Asymmetric exchange rate pass-through: Evidence from major countries

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Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2013, unknown): “More recently, Delatte and López-Villavicencio (2012) have applied the NARDL technique in their analysis of long-run asymmetries in the pass-through from exchange rates to 1The present version of the paper is a substantially revised version of Shin and Yu (2004), which has benefited greatly from a…”
Do exchange rate changes have symmetric or asymmetric effects on stock prices (2016, background): “4 For more on the applications of this concept see Apergis and Miller (2006), Delatte and Lopez-Villavicencio (2012), Verheyen (2013), Bahmani-Oskooee and Fariditavana (2014), Bahmani-Oskooee and Bahmani (2015), BahmaniOskooee and Ghodsi (2016) and Shin et al. (2014).”
Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model (2016, methodology): “NARDL models have been employed (among others) by Delatte and Lopez-Villavicencio (2012) to analyze exchange rate pass-through, by Katrakilidis and Trachanas (2012) to investigate housing price dynamics, by Greenwood-Nimmo and Shin (2013a) and Atil et al. (2014) to identify asymmetric price…”