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Applied Economics Volume 49, 2017 - Issue 4
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Original Articles

Nonlinear exchange rate pass-through in industrial economies

Paul TurnerSchool of Business and Economics, Loughborough University, Loughborough, UKCorrespondence[email protected]
&
Justine WoodSchool of Business and Economics, Loughborough University, Loughborough, UK
Pages 397-402 | Published online: 24 Jun 2016

References

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  • Campa, J. M., and L. S. Goldberg. 2005b. “Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon.” NBER Working Paper 8934.
  • Choudhri, E. U., and D. S. Hakura. 2012. “The Exchange Rate Pass-Through to Import and Export Prices: The Role of Nominal Rigidities and Currency Choice.” IMF Working Paper, WP/12/226.
  • Da Silva Correa, A., and A. Minella. 2006. “Nonlinear Mechanisms of the Exchange Rate Pass-Through: A Phillips Curve Model with Threshold for Brazil.” Banco Central do Brasil Working Paper No 122, November.
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  • Swamy, P. A. V. B., and S. S. Thurman. 1994. “Exchange Rate Episodes and the Pass-Through of Exchange Rates to Import Prices.” Journal of Policy Modeling 16 (6): 609–623. doi:10.1016/0161-8938(94)90011-6.
  • Taylor, J. B. 2000. “Low Inflation, Pass-Through and the Pricing Power of Firms.” European Economic Review 44: 1389–1408. doi:10.1016/S0014-2921(00)00037-4.
  • Taylor, M. P., and D. A. Peel. 2000. “Nonlinear Adjustment, Long-Run Equilibrium and Exchange Rate Fundamentals.” Journal of International Money and Finance 19: 33–53. doi:10.1016/S0261-5606(99)00044-3.
  • Taylor, M. P., D. A. Peel, and L. Sarno. 2001. “Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles.” International Economic Review 42 (4): 1015–1042. November. doi:10.1111/iere.2001.42.issue-4.

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