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Non-linearities in exchange rate pass-through: Evidence from smooth transition models
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2012
12 euro area (EA) countries. Using smooth transition models, we explore the existence of non-linearities with respect to …
Persistent link: https://www.econbiz.de/10011258090
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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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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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The effects of capital market openness on exchange rate pass-through and welfare in an inflation targeting small open economy
Mukherjee, Sanchita - Volkswirtschaftliche Fakultät, … - 2011
This paper analyzes the impact of capital market openness on exchange rate pass-through and subsequently on the social loss in an inflation targeting small open economy under a pure commitment policy. Applying the intuition behind the macroeconomic trilemma, I examine whether a more open capital...
Persistent link: https://www.econbiz.de/10009004851
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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 and 2007Q4 on the basis of vector error correction methodology. Results reveal that exchange rate pass-through in Nigeria is low, slightly higher in the import than in the...
Persistent link: https://www.econbiz.de/10008642708
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The impacts of economic structures on the performance of simple policy rules in a small open economy
Siok Kun, Sek - Volkswirtschaftliche Fakultät, … - 2009
Applying a stochastic dynamic general equilibrium model, the performance of various simple rules is analyzed in a small open economy context. The aspects that are considered in the analysis include the degree of exchange rate pass-through, trade openness, the policy objective and the source and...
Persistent link: https://www.econbiz.de/10008645121
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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
This study analyzes the impact of the exchange rate fluctuations in the short and long-runs in Tunisia under a pure commitment policy through two channels. The first is the Structural Vector Autoregression used to analyze the short run effects of the exchange rate on the industrial production...
Persistent link: https://www.econbiz.de/10011183146
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Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone
Comunale, Mariarosaria - Volkswirtschaftliche Fakultät, … - 2014
This paper provides an empirical study of the asymmetrical spillovers of the euro-US dollar exchange rate on inflation … in the euro zone. We divide the euro zone members in two groups of countries: "core" (closely related to Germany) and … "periphery", testing if the euro-US dollar exchange rate is still able to give a different impact on the groups ’ performance as …
Persistent link: https://www.econbiz.de/10011108149