Search Results - subject:"exchange rate passthrough"

BEMGIE : Belgian Economy in a Macro General and International Equilibrium model

De Walque, Gregory; Lejeune, Thomas; Rannenberg, Ansgar; … - 2023

This paper outlines the three-country New Keynesian Dynamic Stochastic General Equilibrium model of the National Bank of Belgium. The model is named BEMGIE for Belgian Economy in a Macro General and International Equilibrium model. It features imperfect market competition, standard real and...

Persistent link: https://www.econbiz.de/10014233574

Pass-Through of Cost-Push Shocks

Gödl-Hanisch, Isabel; Menkhoff, Manuel - 2023

This paper examines the pass-through of cost-push shocks to customers at a granular level. Using unique firm-level survey data, we document five facts about pass-through across firms, sectors, and over time. We highlight a new channel relevant for pass-through: beliefs about the expected...

Persistent link: https://www.econbiz.de/10014347021

Exchange Rate Pass-Through in the Presence of Parallel Markets

Oki, Toni - 2023

Prior studies document the puzzle of limited retail price inflation following large exchange rate devaluations in emerging market and developing countries. This paper offers another partial solution to this puzzle: the presence of a significant parallel market. Using data from Nigeria, I find...

Persistent link: https://www.econbiz.de/10014347113

Shock dependent exchange rate pass-through : an analysis for Latin American countries

Rossi Júnior, José Luiz; Costa, João Paulo Madureira … - 2023

Persistent link: https://www.econbiz.de/10014390217

Who's most exposed to international shocks? : estimating differences in import price sensitivity across U.S. demographic groups

Hottman, Colin J.; Monarch, Ryan - 2023

Persistent link: https://www.econbiz.de/10014433872

External debt pass-through to inflation in Nigeria

Asue, Emmanuel A.; Ikyaator, James V. - In: CBN journal of applied statistics 14 (2023) 2, pp. 103-131

This study examines external debt pass-through to inflation in Nigeria using annual data from 1981 to 2020 based on structural vector autoregressive (SVAR) model. The results reveal that an increase in external debt service leads to a significant depreciation of the exchange rate, which leads to...

Persistent link: https://www.econbiz.de/10015393772

The effect labor wage and exchange rate on inflation

Isnowati, Sri; Sugiyanto, F. X.; Kurnia, Akhmad Syakir; … - In: Montenegrin journal of economics 19 (2023) 1, pp. 117-126

Persistent link: https://www.econbiz.de/10013479609

Heterogeneous exchange rate pass-through in Mexico : what drives it?

Solórzano, Diego - In: Latin American journal of central banking : LAJCB 4 (2023) 4, pp. 1-25

In this paper, we focus on the pass-through of exchange rate fluctuations into prices of final goods and services and examine whether contrasting pass-through rates are associated with regional and/or product-specific characteristics. Using CPI micro-data from 2002 to 2010, we estimate...

Persistent link: https://www.econbiz.de/10014496897

Markups and the asymmetric pass-through of cost push shocks

Kharroubi, Enisse; Spigt, Renée; Igan, Deniz; … - 2023

Persistent link: https://www.econbiz.de/10014441282

Empirical investigation of exchange rate transmission into general inflation level in Ethiopia : SVAR approach

Sheferaw, Henok Ezezew; Sitotaw, Kalid Wendimnew - In: Cogent business & management 10 (2023) 2, pp. 1-28

Examining the extent of exchange rate pass-through (ERPT) to domestic prices has substantial significance for … policymaking given the ongoing devaluation of the Ethiopian currency. This study aimed to investigate the impact of exchange rate … pass-through (ERPT) on domestic prices in Ethiopia between 1975 and 2020, using recursive structural vector autoregressive …

Persistent link: https://www.econbiz.de/10014503258