Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions

By Lian An, Jian Wang. Open Economies Review, 2011

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2935edb8fd446b75e28875c7405949d6a2fbc3a3

Citations in the corpus

• Delta-method inference for a class of set-identified SVARs (2018, unknown): “In spite of this observation, single-shock set-identified models have been applied in several empirical studies: the effects of monetary policy on output [Uhlig (2005)], the impact of monetary policy on the housing market [Vargas-Silva (2008)], the effects of labor market shocks on worker flows [Fuj”