This paper investigates the presence of nonlinear mechanisms of pass-through from the
exchange rate to inflation in Brazil. In particular, it estimates a Phillips curve with a threshold …

This paper investigates not only the question of whether there is exchange rate pass‐
through (ERPT) but also the extent to which the pass‐through is asymmetric or state …

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 …

This paper attempts to test the pass-through of the real exchange rate (RERT) to
unemployment in Brazil over the period 1981M1–2015M11 using linear and nonlinear …

Purpose This paper aims to explore the empirical determinants of exchange-rate volatility
(ERV) in selected Asian economies, namely, Bangladesh, China, India, Indonesia, Malaysia …

In this study, we examine the connectedness of exchange rate uncertainty and inflation. In
an economy with a flexible exchange rate, price rigidities can lead importers to carry …

This article produces estimates of exchange rate pass-through (ERPT) to import and
wholesale prices considering the hypothesis of the existence of strategic interaction …

In this article, we formulate linear Gaussian state space models for the estimation of the
exchange rate pass-through of the Brazilian Real against the US Dollar, using monthly data …

This article analyses services inflation dynamics in Brazil, focusing on the Services Inflation
Persistence Puzzle, for monthly data from January 2004 to February 2016. We apply a time …

This paper investigates the nonlinearity of exchange rate pass-through in the Brazilian
economy during the floating exchange rate period (2000-2015) using a Markov-switching …