• No results found

nominal exchange rate pass-through

An Empirical Study on the Pass Through Effect of RMB Nominal Effective Exchange Rate on Import Price

An Empirical Study on the Pass Through Effect of RMB Nominal Effective Exchange Rate on Import Price

... of exchange rate is based on purchasing power parity, so in the law of one price, the exchange rate transmission is ...the exchange rate pass-through effect is not ...

10

An Empirical Investigation Of The Exchange Rate Pass-Through To Domestic Prices In Nigeria

An Empirical Investigation Of The Exchange Rate Pass-Through To Domestic Prices In Nigeria

... the nominal exchange rate of the Nigeria’s currency has become a prominent subject for business and policy ...in exchange rate and high domestic prices currently above the policy target ...

13

Exchange rate pass-through to import prices: Evidence from Serbia

Exchange rate pass-through to import prices: Evidence from Serbia

... partial pass-through in the short ...the exchange rate have no effect on import ...Partial pass-through occurs because import prices are denominated in importer currency so that ...

10

Country and Time Variation in Exchange Rate Pass Through: What Drives it?

Country and Time Variation in Exchange Rate Pass Through: What Drives it?

... in pass-through rates; ...on nominal e¤ective exchange rates but also on trade-weighted or e¤ ective foreign export prices which should add accuracy to ERPT ...

48

Exchange Rate Pass through to Domestic Prices in Thailand, 2000 2017

Exchange Rate Pass through to Domestic Prices in Thailand, 2000 2017

... This paper contributes to the empirical literature in that it provides evidence of of partial ERPT to domestic prices, which is in accordance with the majority of previous empirical studies. The paper re-examines the ...

8

Revisiting the Exchange Rate Pass through in Emerging Markets

Revisiting the Exchange Rate Pass through in Emerging Markets

... In this study , we focus our analysis on 11 emerging markets that may be divided into two groups: the first one comprises inflation targeting economies (Brazil, Hungary, Philippines, Poland, Korea, South Africa), and the ...

19

Exchange Rate Pass Through to Prices: VAR Evidence for Albania

Exchange Rate Pass Through to Prices: VAR Evidence for Albania

... inflation rate rose to ...inflation rate in our trading partner countries, the effects of the exchange rate appreciation, and the growing inertia of the price formation process over the last ...

18

Exchange-Rate Pass-Through: Empirical Evidence from Sudan Economy

Exchange-Rate Pass-Through: Empirical Evidence from Sudan Economy

... floating exchange rate instead of fixed one, and devaluate its currency against US dollar, for the first time by ...The exchange rate was remained constant over the period 2000-2002, and ...

20

Evolution of Exchange Rate Pass through: Evidence from The Gambia

Evolution of Exchange Rate Pass through: Evidence from The Gambia

... the exchange rate pass through using monthly data from 2001M12 to 2012M12, collected from the IM IFS website and World Bank Global Economic Monitor databases ...the nominal effective ...

8

Disinflation and exchange rate pass through

Disinflation and exchange rate pass through

... complete pass-through case is that there is now some degree of sluggishness in the adjustment of CPI inflation to its new steady ...reduced pass-through that results from LCP ...of ...

23

Sticky Wages, Incomplete Pass Through and Inflation Targeting: What is the Right Index to Target?

Sticky Wages, Incomplete Pass Through and Inflation Targeting: What is the Right Index to Target?

... JEL Classification: E31; E52; E58; E61; F31 Keywords: Monetary policy rules; Inflation Targeting ; Consumer Price Index; Domestic Price Index; Exchange rate pass-through; Nominal wage ri[r] ...

39

The Exchange Rate Asymmetric Pass-Through to Import Price Index: The Case Study of Iran

The Exchange Rate Asymmetric Pass-Through to Import Price Index: The Case Study of Iran

... foreign exchange rate is different from those of its decrease, so in the recent studies, the exchange rate asymmetric pass-through on imports price index has been investigated ...

18

Exchange rate pass through to domestic prices in the Central European countries

Exchange rate pass through to domestic prices in the Central European countries

... the exchange rates to the exogenous shocks came to the centre of an academic discussion shortly after a break-down of a Bretton Woods system of fixed exchange rates at the beginning of the ...foreign ...

18

Country and Time Variation in Exchange Rate Pass Through: What Drives it?

Country and Time Variation in Exchange Rate Pass Through: What Drives it?

... Permanent repository link: http://openaccess.city.ac.uk/15731/ Link to published version: http://dx.doi.org/10.1016/j.jimonfin.2012.01.009 Copyright and reuse: City Research Online aims [r] ...

6

Exchange rate pass-through into import prices revisited: What drives it?

Exchange rate pass-through into import prices revisited: What drives it?

... import pass-through and FX rate volatility but its direction is not ...FX rate volatility measure is computed as the square root of the cumulated squared logarithmic daily FX returns qP ...

46

Exchange Rate Pass through to Prices : Bayesian VAR Evidence for Ghana

Exchange Rate Pass through to Prices : Bayesian VAR Evidence for Ghana

... that exchange rate movements and monetary expansion affect consumer price inflation in sub-Saharan Africa ...that exchange rates have a significant “Granger causal” impact on prices in Tanzania, ...

14

Exchange Rate Pass Through to Consumer Prices and the Role of Energy Prices

Exchange Rate Pass Through to Consumer Prices and the Role of Energy Prices

... We note that the consumption share stays roughly well below 40% most of the time during the pre-1990 era, while the share increased rapidly toward its historical peak of 60% in 2006. Since then, it started declining due ...

22

Do Inflation Targeting Really Reduced Exchange Rate Pass-through?

Do Inflation Targeting Really Reduced Exchange Rate Pass-through?

... To estimate the ERPT coefficient for each country this paper used ARDL model which was introduced by Pesaran and Shin (1997). To provide robust analysis of the relationship between inflation and exchange ...

9

Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)

Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)

... and pass-through effects were quantified by means of impulse response ...that pass-through elasticities are significantly different from zero but less than ...Moreover, exchange ...

24

Exchange rate pass through to consumer prices in Nigeria: An asymmetric approach

Exchange rate pass through to consumer prices in Nigeria: An asymmetric approach

... In addition, the estimated models would be subject to post-mortem tests to check if they are adequate for valid and reliable statistical inferences to be made therefrom. In the light of this, the present study would ...

13

Show all 10000 documents...

Related subjects