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A Non-parametric Approach to Modeling Exchange Rate Pass-through in Basic Commodity Markets. (2013). Onel, Gulcan ; Goodwin, Barry.
In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
RePEc:ags:aaea13:150319.

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Cited: 1

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Cites: 8

References cited by this document

Cocites: 36

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Citations received by this document

  1. Exchange Rate Pass-Through to Consumer Prices in Turkey: Nonparametric Kernel Estimation Evidence. (2021). Yücel, Mustafa ; Yilmaz, Nejat.
    In: MPRA Paper.
    RePEc:pra:mprapa:105895.

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References

References cited by this document

  1. Al-Abri, A.S., and Goodwin B.K. (2009) “Re–examining the Exchange Rate Pass– through into Import Prices using Non–linear Estimation Techniques: Threshold Cointegration,” International Review of Economics & Finance, 18 (1), 142–161.

  2. 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.

  3. Goldberg, P.K. and Knetter, M.M.(1997) Goods Prices and Exchange Rates: What Have We Learned?, Journal of Economic Literature, 35 (3), 1243-1272.

  4. Goodwin, B.K., Holt, MT., and Prestemon, J.P. (2012) Nonlinear exchange rate pass-through in timber products: the case of oriented strand board in Canada and the United States, Munich Personal Repec Archive, MPRA Paper No. 40834 Hastie, T.J. and R.J. Tibshirani. (1990) Generalized Additive Models, Statistical Science, 1 (3), 297-318.

  5. Hastie, T.J. and R.J. Tibshirani. (1990) Generalized Additive Models. London, Chapman and Hall.
    Paper not yet in RePEc: Add citation now
  6. Larue, B., Gervais, J.P. and Rancourt, Y. (2010), “Exchange Rate Pass–Through, Menu Costs and Threshold Cointegration,” Empirical Economics, 2010, 38, 171–192.

  7. Marazzi, M. and Sheets, N. (2007) “Declining Exchange Rate Pass–through to U.S. Import Prices: The Potential Role of Global Factors,” Journal of International Money and Finance, 26 (6), 924–947.

  8. Pollard, P., and Coughlin, C. (2004) Size matters: Asymmetric exchange rate pass-through at the industry level, Working Paper: Federal Reserve Bank of St. Louis., July 2004.

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