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Exchange rate pass-through in an emerging market : the case of the Czech Republic
Hájek, Jan; Horváth, Roman - 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/10010529885
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Exchange Rate Pass Through, Cost Channel to Monetary Policy Transmission, Adaptive Learning, and the Price Puzzle
Ali, Syed Zahid - 2017
puzzle, which refers to anomalous behavior of inflation to a monetary shock. Unlike the existing studies, we consider the …, we use two alternative measures of inflation. Calibration of our medium scale model, using plausible parameter values …, reveals that irrespective of how the inflation rate is measured and the policy rule used by the central bank, the puzzle fades …
Persistent link: https://www.econbiz.de/10012958974
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Exchange Rate Pass through, Cost Channel to Monetary Policy Transmission, Adaptive Learning, and the Price Puzzle
Ali, Syed Zahid - 2017
puzzle, which refers to anomalous behavior of inflation to a monetary shock. Unlike the existing studies, we consider the …, we use two alternative measures of inflation. Calibration of our medium scale model, using plausible parameter values …, reveals that irrespective of how the inflation rate is measured and the policy rule used by the central bank, the puzzle fades …
Persistent link: https://www.econbiz.de/10012966340
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Exchange rate pass-through in an emerging market : the case of the Czech Republic
Hájek, Jan; Horváth, Roman - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2624-2635
Persistent link: https://www.econbiz.de/10011675493
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Pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
Persistent link: https://www.econbiz.de/10011580604
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Delayed Overshooting Puzzle in Structural Vector Autoregression Models
Istrefi, Klodiana - 2015
Some authors argue that the delayed overshooting puzzle often found in the literature is an artifact of improper identification of monetary policy shocks, like Cholesky ordering. We investigate this claim by estimating the dynamic effect of monetary policy shocks on exchange rate using various...
Persistent link: https://www.econbiz.de/10013012674
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To what extent can Czech exporters cushion exchange rate shocks through imported inputs?
Tóth, Peter - In: Focus on European economic integration (2014) 3, pp. 74-93
Persistent link: https://www.econbiz.de/10010400542
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Exchange rate pass-through in to inflation : new insights in to cointegration relationship from Pakistan
Naz, Farah; Mohsin, Asma; Zaman, Khalid - In: Economic modelling 29 (2012) 6, pp. 2205-2221
Persistent link: https://www.econbiz.de/10009673796
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Exchange rate in emerging markets : shock absorber or source of shock?
Pym Manopimoke; Nuwat Nookhwun; Jettawat Pattararangrong - 2024 - This version: 22 April 2024
Persistent link: https://www.econbiz.de/10014530657
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Exchange rate pass-through to inflation in Egypt : a structural VAR approach
Helmy, Omneia; Fayed, Mona; Hussien, Kholoud - In: Review of economics and political science : REPS 3 (2018) 2, pp. 2-19
result has interesting implications for Egypt's ability to attain an effective inflation targeting regime. Originality … al. (2004), which found no strong relationship between the exchange rate and inflation rate in the Egyptian context. One …
Persistent link: https://www.econbiz.de/10012156873