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Exchange rate pass-through to domestic prices in the European transition economies
Mirdala, Rajmund - 2016
exchange rate pass-through to domestic prices in the European transition economies. We estimate VAR model to investigate (1 …
Persistent link: https://www.econbiz.de/10011553101
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Exchange rate pass-through in Russia
Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...
Persistent link: https://www.econbiz.de/10011398366
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Nonlinear pass-through of exchange rate shocks on inflation : a Bayesian smooth transition VAR approach
Rincón Castro, Hernán; Rodríguez-Niño, Norberto - 2016
Determining the exchange rate pass-through on inflation is a necessity for central banks as well as for firms and … short and long-term impact of an exchange rate shock on inflation along the distribution chain in the presence of … have showed that the accumulated PT on inflation of import prices rises from 20% in the first month of the exchange rate …
Persistent link: https://www.econbiz.de/10011554700
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The impact of monetary policy and exchange rate shocks in Poland : evidence from a time-varying VAR
Arratibel, Olga; Michaelis, Henrike - 2013
This paper follows the Bayesian time-varying VAR approach with stochastic volatility developed by Primiceri (2005), to … experienced high inflation. The impact of an exchange rate shock on prices seems to slightly decrease across time. …
Persistent link: https://www.econbiz.de/10010439334
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Conditional exchange rate pass-through : evidence from Sweden
Corbo, Vesna; Di Casola, Paola - 2018
The pass-through from exchange rate changes to inflation differs depending on the underlying shock. This paper …
Persistent link: https://www.econbiz.de/10011806006
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The exchange rate pass-through to CPI and its components in oil-Exporting CIS countries
Rahimov, Vugar; Jafarova, Nigar; Ganbarov, Fuad - 2017
Azerbaijan, Kazakhstan and Russia. Using the data of 2003:Q1- 2016:Q2, we estimate a VAR model and find significant but … should be assessed precisely and taken into account in monetary policy decisions and inflation forecasting. …
Persistent link: https://www.econbiz.de/10011606105
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Do Exchange Rate Devaluations Matter? VAR Evidence from the Czech Republic
Kvapilik, Jakub - 2021
What happens if a country devalues its currency? Standard macroeconomic theory would argue for expansionary effects, while recent theoretical contributions and the empirical evidence do not appear overly supportive. Devaluations have been mostly used by developing countries, but even...
Persistent link: https://www.econbiz.de/10013249517
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Drivers of consumer prices and exchange rates in small open economies
Corbo, Vesna; Di Casola, Paola - 2020
structural Bayesian VAR. Four domestic and two global shocks are identified through zero and sign restrictions. For both … economies, we find that the main driver of consumer price inflation is the global demand shock. A negative global demand shock …
Persistent link: https://www.econbiz.de/10012176017
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Exchange rate pass-through, monetary policy and real shocks : an empirical evaluation
Aguirre, Horacio A.; González Padilla, Héctor Gustavo - 2019 - This version: January 2019
We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed over time, and whether this owes to monetary or real shocks hitting the economy. We estimate conventional pass-through measures, both short and long run; then we obtain rolling...
Persistent link: https://www.econbiz.de/10012020009
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Foreign exchange interventions at the zero lower bound in the Czech economy : a DSGE approach
Malovaná, Simona - 2015
The paper contributes to understanding the economic dynamics at the zero lower bound and the exchange rate movements under different central bank intervention regimes. It provides a theoretical framework for modeling foreign exchange interventions at the ZLB within a dynamic general equilibrium...
Persistent link: https://www.econbiz.de/10010532424