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) - vector autoregression , sign (mathematics) , exchange rate pass through , exchange rate , autoregressive model , bayesian vector autoregression , econometrics , computer science , mathematics , economics , monetary economics , artificial intelligence , mathematical analysis , bayesian probability