Exchange rate pass-through: a generalization

DOI10.1016/J.JMATECO.2010.03.003MaRDI QIDQ990287zbMATH OpenOpenAlexFDO

Authors Hamid Beladi, Avik Chakrabarti, Sugata Marjit

Publication date 6 September 2010

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2010.03.003

zbMATH Keywords

Brownian motionexchange ratepass-throughstochastic processes

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Actuarial science and mathematical finance (91G99)

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Cites work

• Investment Under Uncertainty
• Langevins stochastic differential equation extended by a time-delayed term
• Roots of the Transcendental Equation Associated with a Certain Difference-Differential Equation
• Stochastic Process Switching: Some Simple Solutions
• Theory of functional differential equations. 2nd ed

Cited in

(17)

• Can exchange rate pass-through explain the price puzzle?
• Stochastic processes and target zones revisited
• Exchange rate pass-through to consumer prices: the increasing role of energy prices
• Exchange rate pass-through, monetary policy, and real exchange rates: Iceland and the 2008 crisis
• Deep habits and exchange rate pass-through
• Financial constraints, firm entry, and exchange rate pass-through
• Exchange rate pass-through in a small open economy: the importance of the distribution sector
• The endogeneity of exchange rate pass-through: some European evidence
• Exchange rate pass-through in China: a cost-push input-output price model
• Exchange rate pass-through into retail prices
• DISINFLATION AND EXCHANGE-RATE PASS-THROUGH
• Prices and exchange rates: a theory of disconnect
• Tariff pass‐through in the middle products model
• Nonlinear exchange rate pass-through and monetary policy credibility: evidence from Korea
• A competitive search approach to exchange rate pass-through
• Sectoral exchange rate pass-through to manufacturing prices: a GVAR approach
• An investigation of asymmetries in exchange rate pass-through to domestic prices

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