The endogeneity of exchange rate pass-through: some European evidence

DOI10.1007/S11079-015-9344-1MaRDI QIDQ2416152zbMATH OpenOpenAlexFDO

Authors Ayako Saiki

Publication date 23 May 2019

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

Full work available at URL https://doi.org/10.1007/s11079-015-9344-1

zbMATH Keywords

exchange rateGMMinflationmonetary policypass-through

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Biases in Dynamic Models with Fixed Effects
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Exchange rate pass-through in a small open economy: the importance of the distribution sector
• Inflation and business cycle convergence in the euro area: empirical analysis using an unobserved component model
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Testing for unit roots in heterogeneous panels.
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit root tests in panel data: asymptotic and finite-sample properties

Cited in

(4)

• Can exchange rate pass-through explain the price puzzle?
• A note on time inconsistency and endogenous exits from a currency union
• International interest-rate transmission and the ``German dominance hypothesis within EMS
• Nonlinear exchange rate pass-through and monetary policy credibility: evidence from Korea

Describes a project that uses

Uses Software

• Stata
• XTCSD

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