and volatility of the exchange rate. External shocks explain about 25 percent of the variation in consumer price inflation …This paper investigates pass-through of external shocks (exchange rate, oil price, and import price shocks) to … inflation in Sri Lanka. The analysis is based on a vector autoregression (VAR) model that incorporates a distribution chain of …

authors examine the exchange rate influence on the inflation in Switzerland, separately for the pre-crisis and the … intervention period. Using autoregressive models, they quantify the extent of pass-through of an exchange rate shock to different … price indices. The results suggest that the exchange rate interventions did indeed enhance the exchange rate pass …