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Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes

Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2013

Responsiveness of exchange rates to external price shocks as well as their ability to serve as a traditional vehicle for a transmission of these shocks to domestic prices is affected by exchange rate arrangement adopted by monetary authorities. As a result, exchange rate volatility determines...

Persistent link: https://www.econbiz.de/10011110778

Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?

Jee, Hui-Siang Brenda; Lau, Evan; Puah, Chin-Hong; Abu … - Volkswirtschaftliche Fakultät, … - 2010

This study empirically examines the relation between the domestic fuel prices with the ten disaggregated economic sectors in Malaysia with the spanning of data from 1990:Q1 to 2007:Q4. We found that only three sectors (agriculture, trade and other services sectors) are cointegrated with the fuel...

Persistent link: https://www.econbiz.de/10008536065

Inflation expectations and interest rates development in the Visegrad countries

Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2009

Market interest rates are usually determined not only by the inflation related determinants but also by the forces that … so that it should not be clear the nominal interest rates fluctuations are given by the changes in inflation expectations … interest rates fluctuations in the Visegrad countries in order to identify the impact of the inflation expectations and …

Persistent link: https://www.econbiz.de/10005109554

Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India

Tiwari, Aviral; Shahbaz, Muhammad - Volkswirtschaftliche Fakultät, … - 2010

, we applied ARDL bounds testing approach to cointegration and robustness of ARDL approach is examined through Johansen and … consumers’ prices and inflation. This gives an indication to the Indian policy analysts to control for factors affecting WPI in …

Persistent link: https://www.econbiz.de/10008765652

Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)

Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2012

Economic theory provides clear suggestions in fixed versus flexible exchange rates dilemma in fighting high inflation … large floaters. Successful anti-inflationary policy associated with stabilization of inflation expectations in the European … inflation environment, gradually enhanced the role of real interest rates expectations in the process of nominal interest rates …

Persistent link: https://www.econbiz.de/10011107768

Impact of exchange rate changes on domestic inflation: a study of a small Pacific Island economy

Jayaraman, T. K.; Choong, Chee-Keong - Volkswirtschaftliche Fakultät, … - 2011

This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986); post coup years (1987-2009); and full...

Persistent link: https://www.econbiz.de/10009325628

Causal relationship between wages and prices in R. Macedonia: VECM analysis

Josheski, Dushko; Bardarova, Snezana - Volkswirtschaftliche Fakultät, … - 2013

.3353 at one lag. Unit root test showed that CPI and average real wage are I (1) variables. Johansen’s test of cointegration …

Persistent link: https://www.econbiz.de/10011257693

Oil usage, gas consumption and economic growth: Evidence from Poland

Lach, Łukasz - Volkswirtschaftliche Fakultät, … - 2014

This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...

Persistent link: https://www.econbiz.de/10011259721

The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis

Abu-Qarn, Aamer; Abu-Bader, Suleiman - Volkswirtschaftliche Fakultät, … - 2001

The paper examines the export-led growth (ELG) hypothesis for nine Middle East and North Africa (MENA) countries in three-variable vector autoregressive and error correction models. When considering total exports, our results reject the ELG hypothesis in almost all of these countries. When we...

Persistent link: https://www.econbiz.de/10005837297

Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions

Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2004

This paper investigates the nature of the causal relationships among stock prices and effective exchange rates in four old EU member countries (Austria, France, Germany, and the UK), four new EU member countries (Czech Republic, Hungary, Poland, and Slovakia), and in the United States. Both the...

Persistent link: https://www.econbiz.de/10005837357