Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan

Lian An, Mark A. Wynne, Ren Zhang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number102462
JournalJournal of International Money and Finance
Volume118
DOIs
StatePublished - Nov 2021

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Exchange rate pass-through
  • Inflation forecasting
  • Narrative sign restrictions
  • Structural scenario analysis

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