Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs
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More about this item
KeywordsExchange rate pass-through; asymmetric impulse responses; non-linear SVARs; Bootstrap; Monte Carlo;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2016-03-10 (Central Banking)
- NEP-MAC-2016-03-10 (Macroeconomics)
- NEP-MON-2016-03-10 (Monetary Economics)
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