Exchange Rate Pass‐Through to Trade Prices: The Role of Nonlinearities and Asymmetries
By M. Bussière. 2013
289 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/d3ceea0b3fce72ae6009919fa0003ff07e8fbb5b
Citations in the corpus
- Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies (2014, unknown): “157 estimate the long-run coefficient at nearly 70 percent, slightly above Bussière (2013) who reports a coefficient at 63 percent.14 It is actually common to find a high coefficient for Japan—for instance, Wickremasinghe and Silvapulle (2004) find a pass-through coefficient close to unity.”
- The asymmetric effect of trade openness on economic growth in South Africa: a nonlinear ARDL approach (2020, unknown): “In addition, differences in methodological frameworks as 2 Most especially from the adjacent topics have extensively used nonlinear ARDL approach and asymmetric cointegration (see for instance: Apergis and Miller 2006; Bussiere 2013; Bahmani-Oskooee and Fariditavana 2015; Al-Gudhea et al.”
- Asymmetric exchange rate pass-through: Evidence from major countries (2012, unknown): “A few micro-oriented studies focusing on a particular product or industry conrm the existence of asymmetric pass-through and point towards the in uence For example, such quantity constraints exist in chemical and petroleum related industries (Bussière (2007)).”
- Non-Linear Exchange Rate Pass-Through in Emerging Markets (2016, unknown): “Bussière (2013) underlines several potential channels that might generate asymmetries and non-linearitites.”
- The J-Curve phenomenon in European transition economies: A nonlinear ARDL approach (2017, unknown): “As explained by Bussiere (2013) that prices (including trade prices) are rigid downwards and they ‘rise faster than they fall’ and that quantities are rigid upwards.”
- On the asymmetric effects of exchange rate volatility on trade flows: New evidence from US-Malaysia trade at the industry level (2017, unknown): “…has been demonstrated that not only domestic prices respond to exchange rate changes in an asymmetric manner (Delatte and LopezVillavicencio, 2012), so do import and export prices (Bussiere, 2013) as well as imports and exports measured by the trade balance (BahmaniOskooee and Fariditavana, 2016).”