Browsing by Author "Yabu, Tomoyoshi"

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    • Exchange Rate Pass-Through and Inflation:A Nonlinear Time Series Analysis 
      Shintani, Mototsugu; Terada-Hagiwara, Akiko; Yabu, Tomoyoshi (Vanderbilt University, 2009)
      This paper investigates the relationship between the exchange rate pass-through (ERPT) and inflation by estimating a nonlinear time series model. Using a simple theoretical model of ERPT determination, we show that the ...