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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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Exchange Rate Volatility and Pass-Through to Inflation in South Africa
Miyajima, Ken - 2020
standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a …. Estimated results suggest that higher exchange rate volatility tends to increase core inflation but to a relatively limited …
Persistent link: https://www.econbiz.de/10012843500
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Oil Shocks and the U.S. Economy : Evidence from a FAVAR Model
De, Kuhelika - 2020
We investigate the economic effects of three separate types of oil price shocks on the U.S. economy using a factor augmented vector autoregression framework and 185 monthly macroeconomic indicators from 1978 to 2017. We find that while increases in the price of crude oil triggered by oil...
Persistent link: https://www.econbiz.de/10012827557
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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns
Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023
the post-crisis period, the impact of both the external shock and the inflation targeting shock on exchange rates and …
Persistent link: https://www.econbiz.de/10014305726
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Interest rate and exchange rate volatility spillovers : multiscale perspective of monetary policy transmission in Ghana
Akosah, Nana Kwame; Alagidede, Paul; Schaling, Eric - In: Journal of central banking theory and practice 9 (2020) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10012167220
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Pass-through with volatile exchange rates and inflation targeting
Alexius, Annika; Holmberg, Mikaela - In: Review of world economics 160 (2024) 2, pp. 377-387
Persistent link: https://www.econbiz.de/10014557659
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and …
Persistent link: https://www.econbiz.de/10011473872
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Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273080
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Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel; Castillo B., Paul; Calero, Roberto; … - In: Journal of international money and finance 142 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
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DSGE Models of High Exchange-Rate Volatility and Low Pass-Through
Corsetti, Giancarlo; Dedola, Luca; Leduc, Sylvain - 2006
This paper develops a quantitative, dynamic, open-economy model which endogenously generates high exchange rate volatility, whereas a low degree of pass-through stems from both nominal rigidities (in the form of local currency pricing) and price discrimination. We model real exchange rate...
Persistent link: https://www.econbiz.de/10014061212