Threshold equation - Pass-through
Posted: 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,
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,