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Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?

Cheikh, Nidhaleddine Ben - Centre de Recherche en Économie et Management (CREM) - 2013

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for … inflation in the EA context. …

Persistent link: https://www.econbiz.de/10010854369

The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis

Cheikh, Nidhaleddine Ben - FIW - 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/10010856804

The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland

Cheikh, Nidhaleddine Ben; Rault, Christophe - William Davidson Institute, University of Michigan - 2014

in ERPT to CPI inflation for the Finnish economy. Within a logistic smooth transition framework, our investigations …

Persistent link: https://www.econbiz.de/10010936534

The Exchange Rate Pass-Through in a Cointegrated VAR Model

Cheikh, Nidhaleddine Ben; Louhichi, Waël - HAL - 2013

This paper analyzes the exchange rate pass-through (ERPT) into consumer prices for 12 euro area (EA) countries within a cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for each EA country of our...

Persistent link: https://www.econbiz.de/10010821130

Nonlinear Mechanism of the Exchange Rate Pass-Through: Does Business Cycle Matter?

Cheikh, Nidhaleddine Ben - HAL - 2012

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for … inflation in the EA context. …

Persistent link: https://www.econbiz.de/10010899330