Narrow search
Showing 1 - 10 of 192,809
Cover Image
Long run exchange rate pass-through : a panel cointegration approach
Cheikh, Nidhaleddine Ben - 2012
This paper examines the extent and evolution of exchange rate pass-through (ERPT) using panel cointegration approach …
Persistent link: https://www.econbiz.de/10011374358
Cover Image
Revisiting the role of inflation environment in the exchange rate pass-through : a panel threshold approach
Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014
. For more accuracy, our study proposes to use a panel threshold framework where a grid search is used to select the … appropriate threshold value. In a larger panel-data set including 63 countries over the period 1992-2012, we find that there are …
Persistent link: https://www.econbiz.de/10011346361
Cover Image
Revisiting the role of inflation environment in the exchange rate pass-through : a panel threshold approach
Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014
Persistent link: https://www.econbiz.de/10011282827
Cover Image
Exchange rate pass-through to import prices in Europe : a panel cointegration approach
Arsova, Antonia - 2019
This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass … establish. Resorting to novel tests for panel cointegration, we find support for the equilibrium relationship hypothesis …. Exchange rate pass-through elasticities, estimated by two different techniques for cointegrated panel regressions, give insight …
Persistent link: https://www.econbiz.de/10011974808
Cover Image
Exchange Rate Pass-Through into Import Prices In Major Southeast Asian Countries
Sahminan, Sahminan - 2008
Thailand during the period from 1974 to 2000. The estimation results show that among the four countries only Singapore had …
Persistent link: https://www.econbiz.de/10014213259
Cover Image
Recent estimates of exchange rate pass-through to import prices in the Euro area
Cheikh, Nidhaleddine Ben; Rault, Christophe - 2015
This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...
Persistent link: https://www.econbiz.de/10010518820
Cover Image
Exchange-rate pass-through to import prices : nonlinearities and exchange rate and inflationary regimes
Kýlýc, Rehim - 2010
This paper investigates the relationship between exchange rate pass-through and exchange rate appreciations/depreciations and inflation by estimating nonlinear time series models. Motivated by theoretical and empirical results in the literature, the paper proposes new econometric models that can...
Persistent link: https://www.econbiz.de/10008695523
Cover Image
Heads I Win, Tails You Lose : Asymmetry in Exchange Rate Pass-Through Into Import Prices
Brun-Aguerre, Raphael - 2016
We analyze exchange rate pass-through into import prices for a large group of 33 emerging and developed economies from 1980Q1 to 2010Q4. Our error correction models permit asymmetric pass-through for currency appreciations and depreciations over three horizons of interest: on impact, in the...
Persistent link: https://www.econbiz.de/10013006935
Cover Image
Exchange rate pass-through into import prices of Croatia
Kurtović, Safet; Šehić-Kršlak, Sabina; Halili, Blerim; … - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 60-73
The main goal of this paper is to examine the influence of macro factors and the degree of the exchange rate pass-through (ERPT) on aggregate and disaggregate import prices of the industrial sectors in the short- and long-run. The study is based on a model used by Campa and Goldberg (2002) and...
Persistent link: https://www.econbiz.de/10012021738
Cover Image
Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area
Ben Cheikh, Nidhaleddine - 2015
This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 Euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...
Persistent link: https://www.econbiz.de/10013022505