Exchange rate pass-through at high and low frequencies in Turkey: a continuous wavelet transform model approach

Abstract This paper investigates the effect of the exchange rate on prices through wavelet analysis for the period 2010:01-2019:12 in Turkey. The Wavelet Transform outcomes reveal that at a higher frequency, an upsurge in the Consumer Price Index (CPI) is associated with an increase in the exchange...

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Bibliographic Details
Main Authors: Faik Bilgili, Sevda Kuşkaya, Pelin Gençoğlu, Fatma Ünlü, Cosimo Magazzino
Format: Article
Language:English
Published: SpringerOpen 2024-12-01
Series:Journal of Economic Structures
Subjects:
Online Access:https://doi.org/10.1186/s40008-024-00341-2
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