Threshold equation - Pass-through

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

rolfi23
Posts: 2
Joined: Tue Mar 14, 2017 8:15 am

Threshold equation - Pass-through

Postby rolfi23 » Tue Mar 14, 2017 11:35 am

Hi,

I'm trying to estimate whether there is a non-linear effect of FX depreciation on inflation. Is it possible to run a simple Philips curve adding a threshold for FX? What is the best specification and how it can be done on Eviews 9?

Thanks in advance,

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest