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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
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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
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Estimating the Exchange Rate Pass-Through to Prices in Mexico
Espada, Josué Fernando Cortés - In: Monetaria I (2013) 2, pp. 287-316
This paper estimates the magnitude of the exchange rate pass-through to consumer prices in Mexico. Moreover, it analyzes if the pass-through dynamics have changed in recent years. In particular, it uses a methodology that generates results consistent with the hierarchy implicit in the cpi. The...
Persistent link: https://www.econbiz.de/10010883914
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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
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Exchange Rate Pass-through in Russia
Ponomarev, Y.; Trunin, P.; A. Ulyukayev. - In: VOPROSY ECONOMIKI 3 (2014)
The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000—2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect...
Persistent link: https://www.econbiz.de/10011007725
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Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models
Ben Cheikh, Nidhaleddine - In: Economics - The Open-Access, Open-Assessment E-Journal 6 (2012), pp. 1-28
This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …
Persistent link: https://www.econbiz.de/10010954801
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Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models
Ben Cheikh, Nidhaleddine - Institut für Weltwirtschaft (IfW) - 2012
This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …
Persistent link: https://www.econbiz.de/10010956023
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Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic
Hajek, Jan; Horvath, Roman - Institut ekonomických studií, Univerzita Karlova v Praze - 2015
We examine exchange rate pass-through, or how domestic prices respond to exchange rate shocks, in the Czech Republic from 1998 to 2013 by employing vector autoregression models. Using the aggregate consumer price index and its sub-components, we find that the degree of passthrough is incomplete...
Persistent link: https://www.econbiz.de/10011275218
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Non-linearities in exchange rate pass-through: Evidence from smooth transition models
cheikh, Nidhaleddine Ben - In: Economics Bulletin 32 (2012) 3, pp. 2530-2545
This paper examines the presence of non-linear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …-linearities with respect to the inflation environment. We find strong evidence that pass-through respond non-linearly to inflation … level for 8 out of 12 EA countries, that is, the transmission of exchange rate is higher when inflation rate surpass some …
Persistent link: https://www.econbiz.de/10011278670
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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