Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity

DOI10.1515/snde-2016-0092OpenAlexW2796286912MaRDI QIDQ2691763

Jan Roestel, Helmut Herwartz

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0092

zbMATH Keywords

inflation uncertaintymultivariate GARCHnominal rigiditiesexchange rate pass throughendogenous currency of price setting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• On asymptotic theory for multivariate GARCH models
• New panel unit root tests of PPP
• Testing for unit roots in heterogeneous panels.
• Asymptotic theory for multivariate GARCH processes.
• Unit root tests in panel data: asymptotic and finite-sample properties
• Estimating long-run relationships from dynamic heterogeneous panels
• t-Statistic Based Correlation and Heterogeneity Robust Inference
• Frequency of Price Adjustment and Pass-Through^*
• Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility
• Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation *

This page was built for publication: Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity