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

DOI10.1007/S11079-020-09601-7zbMath1470.91202OpenAlexW3125768384MaRDI QIDQ2047019

Ying Lin, Hyeongwoo Kim, 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

structural breakdisaggregated CPI inflationexchange rate pass throughreal exchange rate shock

Mathematics Subject Classification ID

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

Cites Work

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

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