Exchange rate pass-through: A generalization

B-Tier
Journal: Journal of Mathematical Economics
Year: 2010
Volume: 46
Issue: 4
Pages: 493-504

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The extent of exchange rate pass-through has been playing an increasingly pivotal role in the transmission of exchange rate shocks and adequate policy responses. We develop a model of exchange rate pass-through that allows the stochastic process of exchange rate to include the lagged values of the velocity of money. We show that the likelihood and extent of pass-through is sensitive to the lagged response.

Technical Details

RePEc Handle
repec:eee:mateco:v:46:y:2010:i:4:p:493-504
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24