Nonlinear exchange rate pass-through and monetary policy credibility: evidence from Korea

DOI10.1016/J.ECONLET.2023.111234zbMATH Open1521.91229OpenAlexW4381611592MaRDI QIDQ6093776FDOQ6093776

Authors: Janghan Kwon, Woongjae Shin 

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111234

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zbMATH Keywords

exchange rate pass-throughmonetary policy credibilitysmooth transition vector autoregressions

Mathematics Subject Classification ID

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

Cites Work

• Testing linearity against smooth transition autoregressive models
• Impulse response analysis in nonlinear multivariate models

Cited In (8)

• Direct inflation targeting and nominal convergence: The Czech case
• Monetary convergence and risk premiums in the EU accession countries
• The viability of fixed exchange rate commitments: Does politics matter? A theoretical and empirical investigation
• The effect of monetary and fiscal credibility on exchange rate pass-through in an emerging economy
• Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
• Optimal exchange rate policy under unknown pass-through and learning with applications to Korea
• Can exchange rate pass-through explain the price puzzle?
• Gains from anchoring inflation expectations: evidence from the taper tantrum shock

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