An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets
This paper assesses the exchange rate pass-through (ERPT) for forest product prices (i.e., sawnwood, logs) by applying a two-regime Self-Exciting Threshold Autoregressive (SETAR) model. We incorporate autoregressive second-order dynamics in the regime equations. This leads to better forecasts, as in...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
MDPI AG
2023-02-01
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| Серія: | Agriculture |
| Предмети: | |
| Онлайн доступ: | https://www.mdpi.com/2077-0472/13/3/515 |
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