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area. The observed decline in ERPT to import prices was synchronous to the shift towards reduced inflation regime. …
Persistent link: https://www.econbiz.de/10011374358
This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass …-through (ERPT) to import prices in the European countries. Although economic theory suggests a long-run relationship between import …
Persistent link: https://www.econbiz.de/10011974808
) into import prices. In order to classify his sample of 24 developing countries by regimes of inflation, Barhoumi [(2006 …), “Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation …
Persistent link: https://www.econbiz.de/10011346361
Persistent link: https://www.econbiz.de/10009559100
Persistent link: https://www.econbiz.de/10012269263
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a cointegrating relationship (between import unit values, the exchange rate and foreign prices), which is typically … the possibility of structural breaks and show how the long run may be restored in the estimation. The main finding is that …
Persistent link: https://www.econbiz.de/10013132131
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a long-run Engle and Granger cointegrating relationship (between import unit values, the exchange rate and foreign … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …
Persistent link: https://www.econbiz.de/10013132423
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a long-run Engle and Granger cointegrating relationship (between import unit values, the exchange rate and foreign … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …
Persistent link: https://www.econbiz.de/10013136879
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a cointegrating relationship (between import unit values, the exchange rate and foreign prices), which is typically … the possibility of structural breaks and show how the long run may be restored in the estimation. The main finding is that …
Persistent link: https://www.econbiz.de/10010295304
Persistent link: https://www.econbiz.de/10012101550