Asymmetric exchange rate pass-through in an emerging market economy: the case of Mexico

This paper applies a nonlinear Autoregressive Distribute Lag to examine the exchange rate pass-through into consumer price inflation in Mexico. Overall, the evidence confirmed that ignoring the asymmetric (sign) effect of exchange rate movements on inflation may lead to incorrect inferences and poli...

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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Fagir Omer, Abdalla Sirag, Siew, Voon Soon
Format: Article
Language:en
Published: Elsevier 2017
Online Access:http://psasir.upm.edu.my/id/eprint/60966/1/Asymmetric%20exchange%20rate%20pass-through%20in%20an%20emerging%20market%20economy%20the%20case%20of%20Mexico.pdf
http://psasir.upm.edu.my/id/eprint/60966/
https://www.sciencedirect.com/science/article/pii/S0275531917301551
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