References

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Engle, R.F. and C.W.J. Granger, 1987. Co-integration and error correction: Representation, estimation and testing. Econometrica, 55: 251-276.
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Feinberg, R., 1989. Effects of foreign exchange movements on US domestic prices. Rev. Econ. Stat., 71: 505-511.
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Hooper, P. and C.L. Mann, 1989. Exchange rates pass through in the 1980s: The case of US imports of manufactures. Brook. Papers Econ. Activity, 20: 297-337.
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Johansen, S., 1991. Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models. Econometrica, 59: 1551-1580.
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Klitgaard, T., 1999. Exchange rates and profit margins: The case of Japanese exporters. Econ. Policy Rev., 5: 41-54.
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McCarthy, J., 2000. Pass through of exchange rates and import prices to domestic inflation in some industrialised economies. Federal Reserve Bank of New York, Staff Report No. 111.

Sims, C.A., 1980. Macroeconomics and reality. Econometrica, 48: 1-48.