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

DOI10.1016/J.ECONLET.2023.111234zbMath1521.91229OpenAlexW4381611592MaRDI QIDQ6093776

Woongjae Shin, Janghan Kwon

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

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

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

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