pass-through
Retail interest rate pass through: the Irish experience
... of pass-through, β we find evidence that the dismantling of the matrix had a significant ...run pass-through being less during this period than in the rest of the sample ...of ...
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The Degree of Currency Substitution and Exchange Rate Pass Through
... During high currency substitution, there is complete ERPT to import prices with an impact elasticity of 1. Furthermore, during low currency substitution, there is partial ERPT to import prices with an impact elasticity ...
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Revisiting the Exchange Rate Pass through in Emerging Markets
... Concerning the degree of ERPT, there are differences in the responsiveness of domestic prices cross-country. Korea and South Africa have the lowest long-run response of domestic prices in our sample of emerging ...
19
Inflation targeting and the pass through effect: The case of Mongolia
... rate pass-through has focused mainly on the issue of why the pass-through to import and consumer prices is ...incomplete pass-through as firms’ behaviors that operate in ...
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PASS-THROUGH FREIGHT MODELING AT THE STATEWIDE AND METROPOLITAN LEVEL
... freight pass- through would be freight traveling from South Carolina to ...the pass-through trips (E-E) are also incorporated in the ...
13
Exchange Rate Pass Through into China’s Import Prices: An Empirical Analysis Based on ARDL Model
... rate pass-through into China aggregate import prices and prices of eleven industries under the HS ...long-run pass-through to China import prices with ARDL model and the estimated results are ...
10
Asymmetry of the Interest Rate Pass through in Zambia
... immediate pass-through is higher in some instances such as policy to interbank rate, it is generally lower than ...the pass-through from the money market rate are generally higher and complete ...
32
Export Rivalry and Exchange Rate Pass Through
... It is widely believed that exchange rate fluctuations are crucial in firms’ export performance. A considerable number of papers document the impact of exchange rate fluctuations on export prices and volumes (Cushman, ...
37
Interest Rate Pass through in Sri Lanka
... The constant term and all three PDLs in the PDL equation are significant confirming that a second degree polynomial is an appropriate fit to model the relationship. The lag distribution of EFFECTIVERATE shows that ...
34
Exchange Rate Pass Through to Prices: VAR Evidence for Albania
... This paper estimates the impact of exchange rate shocks to prices in Albania from 2000Q1 to 2017Q1. The empirical analysis is based on a Vector Autoregressive approach for Albanian economy following Cholesky ...
18
An Empirical Analysis of Strategic Competition and Exchange Rate Pass-Through
... incomplete pass-through at the firm level are different regarding their explanations for how the degree of pass-through differs across ...of pass-through comes from the firm size ...
18
Evolution of Exchange Rate Pass through: Evidence from The Gambia
... We estimate the pass-through using a four variable recursive VAR based on McCarthy (1999) and also found in Dedeoglu and Kaya (2014). Variables are ordered as follows: oil price-> money stock -> ...
8
Asymmetry of the exchange rate pass through: An exercise on the Polish data
... of pass-through over the business ...in pass-through to consumer prices in ...the pass- through and show that the magnitude of a short run pass-through is higher ...
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Pass-through and competition: the impact of soft drink taxes as seen through Mexican supermarkets
... the pass-through of excise and ad valorem taxes into consumer ...the pass-through effect of a tax increase differs dramatically under dif- ferent market ...
23
Pass Through of SBP Policy Rate to Market Interest Rates: An Empirical Investigation
... Another important paper on the response of short term bank lending rates to policy rate was contributed by Borio and Fritz (1995). The authors provided conceptual framework by relating the notions of opportunity and ...
17
Competition and cost pass through in differentiated oligopolies
... industry-wide pass- through rates in the case of perfect competition has lead some to mistakenly conclude that a monopolist will have a lower incentive to pass through a marginal cost decrease ...
24
Quality, trade, and exchange rate pass through
... A large body of the recent literature is devoted to understanding how the currency of invoicing used for trade a¤ects exchange rate pass-through (e.g., Gopinath et al., 2010). In our data set, we do not ...
13
Inflation and Exchange Rate Volatility Pass-Through in Nigeria
... The paper investigates the impact of exchange rate volatility pass-through on price inflation in Nigeria. Annualised time- series data ranging from 1981 to 2015 was used and due to adjustment and generation ...
23
Exchange rate pass through to inflation in Mongolia
... The pass-through coefficients provide information on the impact of the exchange rate on the levels of the CPI, they do not indicate haw important exchange rate shocks have been in inflation ...
11
Accounting for Incomplete Pass Through
... decisions, pass-through depends on the dynamics of marginal ...goes through in the present model as well—implying that menu costs have little impact on long-run pass-through in the unit ...
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