The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through

Published: 19 Jul 2018 | Version 1 | DOI: 10.17632/nyskh4mkzy.1

Description of this data

Data and replication files for JIE article "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through" by Forbes, Hjortsoe and Nenova.

Experiment data files

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This data is associated with the following publication:

The shocks matter: Improving our estimates of exchange rate pass-through

Published in: Journal of International Economics

Latest version

  • Version 1


    Published: 2018-07-19

    DOI: 10.17632/nyskh4mkzy.1

    Cite this dataset

    Forbes, Kristin; Hjortsoe, Ida; Nenova, Tsvetelina (2018), “The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through”, Mendeley Data, v1


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Data Replication, Database


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