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Exchange rate volatility and pass-through to inflation in South Africa

Miyajima, Ken - 2019

standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a …. Estimated results suggest that higher exchange rate volatility tends to increase core inflation but to a relatively limited …

Persistent link: https://www.econbiz.de/10012155038

The Exchange Rate Pass -Through to Import and Export Prices : The Role of Nominal Rigidities and Currency Choice

Choudhri, Ehsan U. - 2012

Using both regression- and VAR-based estimates, the paper finds that the exchange rate pass-through to import prices for a large number of countries is incomplete and larger than the pass-through to export prices. Previous studies have reported similar results, which give rise to the puzzle that...

Persistent link: https://www.econbiz.de/10014395710

Exchange Rate Volatility, Pricing to Market and Trade Smoothing

Faruqee, Hamid - 1997

This paper investigates the consequences of exchange rate volatility on the variability of export prices and quantities …

Persistent link: https://www.econbiz.de/10014400392

Exchange Rate Pass-Through to Domestic Prices : Does the Inflationary Environment Matter?

Hakura, Dalia S. - 2001

The paper tests a hypothesis suggested by Taylor (2000) that a low inflationary environment leads to a low exchange rate pass-through to domestic prices. To test this hypothesis, the paper derives a pass-through relation based on new open economy macroeconomic models. A large database that...

Persistent link: https://www.econbiz.de/10014400110

Exchange Rate Pass-Through and Dynamic Oligopoly : An Empirical Investigation

Gross, Dominique M. - 1999

This paper explicitly takes into account the dynamic oligopolistic rivalry among source producers to evaluate the degree of exchange rate pass-through. Using recent time-series techniques for the case of imported automobiles in Switzerland, the results show that prices are strategic complements...

Persistent link: https://www.econbiz.de/10014400174

Patterns in invoicing currency in global trade

Boz, Emine; Casas, Camila; Georgiadis, Georgios; … - 2020

This paper presents the most comprehensive and up-to-date panel data set of invoicing currencies in global trade. It provides data on the shares of exports and imports invoiced in US dollars, euros, and other currencies for more than 100 countries since 1990. The evidence from these data...

Persistent link: https://www.econbiz.de/10012299325

Real Exchange Rates and Commodity Prices

Dupont, Dominique Yves - 1996

fluctuations in real commodity prices. Increased exchange rate volatility calls for a better understanding of these relations. To …

Persistent link: https://www.econbiz.de/10014398636

Comfort in floating : taking stock of twenty years of freely-floating exchange rate in Chile

Albagli, Elías; Calani, Mauricio; Hadzi-Vaskov, Metodij; … - 2020

Chile offers an example of a country that has overcome the fear of floating by reducing balance sheet mismatches, enhancing financial market development, as well as improving monetary, fiscal, and political institutions, and strengthening policy credibility. Under the floating regime, Chile's...

Persistent link: https://www.econbiz.de/10012252010

Export Pricing Behavior of Manufactuting : U.S.-Japan Comparison

International Monetary Fund - 1988

Using domestic and export price data and a framework of markup over cost, pricing behavior of U.S. and Japanese manufacturers is compared. Major export industries in Japan have higher productivity growth and lower pass-through coefficients than American exporters, who tend to price to domestic...

Persistent link: https://www.econbiz.de/10014395791

Capital Inflows and the Real Exchange Rate : Analytical Framework and Econometric Evidence

Agénor, Pierre-Richard - 1996

This paper examines the links between capital inflows and the real exchange rate under pegged exchange rates. The analytical framework is described, and a near-VAR model linking capital inflows, interest rate differentials, government spending, money base velocity, and the temporary component of...

Persistent link: https://www.econbiz.de/10014398353