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

被引：0
|
作者：
Holmes, Mark J. [1 ]
机构：
[1] Univ Waikato, Hamilton, New Zealand
来源：
ECONOMICS BULLETIN | 2007年 / 6卷
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
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页数：12
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