The aim of this paper is to investigate the asymmetric effect of exchange rate variations on
prices over the short-and long-run in four major developed countries. To this end, we …

A standard assumption in the empirical literature is that exchange rate pass‐through is both
linear and symmetric. This study tests these assumptions for export and import prices in the …

This paper documents nonlinearities and asymmetries in the transmission of exchange rate
fluctuations to prices in a panel of 27 emerging markets for the period 1990–2013. Using …

Absence of inflation hedges and lack of inflation indexation in India make the society very
sensitive to inflationary pressures. A potential source of such pressures that is often …

In this paper, we evaluate the first‐stage pass‐through, namely the responsiveness of import
prices to the exchange rate changes, for a sample of euro area (EA) countries. Our study …

This paper examines the presence of asymmetric behavior in exchange rate passthrough
(ERPT) to CPI inflation in 12 euro area (EA) countries. Using a class of nonlinear smooth …

This article empirically analyses real per capita GDP growth for six Latin American countries
(Argentina, Brazil, Chile, Columbia, Mexico, Venezuela) in terms of real exchange rate …

This study explores the asymmetric effects of real effective exchange rate variation on
domestic output in nine South East Asian nations. The study is the first thorough study on …

This article provides evidence on asymmetric real exchange rate pass-through to poverty for
the Chinese economy by using the nonlinear auto-regressive distributed lag model …

Some recent studies indicate that exchange rate pass-through and import price passthrough
are better characterized in a non-linear way. Having a better understanding of non-linearity …