References
- Athukorala , P. 1991 . Exchange rate pass-through – the case of Korean exports of manufactures . Economics Letters , 35 ( 1 ) : 79 – 84 .
- Cavoli , T. and Rajan , R. S. (2006) Have exchange rate regimes in Asia become more flexible post crisis? Re-visiting the evidence , Unpublished manuscript, George Mason University, USA .
- Devereux , M. and Engel , C. (2001) Endogenous currency of price setting in a dynamic open economy model , Working Paper No.8559, National Bureau of Economic Research (NBER), Cambridge, Massachusetts .
- Ghosh , Amit and Rajan , R. S. ( 2007 , forthcoming ) A selective survey of exchange rate pass-through in Asia: what does the literature tell us? , Asian-Pacific Economic Literature .
- Hendry , D. 1995 . Dynamic Econometrics , Oxford : Oxford University Press .
- Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and estimation and inference on co integration with applications to money demand . Oxford Bulletin of Economics and Statistics , 52 ( 2 ) : 169 – 210 .
- Madhavi , S. 2002 . The response of the US export prices to changes in the dollar's effective exchange rate: further evidence from industry level data . Applied Economics , 34 ( 17 ) : 2115 – 2125 .
- Marston , R. 1990 . Pricing to Market in Japanese Manufacturing . Journal of International Economics , 29 ( 3–4 ) : 217 – 236 .
- Pollard , P. S. and. Coughlin , C. C. (2003) . Size matters: asymmetric exchange rate pass-through at the industry level , Working Paper No. 2003-029b, Federal Reserve Bank of St. Louis (November) .
- Rajan , R. S. (2006) Asian Currencies since the 1997-98 Crisis . Paper prepared in conjunction with the World Bank-IMF Program of Seminars in Singapore, mimeo (September) .
- Stock , J. H. and Watson , M.W. 1993 . A simple estimator of cointegrating vectors in higher ordered systems . Econometrica , 61 ( 4 ) : 783 – 820 .