[PDF] Top 20 Recent estimates of exchange rate pass through to import prices in the euro area
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Recent estimates of exchange rate pass through to import prices in the euro area
... When prices are determined in the exporter’s currency (PCP), pass-through tends to be much greater than when prices are set in the importer’s currency ...exogenous exchange rate ... See full document
37
Exchange Rate Pass Through to Prices: VAR Evidence for Albania
... paper estimates the impact of exchange rate shocks to prices in Albania from 2000Q1 to ...of exchange rate shocks to ...for import and producer prices and negative ... See full document
18
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 ... See full document
18
Exchange rate pass-through and product heterogeneity: does quality matter on the import side?
... A recent paper by Amiti et ...consumer import price of its exported varieties from exchange rate (ER) ...the import price of the imported intermediate goods and the import price ... See full document
32
Exchange Rate Pass Through into Import Prices: Empirical Evidences from Major Southeast Asian Countries
... on exchange rate pass-through focus on industrialized countries, and only a few studies have been done for developing ...estimate exchange rate pass-through for ... See full document
29
Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)
... compares exchange rate pass-though on aggregate prices in the US, Germany and Japan across a number of ...the recent empirical approach, the contribution of this study is to perform a ... See full document
24
Exchange rate pass through to consumer prices in Nigeria: An asymmetric approach
... in exchange rate pass- through to consumer prices in Nigeria by collecting monthly data over the period of 2001 to 2015 on relevant variables from various ...consumer prices in ... See full document
13
Country and Time Variation in Exchange Rate Pass Through: What Drives it?
... in pass-through for some countries ...rolling estimates appear on the whole ...in import pass-through for the US agrees with the evidence from previous studies such as Marazzi et ... See full document
48
Trade Liberalization, Intermediate Inputs, and Productivity: Evidence from Indonesia
... the estimates of α and a downward bias in the estimates of β and γ , as well as provide corroborating empiri- cal ...an exchange rate appreciation (Δ e k, t < 0 ) are more likely to be the ... See full document
38
Exchange rate pass through and volatility: Impacts on domestic prices in four Asian countries
... the exchange rate pass-through can be divided into two strands as discussed in An (2006): micro and macro ...the exchange rate pass-through into domestic ... See full document
24
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 ... See full document
14
Have Economic Reforms Affected Exchange Rate Pass Through to Prices in India?
... the exchange rate pass-through to domestic prices in India during the post-economic reform period and found fairly robust evidence of a rise in pass-through until ... See full document
10
Exchange rate pass-through into import prices revisited: What drives it?
... FX rate volatility have a signi…cantly positive coe¢ cient con…rming that the extent of import pass-through is endogenous to a country’s monetary policy; it is noteworthy (but not surprising) ... See full document
46
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 ... See full document
18
Exchange Rate Pass Through To Import Prices In Indonesia: Evidence Post Free Floating Exchange Rate
... Many studies on ERPT have been conducted, but they were mostly conducted in developed countries, such as Europe, America and Japan. The researches conducted in Europe were the researches of Bacchetta and Wincoop (2003) ... See full document
6
European Economy Quarterly report on the euro area 2002 No IV/2002
... real exchange rates must have contributed to inflation differences in the euro area in recent ...entry rate have also tended to build up larger positive output gaps in the late 1990s ... See full document
30
Exchange Rate Pass through to Domestic Prices in Thailand, 2000 2017
... As shown in Table 4, the adjustment coefficients or the error correction terms (ETCs) of the cointegrated VAR models for CPI and PPI are not significant even though they have correct signs with the absolute values of ... See full document
8
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 ... See full document
23
An Empirical Study on the Pass Through Effect of RMB Nominal Effective Exchange Rate on Import Price
... the import price and the RMB nominal effective exchange rate are negatively ...effective exchange rate appreciate by 1%, import price index fall by ...the exchange ... See full document
10
Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica
... oil prices, this causes an inflationary environment that probably will make agents pass more easily changes in nominal exchange rate to domestic ...domestic prices will grow and it will ... See full document
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