References for Journalarticle economics

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

Number of references: 21

Bacchetta, P., and van Wincoop, E. (2002). Why Do Consumer Prices React Less than Import Prices to Exchange Rates? NBER, Working Paper No. 9352.

Bailliu, J., and Fujii, E. (2004). Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. Bank of Canada, Working Paper No. 2004-21.

Ben Cheikh, N. (2012). Non-linearities in Exchange Rate Pass-Through: Evidence from Smooth Transition Models. Economics Bulletin, Vol 32 (3):2530-2545.

Bussière, M. (2007). Exchange Rate Pass-Through to Trade Prices: The Role of Nonlinearities and Asymmetries. European Central Bank, Working Paper no. 822..

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

Coughlin, C.C., and Pollard, P.S. (2004). Size Matters: Asymmetric Exchange Rate Pass- Through at the Industrial Level. Federal Reserve Bank of St. Louis, Working Paper No. 2003-029C..

Gil-Pareja, S. (2000). Exchange Rates and European Countries' Export Prices: An Empirical Test for Asymmetries in Pricing to Market Behavior. Weltwirtschaftliches Archiv, 136(1):1-23.

Goldberg, P.K., and Knetter, M. (1997). Goods Prices and Exchange Rates: What Have We Learned? Journal of Economic Literature, 35:1243-72.

Goldfajn, I., and Werlang, S.R.C. (2000). The Pass-Through from Depreciation to Inflation: A Panel Study. Banco Central Do Brasil, Working Paper 5.

Herzberg, V., Kapetanios, G., and Price, S. (2003). Import Prices and Exchange Rate Pass-Through: Theory and Evidence from the United Kingdom. Bank of England, Working Paper 182.

Knetter, M. (1994). Is Export Price Adjustment Asymmetric? Evaluating the Market Share and Marketing Bottlenecks Hypotheses. Journal of International Money and Finance, 13:55-70.

Marazzi, M., Sheets, N., Vigfusson, R., Faust, J., Gagnon, J., Marquez, J., R. Martin, 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, International Finance Discussion Paper 832.

Mussa, M. (2005). The Euro and the Dollar 6 Years after Creation. Journal of Policy Modeling, 27:445-454.

Nogueira Jr., R.P., and Leon-Ledesma, M. (2008). Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities. Department of Economics, University of Kent, Studies in Economics 0801.

Shintani, M., Terada-Hagiwara, A., and Tomoyoshi, Y. (2009). Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis. Department of Economics, Vanderbilt University., Working Paper.

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

Taylor, M.P., Peel, D.A., and Sarno, L. (2001). Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles. International Economic Review, 42:1015-1042.

Teräsvirta, T. (1994). Specification, Estimation and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89:208-218.

Yang, J. (2007). Is Exchange Rate Pass-through Symmetric? Evidence from US Imports. Applied Economics, 39:169-178.

de Bandt, O., Banerjee, A., and Kozluk, T. (2008). Measuring Long-Run Exchange Rate Pass-Through. Economics: The Open-Access, Open-Assessment E-Journal, 2 (2008-6).

van Dijk, D., Teräsvirta, T., and Franses, P. (2002). Smooth Transition Autoregressive Models: A Survey of Recent Developments. Econometric Reviews, 21:1-47.