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

DOI10.1007/S11079-015-9344-1zbMath1412.91197OpenAlexW2040416516MaRDI QIDQ2416152

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

inflationmonetary policypass-throughGMMexchange rate

Mathematics Subject Classification ID

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

Uses Software

• Stata
• XTCSD

Cites Work

• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties
• 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
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Biases in Dynamic Models with Fixed Effects
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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