Narrow search
Showing 1 - 10 of 697
Cover Image
The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
Kelm, Robert - In: Central European Journal of Economic Modelling and … 2 (2010) 4, pp. 315-349
Poland, having to fulfil five Maastricht criteria, makes the dependence of her domestic inflation on price increases in the … Polish zloty / euro exchange rate and inflation in Poland. Because several competing theoretical models describing … for the country-specific features of the consumer and producer price inflation are formulated and verified in the paper. …
Persistent link: https://www.econbiz.de/10009364356
Cover Image
The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines
Deluna, Roperto Jr - Volkswirtschaftliche Fakultät, … - 2014
This study was conducted to determine the long-run relationship among world oil price (WOP), Philippine inflation rate … the world oil price will increase Philippine inflation by 0.31%. While, a unit increase in exchange rate (PhP: USD) will … increase inflation rate by 0.42%. In terms of ER, results revealed that an increase in the past values of WOP will increase ER …
Persistent link: https://www.econbiz.de/10011111313
Cover Image
A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey
Çatık, Abdurrahman Nazif; Gök, Barış; Akseki, Utku - In: Economic Systems 39 (2015) 1, pp. 181-196
In this paper, we analyze the twin deficits hypothesis covering the period from 1994 to 2012 in Turkey. In contrast to previous studies on Turkey, the existence of twin deficits is investigated by regime-dependent impulse response functions and forecast error variance decompositions based on a...
Persistent link: https://www.econbiz.de/10011263214
Cover Image
THE RELATIONSHIP BETWEEN EXCHANGE RATE AND EXPORTS IN ROMANIA USING A VECTOR AUTOREGRESSIVE MODEL
Sandu, Carmen; Ghiba, Nicolae - In: Annales Universitatis Apulensis Series Oeconomica 2 (2011) 13, pp. 29-29
In this paper we analyze the exchange rate influence on exports volume inRomania using a vector autoregressive model (VAR). Our analysis, relative to the 2003Q2-2011Q1 period, reflects a negative relationship for the first lag and a positive one in thesecond lag. Considering the first lag as...
Persistent link: https://www.econbiz.de/10009395346
Cover Image
Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
Cozmanca, Bogdan; Manea, Florentina - Center for Advanced Research in Finance and Banking … - 2009
inflation measures), MS-VAR, TAR and SETAR, the last three methods being naturally equipped to capture various types of …. The paper also finds important asymmetries with respect to sign and size of the exchange rate, size of inflation and time …
Persistent link: https://www.econbiz.de/10008492018
Cover Image
Exchange rate pass-through into Romanian price indices. A VAR approach
Cozmanca, Bogdan-Octavian; Manea, Florentina - Institutul de Prognoza Economica, Institutul National … - 2009
different price indices and/or on a rolling window) and Sign-restriction VARs (also using different consumer inflation measures …
Persistent link: https://www.econbiz.de/10008472197
Cover Image
Asymmetries in the exchange rate pass-through into Romanian price indices
Cozmanca, Bogdan-Octavian; Manea, Florentina - Institutul de Prognoza Economica, Institutul National … - 2009
(MS-VAR, TAR and SETAR), important asymmetries with respect to sign and size of the exchange rate, size of inflation and …
Persistent link: https://www.econbiz.de/10008472200
Cover Image
Exchange Rate Pass-Through into Romanian Price Indices. Avar Approach.
Cozmanca, Bogdan-Octavian; Manea, Florentina - In: Journal for Economic Forecasting (2010) 3, pp. 26-52
different price indices and/or on a rolling window) and Sign-restriction VARs (also using different consumer inflation measures …
Persistent link: https://www.econbiz.de/10008685128
Cover Image
Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa
Ocran, Matthew Kofi - In: Prague Economic Papers 2010 (2010) 4, pp. 291-306
shocks to producer price inflation can have considerable moderating effect on CPI inflation. …
Persistent link: https://www.econbiz.de/10008803001
Cover Image
Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices
Cozmânca, Bogdan Octavian; Manea, Florentina - In: Journal for Economic Forecasting (2010) 1, pp. 21-44
(MS-VAR, TAR and SETAR), important asymmetries with respect to sign and size of the exchange rate, size of inflation and …
Persistent link: https://www.econbiz.de/10008457162