References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 21

Adolfson, M. (2001). Monetary Policy with Incomplete Exchange Rate Pass-Through. Sveriges Riksbank (Central Bank of Sweden), Working Paper Series 127.

B., Jushan, and Ng, S. (2004). A PANIC Attack on Unit Roots and Cointegration. Econometrica, 72(4):1127-1177.

Banerjee, A., Marcellino, M., and Osbat, C. (2004). Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data. Econometrics Journal, 7(2):322-340.

Banerjee, A., and Carrion-i-Silverstre, J.-L. (2006). Cointegration in Panel Data with Breaks and Cross-section Dependence. European Central Bank, Working Paper Series 591.

Campa, J.M., and Goldberg, L.S. (2005). Exchange Rate Pass-Through into Import Prices. The Review of Economics and Statistics, 87(4):679-690.

Campa, J.M., Goldberg, L.S., and Gonzalez-Minguez, J.M. (2005). Exchange-Rate Pass-Through to Import Prices in the Euro Area. National Bureau of Economic Research, Inc, NBER Working Papers 11632.

Campa, J.M., and Gonzalez Minguez, J.M. (2006). Differences in Exchange Rate Pass-through in the Euro Area. European Economic Review, 50(1):121-145.

Corsetti, G., Dedola, L., and Leduc, S. (2005). DSGE Models of High Exchange-Rate Volatility and Low Pass-Through. C.E.P.R. Discussion Papers, CEPR Discussion Papers 5377.

Corsetti, G., and Pesenti, P. (2005). International Dimensions of Optimal Monetary Policy. Journal of Monetary Economics, 52(2):281-305.

Devereux, M.B., and Engel, C. (2002). Exchange Rate Pass-through, Exchange Rate Volatility, and Exchange Rate Disconnect. Journal of Monetary Economics, 49(5):913-940.

Devereux, M.B., Engel, C., and C.Tille (2003). Exchange Rate Pass-Through and the Welfare Effects of the Euro. International Economic Review, 44(1):223-242.

Engle, R.F., and Granger, C.W. (1987). Co-integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2):251-76.

Frankel, J., Parsley, D.C., and S.Wei (2005). Slow Passthrough Around the World: A New Import for Developing Countries? National Bureau of Economic Research, Inc, NBER Working Papers 11199.

Gopinath, G., and Rigobon, R. (2006). Sticky Borders. National Bureau of Economic Research, Inc, NBER Working Papers 12095.

Gregory, A.W., and Hansen, B.E. (1996). Residual-based Tests for Cointegration in Models with Regime Shifts. Journal of Econometrics, 70(1):99-126.

Hellerstein, R., Daly, D., and Marsh, C. (2006). Have U.S. Import Prices Become Less Responsive to Changes in the Dollar? Current Issues in Economics and Finance, (Sep).

Marazzi, M., Sheets, N., Vigfusson, R., J.F., Gagnon, J., Marquez, J., Martin, R., Reeve, T., and Rogers, J. (2005). Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence. Board of Governors of the Federal Reserve System (U.S.), International Finance Discussion Papers 833.

Obstfeld, M. (2002). Inflation-Targeting, Exchange-Rate Pass-Through, and Volatility. American Economic Review, 92(2):102-107.

Pedroni, P. (1999). Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors. Oxford Bulletin of Economics and Statistics, 61(0):653-70.

Smets, F., and Wouters, R. (2002). Openness, Imperfect Exchange Rate Pass-through and Monetary Policy. Journal of Monetary Economics, 49(5):947-981.

Taylor, J. (2000). Low Inflation, Pass-through, and the Pricing Power of Firms. European Economic Review, 44(7):1389-1408.