With the time series of Finnish Import Price Index, the aggregated foreign Producer Price Index and the aggregated foreign exchange rate index from 2001 to 2017, the analysis

By abolishing the levels of the exchange rates and world prices from the above model, we inherently assume that the long-run pass-through effect arises solely from the

Partial pass-through occurs because import prices are denominated in importer currency so that each 1% change of nominal exchange rate affects the change of import price

Findings from Table 2 show that for all countries, when the past (average) currency appreciations exceed estimated threshold levels, the relationship between pass-through to

Exchange Rate Pass Through To Import Prices: Panel Evidence from Emerging Market Economies ..... Results for

The analysis was conducted on the impulse response function and forecast error variance decompositions (FEDVs) to determine the effect of exchange rate to import price and

Pass-through from the nominal effective exchange rate to import prices is modelled within a regime-switching environment.. Evidence suggests that exchange rate pass through can

Columns (3) to (6) in Tables 2 and 3 summarize in a more tractable way the results for all the different industry and country combinations contained in Table 1 by reporting

in the above drivers (excluding the global PMI) on average over the entire 30-year sample period. The graphs con…rm stylized facts such as the relatively high in‡ation levels and

This paper estimates the extent to which exchange rate changes are passed through to euro area manufacturing import prices using a model where exporters set export prices to the

tion in this model causes ERPT into import prices at a relatively flexible exchange rate period (second subsample) becomes lower than the previous period, in contrast to the

Concerning the degree of the exchange rate pass-through on import prices in the case of smaller exchange shocks compared to larger exchange shocks (such as

Given our breadth of data on aggregated and disaggregated import prices for OECD countries, we also pose an alternative explanation for time series changes in aggregate import

This paper investigates whether or not the degree of exchange rate pass-through to import prices in Japan depends on the exchange rate volatility regimes, namely, high, medium and

In Chapter 2, a model to estimate the risk premium based on the Taylor Rule fundamentals was built and then the focus was switched to the exchange rate pass-through into import

The objectives of this study are to (i) test whether the exchange rate pass- through to import prices is complete, (ii) understand the factors influencing the import prices,

Given our breadth of data on aggregated and disaggregated import prices for OECD countries, we also pose an alternative explanation for time series changes in aggregate import

We have researched the short- and long-run pass-through to China import prices with ARDL model and the estimated results are as follows: the degree of exchange rate pass-through