Is a more stable exchange rate associated with reduced exchange rate pass-through?

Mark Holmes ()

Economics Bulletin, 2007, vol. 6, issue 39, 1-12

Abstract: Pass-through from the nominal effective exchange rate to import prices is modelled within a regime-switching environment. Evidence suggests that exchange rate pass through can be characterised as regime-specific where the probability of switching between regimes is influenced by the extent of exchange rate volatility.

JEL-codes: F0 F4 (search for similar items in EconPapers)
Date: 2007-10-09
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