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Non-linear exchange rate pass-through to euro area inflation: a local projection approach. (2020). Colavecchio, Roberta ; Rubene, Ieva.
In: Working Paper Series.
RePEc:ecb:ecbwps:20202362.

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Cited: 11

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Cites: 34

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Cocites: 21

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Coauthors: 0

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Citations received by this document

  1. Heterogeneity in exchange rate pass-through to import prices in Thailand: Evidence from micro data. (2024). Manopimoke, Pym ; Apaitan, Tosapol ; Pattararangrong, Jettawat ; Nookhwun, Nuwat.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001839.

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  2. Estimating the elasticity of consumer prices to the exchange rate: An accounting approach. (2023). Daudin, Guillaume ; Rifflart, Christine ; Faubert, Violaine ; Camatte, Hadrien.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001146.

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  3. Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory ; Wouters, Raf.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001428.

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  4. Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach. (2023). Nakajima, Jouchi ; Yamamoto, Hiroki ; Sasaki, Takatoshi.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp23e09.

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  5. Exchange rate pass-through to Inflation: Symmetric and Asymmetric Effects of Monetary Environment in Nigeria. (2022). Tiamiyu, Kehinde A.
    In: MPRA Paper.
    RePEc:pra:mprapa:113223.

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  6. Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. (2022). Wagner, Martin ; Reichold, Karsten ; Drenkovska, Marija ; Damjanovic, Milan.
    In: IHS Working Paper Series.
    RePEc:ihs:ihswps:40.

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  7. Pass-Through of Cost-Push Pressures to Consumer Prices. (2022). Kurachi, Yoshiyuki ; Kawata, Hiroshi ; Yamada, Kotone ; Takahashi, Masato ; Yagi, Tomoyuki.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp22e17.

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  8. Exchange rate pass-through to import prices in Europe: a panel cointegration approach. (2021). Arsova, Antonia.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01858-8.

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  9. Heterogeneity in Exchange Rate Pass-through to Import Prices in Thailand: Evidence from Micro Data. (2021). Nookhwun, Nuwat ; Pattararangrong, Jettawat ; Manopimoke, Pym ; Apaitan, Tosapol.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:167.

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  10. Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Ortega, Eva ; Nagengast, Arne.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2020241.

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  11. Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Nagengast, Arne ; Bursian, Dirk ; Ortega, Eva.
    In: Occasional Papers.
    RePEc:bde:opaper:2016.

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References

References cited by this document

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

  2. Ben Cheikh, N. (2012b), ‘Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models’, Economics - The Open-Access, Open-Assessment EJournal 6, 1–28.

  3. Ben Cheikh, N. & Louhichi, W. (2016), ‘Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach’, Economic Modelling 52, 233–238.

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  12. Campa, J. & González-Mı́nguez, J. M. (2006), ‘Differences in exchange rate pass-through in the euro area’, European Economic Review 50, 121–145.

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  17. Corsetti, G., Dedola, L. & Leduc, S. (2008), ‘High Exchange-Rate Volatility and Low PassThrough ’, Journal of Monetary Economics 55(6), 1113 – 1128.

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  21. ECB (2011), The Monetary Policy of the ECB, 3 edn, European Central Bank, Frankfurt am Main.
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  23. Forbes, K., Hjortsoe, I. & Nenova, T. (2018), ‘The shocks matter: Improving our estimates of exchange rate pass-through’, Journal of International Economics 114(C), 255–275.

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  26. Hahn, E. (2003), Pass-through of external shocks to euro area inflation, Working Paper Series 243, European Central Bank.

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  30. Osbat, C., Sun, Y. & Wagner, M. (2019), Sectoral Exchange Rate Pass-Through in the Euro Area, Working paper series forthcoming, European Central Bank.
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  31. Przystupa, J. & Wróbel, E. (2011), ‘Asymmetry of the Exchange Rate Pass-through’, Eastern European Economics 49(1), 30–51.

  32. Razafindrabe, T. (2017), ‘Nonlinearity and Asymmetry in the Exchange Rate Pass-Through: What Role for Nominal Price Stickiness?’, Review of International Economics 25(4), 711– 732.

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  34. Webber, A. G. (2000), ‘Newton’s Gravity Law and Import Prices in the Asia Pacific’, Japan and the World Economy 12(1), 71 – 87.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying exchange rate pass-through into terms of trade. (2023). Dainauskas, Justas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:120000.

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  2. Time-varying exchange rate pass-through into terms of trade. (2023). Dainauskas, Justas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001067.

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  3. Non-linear exchange rate pass-through to euro area inflation: a local projection approach. (2020). Colavecchio, Roberta ; Rubene, Ieva.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202362.

    Full description at Econpapers || Download paper

  4. Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Ortega, Eva ; Nagengast, Arne.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2020241.

    Full description at Econpapers || Download paper

  5. Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Nagengast, Arne ; Bursian, Dirk ; Ortega, Eva.
    In: Occasional Papers.
    RePEc:bde:opaper:2016.

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  6. EDB Special report 2019. Exchange rate pass-through effects on inflation in EDB Member Countries. (2019). Berdigulova, Aigul ; Kuznetsov, Aleksei.
    In: Working Papers.
    RePEc:ris:eabrwp:2019_007.

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  7. Non-linear exchange rate pass-through to euro area inflation: A local projection approach. (2019). Colavecchio, Roberta ; Rubene, Ieva.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp138.

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  8. INCOMPLETE EXCHANGE RATE PASS-THROUGH TRANSMISSION TO PRICES: AN SVAR MODEL FOR TUNISIA. (2016). Kadria, Mohamed ; CHARFI, Fatma.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500172.

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  9. The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland. (2016). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:14:y:2016:i:1:d:10.1007_s40953-015-0025-0.

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  10. Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach. (2016). Ben Cheikh, Nidhaleddine ; Louhichi, Wael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:233-238.

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  11. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp9467.

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  12. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2015). Rault, Christophe ; Ben Cheikh, Nidhaleddine.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5550.

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  13. .

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  14. Revisiting the Role of Inflation Environment in the Exchange Rate Pass-Through: A Panel Threshold Approach. (2014). Ben Cheikh, Nidhaleddine ; Louhichi, Wael.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2014:i:132.

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  15. The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland. (2014). Ben Cheikh, Nidhaleddine ; Rault, Christophe.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2014-1078.

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  16. Exchange Rate Pass-through into German Import Prices – A Disaggregated Perspective. (2013). Beckmann, Joscha ; Belke, Ansgar ; Verheyen, Florian .
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:427.

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  17. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2013). Ben Cheikh, Nidhaleddine.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2013:i:123.

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  18. Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective. (2013). Verheyen, Florian ; Beckmann, Joscha ; Belke, Ansgar.
    In: ROME Working Papers.
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  19. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2013). Ben Cheikh, Nidhaleddine ; Rault, Christophe.
    In: MPRA Paper.
    RePEc:pra:mprapa:59484.

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  20. The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis. (2013). Ben Cheikh, Nidhaleddine.
    In: MPRA Paper.
    RePEc:pra:mprapa:47308.

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  21. Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models. (2012). Ben Cheikh, Nidhaleddine.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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