Vector Auto regression model (VAR) a time-varying parameter is applied to study the effect
of oil price shocks on the returns of stocks in the LATAM (Latin American) markets. Coherent …

This paper evaluates the first two arrows of Abenomics. The first arrow, aggressive monetary
policy, was successful in lifting the Japanese economy out of deflation, although the 2 …

J apan has suffered from a long‐lasting but mild deflation since the latter half of the 1990s.
Estimates of a standard P hillips curve indicate that a decline in inflation expectations, the …

This study examines the evolution of exchange rate pass-through (ERPT) into import,
producer, and consumer prices in Peru from 1995Q2 to 2022Q4 using time-varying …

Enflasyon, ekonominin en temel merkezi sorunlarından biridir. Bu nedenle, hükümet
politikalarının temel amaçları arasında fiyat istikrarı yer almaktadır. Dalgalı kur rejimi …

This paper argues that the exchange rate could be a powerful transmission channel of the
effects of ongoing “unconventional” monetary policies in Japan. It is shown that exchange …

This paper empirically explores recent changes in the exchange rate pass-through in Japan.
We take a two-pronged approach. First, we estimate the exchange rate passthrough into …

Costs of intermediate inputs as well as those for product procurement facing Japanese firms
have been rising markedly against the backdrop of international commodity price increases …

We examine exchange rate pass-through, or how domestic prices respond to exchange rate
shocks, in the Czech Republic from 1998 to 2013 by employing vector autoregression …

Against the background of the two percent inflation target that Japan set in 2013, we
investigate the impediments in the process of passing on exchange rate fluctuations to the …