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Understanding crude oil import demand behaviour in Ghana
Marbuah, George - Volkswirtschaftliche Fakultät, … - 2014
of crude oil imports. This paper brings to the fore an understanding of the key drivers of crude oil import demand. Using … the autoregressive distributed lag modelling framework (ARDL), we estimate variant short-run and long-run import demand … inelastic in both the long and short term. Other important drivers of crude oil import are the real effective exchange rate …
Persistent link: https://www.econbiz.de/10011108908
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Robustness of the Extensive Margin in the Helpman, Melitz and Rubinstein (HMR) Model
Maxim, Belenkiy - Volkswirtschaftliche Fakultät, … - 2008
The HMR model extends the classical gravity model of trade to correct for the large number of zeros in the world trade matrix (export selection) and for the unobservable fraction of exporting fi�rms (extensive margin). They �find that, while omission of both of these corrections result in...
Persistent link: https://www.econbiz.de/10008490566
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Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services
Parsley, David - Volkswirtschaftliche Fakultät, … - 2010
goods and services at the consumer level from 1990 to 2009. The second panel contains quarterly average import unit …-values for twenty-six 8-digit import categories from ten of South Africa’s top trading partners from 1998 Q1 to 2009 Q2. The … declined during the last twenty years. Relatively high estimates were found for import price pass-through from Brazil and the …
Persistent link: https://www.econbiz.de/10008592968
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Accounting for Incomplete Pass-Through
Nakamura, Emi; Zerom, Dawit - Volkswirtschaftliche Fakultät, … - 2008
Recent theoretical work has suggested a number of potentially important factors in causing incomplete pass-through of exchange rates to prices, including markup adjustment, local costs and barriers to price adjustment. We empirically analyze the determinants of incomplete passthrough in the coee...
Persistent link: https://www.econbiz.de/10005836811
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Non-linearities in exchange rate pass-through: Evidence from smooth transition models
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2012
This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for 12 euro area (EA) countries. Using smooth transition models, we explore the existence of non-linearities with respect to three macroeconomic factors, namely inflation rate,...
Persistent link: https://www.econbiz.de/10011258090
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Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2013
This paper analyzes the exchange rate pass-through (ERPT) into consumer prices for 12 EA countries within a CVAR framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for each EA country of our sample. When measuring the...
Persistent link: https://www.econbiz.de/10011259175
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Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression
Sanusi, Aliyu Rafindadi - Volkswirtschaftliche Fakultät, … - 2010
This paper develops a Structural Vector Autoregression (SVAR) model for the Ghanaian economy to estimate the pass-through effects of exchange rate changes to consumer prices. The model incorporates the special features of the Ghanaian economy, especially its dependence on foreign aid and primary...
Persistent link: https://www.econbiz.de/10008869291
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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
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Exchange Rate Pass-through in Nigeria: Evidence from a Vector Error Correction Model
Aliyu, Shehu Usman Rano; Yakub, Ma'aji Umar; Sanni, … - Volkswirtschaftliche Fakultät, … - 2009
The paper investigates the degree of exchange rate pass-through to import and consumer prices in Nigeria between 1986Q1 … is low, slightly higher in the import than in the consumer prices, significant and persistent. A one percent shock to … exchange rate, for instance, results in 14.3 and -10.5 percent pass-through effect to import and consumer prices four quarters …
Persistent link: https://www.econbiz.de/10008642708
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Exchange rate Pass-Through to domestic prices in Tunisia: a short and long run analysis
Helali, Kamel; Kalai, Maha; Boujelben, Thouraya - Volkswirtschaftliche Fakultät, … - 2014
of the exchange rate on the industrial production index and on the consumer and import price indexes. The second is the …
Persistent link: https://www.econbiz.de/10011183146