Invoice currency choice, nonlinearities and exchange rate pass-through

Estimating time-varying thresholds as a proxy for exporter's predicted exchange rates, this study proposes a new approach to analyse possible asymmetric behaviour of exchange rate pass-through (ERPT) or pricing-to-market (PTM) in Japanese exports between yen appreciation and depreciation period...

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Veröffentlicht in:	Applied economics 2020-02, Vol.52 (10), p.1048-1069
Hauptverfasser:	Nguyen, Thi-Ngoc Anh, Sato, Kiyotaka
Format:	Artikel
Sprache:	eng
Schlagworte:	Appreciation Differentiation Economic analysis Economic theory Exchange rate pass-through Exports Foreign exchange rates invoice currency choice Money multivariate threshold near-vector autoregressive (near-MTVAR) model pricing-to-market Product differentiation Thresholds time-varying threshold yen appreciation and depreciation
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