-1272, September.
    3. Bruno Larue & Jean-Philippe Gervais & Yannick Rancourt, 2010. "Exchange rate pass-through, menu costs and threshold cointegration," Empirical Economics, Springer, vol. 38(1), pages 171-192, February.
    4. José Manuel Campa & Linda S. Goldberg, 2005. "Exchange Rate Pass-Through into Import Prices," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 679-690, November.
    5. Marazzi, Mario & Sheets, Nathan, 2007. "Declining exchange rate pass-through to U.S. import prices: The potential role of global factors," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 924-947, October.
    6. Cletus C. Coughlin & Patricia S. Pollard, 2004. "Size matters: asymmetric exchange rate pass-through at the industry level," Working Papers 2003-029, Federal Reserve Bank of St. Louis.
    7. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
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    Cited by:

    1. Yilmaz, Nejat & Yucel, Eray, 2021. "Exchange Rate Pass-Through to Consumer Prices in Turkey: Nonparametric Kernel Estimation Evidence," MPRA Paper 105895, University Library of Munich, Germany.

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    Keywords

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