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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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The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …
Persistent link: https://www.econbiz.de/10011108244
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Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2012
This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …
Persistent link: https://www.econbiz.de/10011109154
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The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis
Ben Cheikh, Nidhaleddine; Rault, Christophe - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …
Persistent link: https://www.econbiz.de/10011109707
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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 … three macroeconomic factors, namely inflation rate, exchange rate fluctuations and business cycle. Our results reveals that … exchange rate transmission is higher when inflation rate surpass some threshold. We give a supportive evidence to the Taylor …
Persistent link: https://www.econbiz.de/10011258090