This paper estimates exchange rate pass-through of six major industrial countries using a
time-varying parameter with stochastic volatility model. Exchange rate pass-through is …

The impact of changes in exchange rate on inflation is an issue of extreme importance for
nations with a history of high inflation. While there have been significant studies on industrial …

Using detailed firm-level transactions data for UK imports, we find that invoicing in a vehicle
currency is pervasive, with more than half of the transactions in our sample invoiced in …

We use a detailed database to investigate exchange‐rate pass‐through at the product level
for a large number of countries. The empirical analysis suggests that pricing behaviours are …

This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12
euro area (EA) countries. First, based on quarterly data over the 1990–2012 period, the …

We investigate the evolution of the monetary policy transmission mechanism in the Czech
Republic over the course of the 1996–2010 time period through the use of a time-varying …

This paper analyzes the exchange rate pass-through (ERPT) to domestic prices (consumer
and producer prices), and to import prices for the G-7 countries. It is our aim to answer three …

This paper examines how much the central bank should adjust the interest rate in response
to real exchange rate fluctuations. The paper first demonstrates, in a two-country Dynamic …

Implementation of inflation targeting framework (ITF) on the behavior of exchange rate pass-
though (ERPT) has been an important role in the last decade. A lot of countries have …

The relationship between the exchange rate and the consumer price index (CPI) has been
extensively covered. However, aggregated approaches hinder the possibility of identifying …