Narrow search
Showing 1 - 10 of 25,924
Cover Image
Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation.
Barhoumi, Karim - Volkswirtschaftliche Fakultät, … - 2006
calculate the pass-through as the responses of the exchange rate, CPI and import prices to the supply, the relative demand, the …
Persistent link: https://www.econbiz.de/10005787042
Cover Image
Exchange Rate Pass-through
Dash, Aruna Kumar; Narasimhan, V. - In: South Asia Economic Journal 12 (2011) 1, pp. 1-23
This article investigates the exchange rate pass-through for Indian export and import prices. A markup model for … aggregate export/import prices is set up, and the analysis is carried out using Johansen–Juselius cointegration and error … correction models. The evidence shows partial pass-through into export prices, but more than complete pass-through into import …
Persistent link: https://www.econbiz.de/10011135999
Cover Image
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...
Persistent link: https://www.econbiz.de/10011108149
Cover Image
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 five heavily indebted euro area (EA) countries, namely the so-called GIIPS group (Greece, Ireland, Italy, Portugal, and Spain). Using logistic smooth transition models, we explore...
Persistent link: https://www.econbiz.de/10011108244
Cover Image
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 12 euro area (EA) countries. Using logistic smooth transition models, we explore the existence of nonlinearity with respect to economic activity along the business cycle. Our...
Persistent link: https://www.econbiz.de/10011109154
Cover Image
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 five heavily indebted euro area (EA) countries, namely the so-called GIIPS group (Greece, Ireland, Italy, Portugal, and Spain). Using logistic smooth transition models, we explore...
Persistent link: https://www.econbiz.de/10011109707
Cover Image
Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2013
Responsiveness of exchange rates to external price shocks as well as their ability to serve as a traditional vehicle for a transmission of these shocks to domestic prices is affected by exchange rate arrangement adopted by monetary authorities. As a result, exchange rate volatility determines...
Persistent link: https://www.econbiz.de/10011110778
Cover Image
Long run exchange rate pass-through: Evidence from new panel data techniques
Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2011
This paper examines the exchange rate pass-through (ERPT) into import prices using recent panel data techniques. For a …
Persistent link: https://www.econbiz.de/10011112052
Cover Image
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 12 euro area (EA) countries. Using smooth transition models, we explore the existence of non-linearities with respect to three macroeconomic factors, namely inflation rate,...
Persistent link: https://www.econbiz.de/10011258090
Cover Image
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