Open AccessExchange Rate Pass-through: Evidence Based on Vector Autoregression with Sign Restrictions
Author(s) -
Lian An,
Jian Wang
Publication year - 2011
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp70
Subject(s) - exchange rate , exchange rate pass through , vector autoregression , economics , econometrics , monetary economics , shock (circulatory) , effective exchange rate , index (typography) , structural vector autoregression , inflation (cosmology) , consumer price index (south africa) , price index , sign (mathematics) , monetary policy , mathematics , mathematical analysis , computer science , medicine , physics , world wide web , theoretical physics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom