Exchange rate pass-through to consumer prices: the increasing role of energy prices

DOI10.1007/S11079-020-09601-7MaRDI QIDQ2047019zbMATH OpenOpenAlexFDO

Authors Hyeongwoo Kim, Ying Lin, Henry J. Thompson

Publication date 19 August 2021

Published in Open Economies Review (Search for Journal in Brave)

Full work available at URL https://cla.auburn.edu/econwp/Archives/2020/2020-03.pdf

zbMATH Keywords

disaggregated CPI inflationexchange rate pass throughreal exchange rate shockstructural break

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Statistical methods; economic indices and measures (91B82)

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Cites work

• Estimating and Testing Structural Changes in Multivariate Regressions
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Tests for Parameter Instability and Structural Change With Unknown Change Point

Cited in

(5)

• Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India
• Exchange rate pass-through into retail prices
• The Brexit vote, inflation and U.K. living standards
• 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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