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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
Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a … standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …. 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
This paper deals with the dynamic response of exchange rates, inflation and agricultural foreign trade in Bulgaria … domestic economies causing pressure on inflation in the long run; (ii) in the short run the impact of a positive shock in … international food price increases domestic inflation, depreci-ates the currency and reduces the agricultural trade; (iii) the …
Persistent link: https://www.econbiz.de/10012174767
What is the effect of nominal exchange rate variability on trade? I argue that the methods conventionally used to answer this perennial question are plagued by a variety of sources of systematic bias. I propose a novel approach that simultaneously addresses all of these biases, and present new...
Persistent link: https://www.econbiz.de/10014067564
and beyond the determinants of currency invoicing (i.e., inflation rate, inflation volatility, foreign exchange market … by a drop in inflation volatility. -- euro ; invoicing currency ; exchange rate risk ; inflation ; inflation risk …
Persistent link: https://www.econbiz.de/10003969238
and beyond the determinants of currency invoicing (i.e., inflation rate, inflation volatility, foreign exchange market … by a drop in inflation volatility …
Persistent link: https://www.econbiz.de/10014195096
and beyond the determinants of currency invoicing (i.e., inflation rate, inflation volatility, foreign exchange market … by a drop in inflation volatility …
Persistent link: https://www.econbiz.de/10013094696
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