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DSGE models of high exchange-rate volatility and low pass-through

Citations

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Cited by:

  1. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008. "High exchange-rate volatility and low pass-through," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1113-1128, September.
  2. María-Dolores, Ramón, 2010. "Exchange rate pass-through in New Member States and candidate countries of the EU," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 23-35, January.
  3. Raphael Auer & Thomas Chaney, 2009. "Exchange Rate Pass‐Through in a Competitive Model of Pricing‐to‐Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 151-175, February.
  4. Linda S. Goldberg & Cédric Tille, 2006. "The internationalization of the dollar and trade balance adjustment," Staff Reports 255, Federal Reserve Bank of New York.
  5. Goldberg, Linda S. & Campa, José Manuel, 2006. "Distribution Margins, Imported Inputs and the Insensitivity of the CPI to Exchange Rates," CEPR Discussion Papers 5650, C.E.P.R. Discussion Papers.
  6. Gust, Christopher & Leduc, Sylvain & Sheets, Nathan, 2009. "The adjustment of global external balances: Does partial exchange-rate pass-through to trade prices matter?," Journal of International Economics, Elsevier, vol. 79(2), pages 173-185, November.
  7. Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
  8. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
  9. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
  10. Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik, 2013. "A panel cointegration analysis of the exchange rate pass-through," Economics Bulletin, AccessEcon, vol. 33(4), pages 2778-2790.
  11. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  12. Benchimol, Jonathan, 2016. "Money and monetary policy in Israel during the last decade," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 103-124.
  13. Comunale, Mariarosaria & Kunovac, Davor, 2017. "Exchange rate pass-through in the euro area," Working Paper Series 2003, European Central Bank.
  14. Matthieu Bussiere, 2013. "Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 731-758, October.
  15. Luca Guerrieri & Christopher Gust & J. David López-Salido, 2010. "International Competition and Inflation: A New Keynesian Perspective," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 247-280, October.
  16. Cristina ANGHELESCU, 2022. "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 88-104, October.
  17. Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009. "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(2), pages 241-260, June.
  18. Raphael A. Auer & Thomas Chaney, 2008. "Cost Pass Through in a Competitive Model of Pricing-to-Market," Working Papers 2008-06, Swiss National Bank.
  19. Raphael A. Auer, 2015. "Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1617-1650, December.
  20. Haroon Mumtaz & Ozlem Oomen & Jian Wang, 2011. "Exchange rate pass-through into U.K. import prices: evidence from disaggregated data," Staff Papers, Federal Reserve Bank of Dallas, issue June.
  21. José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange rate pass through to import prices in the euro area," Working Papers 0538, Banco de España.
  22. Andrés Sagner, 2010. "Implied Probability Distribution in Financial Options," Working Papers Central Bank of Chile 597, Central Bank of Chile.
  23. Ida Wolden Bache, 2006. "Assessing the structural VAR approach to exchange rate pass-through," Computing in Economics and Finance 2006 309, Society for Computational Economics.
  24. Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010. "Trade integration, competition, and the decline in exchange-rate pass-through," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
  25. repec:zbw:bofitp:2008_025 is not listed on IDEAS
  26. Correa-López Mónica & de Blas Beatriz, 2012. "International Transmission of Medium-Term Technology Cycles: Evidence from Spain as a Recipient Country," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-52, November.
  27. Thoenissen, Christoph, 2011. "Exchange Rate Dynamics, Asset Market Structure, And The Role Of The Trade Elasticity," Macroeconomic Dynamics, Cambridge University Press, vol. 15(1), pages 119-143, February.
  28. Luis-Felipe Zanna, 2006. "Fighting against currency depreciation, macroeconomic instability and sudden stops," International Finance Discussion Papers 848, Board of Governors of the Federal Reserve System (U.S.).
  29. Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
  30. Matteo Bugamelli & Roberto Tedeschi, 2008. "Pricing‐to‐Market and Market Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 155-180, April.
  31. Kristin Forbes, 2016. "Much Ado about Something Important: How do Exchange Rate Movements Affect Inflation?," Manchester School, University of Manchester, vol. 84(S1), pages 15-41, September.
  32. Roberto Basile & Sergio de Nardis & Alessandro Girardi, 2009. "Pricing to market when quality matters," ISAE Working Papers 123, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  33. Dotsey, Michael & Duarte, Margarida, 2008. "Nontraded goods, market segmentation, and exchange rates," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1129-1142, September.
  34. Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008. "Measuring Long-Run Exchange Rate Pass-Through," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
  35. repec:hal:spmain:info:hdl:2441/651f8db8eu86bpej8g9cb795ud is not listed on IDEAS
  36. Matthieu Bussière & Simona Delle Chiaie & Tuomas A Peltonen, 2014. "Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 146-178, April.
  37. Corsetti, Giancarlo, 2007. "New Open Economy Macroeconomics," CEPR Discussion Papers 6578, C.E.P.R. Discussion Papers.
  38. Linda S. Goldberg & Cédric Tille, 2006. "The International Role of the Dollar and Trade Balance Adjustment," NBER Working Papers 12495, National Bureau of Economic Research, Inc.
  39. Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani, 2008. "Real exchange rate volatility and disconnect: an empirical investigation," Temi di discussione (Economic working papers) 660, Bank of Italy, Economic Research and International Relations Area.
  40. Ida Wolden Bache, 2008. "Assessing estimates of the exchange rate pass-through," Working Paper 2007/12, Norges Bank.
  41. Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
  42. Roberto Basile & Sergio de Nardis & Alessandro Girardi, 2012. "Pricing to market, firm heterogeneity and the role of quality," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(4), pages 595-615, December.
  43. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.
  44. Zeno Enders & Gernot J. Mueller, 2006. "S-Curve Redux: On the International Transmission of Technology Shocks," Economics Working Papers ECO2006/36, European University Institute.
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