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An exchange rate policy rule
Parrado, Eric - 2023
responds to inflation and output volatility, especially during economic crises. This framework offers a promising alternative …
Persistent link: https://www.econbiz.de/10014538995
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Exchange rate shocks and inflation comovement in the euro area
Leiva-Leon, Danilo; Martínez-Martín, Jaime; Ortega, Eva - 2020
This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries in ation into country-specific (idiosyncratic) and region-wide (common) components. To do so, we propose a exible empirical framework based on dynamic factor models subject to drifting...
Persistent link: https://www.econbiz.de/10012181317
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The imported price, inflation and exchange rate pass-through in China
Yue, Liu Hai; Chen, Xiao Lan - In: Cogent economics & finance 5 (2017) 1, pp. 1-13
This paper considers the effect of exchange rate (ER) level on China’s domestic prices during the period of 2003–2012. We examine China’s consumer price index (CPI), import price index (IPI) and producer price index (PPI) by using time series vector error correction analysis. The main...
Persistent link: https://www.econbiz.de/10011598073
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Exchange rate pass-through to domestic prices in the European transition economies
Mirdala, Rajmund - 2016
Vulnerability of exchange rates to the external price shocks as well as their absorption capabilities represents one of the most discussed area in the fixed versus flexible exchange rate dilemma. Ability of exchange rates to serve as a traditional vehicle for a transmission of external shocks to...
Persistent link: https://www.econbiz.de/10011553101
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The shocks matter : improving our estimates of exchange rate pass-through
Forbes, Kristin; Hjortsoe, Ida; Nenova, Tsvetelina - 2015
A major challenge for monetary policy has been predicting how exchange rate movements will impact inflation. We propose …
Persistent link: https://www.econbiz.de/10011384119
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El Pass Through del Tipo de Cambio: Un Análisis para la Economía Costarricense de 1991 al 2001
Leon, Jorge; Morera, Ana Patricia; Ramos, Welmer - Volkswirtschaftliche Fakultät, … - 2001
between exchange rate and inflation rate a VAR analysis is conducted. In the short run the pass through coefficient is 16 …
Persistent link: https://www.econbiz.de/10011112024
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Efectos de variaciones en el tipo de cambio sobre el nivel general de precios: México 1980-2011
Romero, Jose - Centro de Estudios Económicos, Colegio de México - 2012
considered as permanent. If the level of the inflation rate and its persistence rise in the future, we will observe an increase …
Persistent link: https://www.econbiz.de/10010555932
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Exchange rate pass-through to consumer prices: a European perspective
Schröder, Michael; Hüfner, Felix P. - 2002
We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer Prices (HICP) we compute a weighted average of the...
Persistent link: https://www.econbiz.de/10010298101
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Inflation differentials in EU new member states: An empirical evidence
Horváth, Roman; Koprnická, Kamila - 2008
In this paper, we examine the determinants of inflation differentials in a panel of the new European Union member … level in the new EU members is associated with narrower inflation differential vis-à-vis the euro area, while fiscal deficit … and positive output gap seem to contribute to higher inflation differential. Nevertheless, the effect of price convergence …
Persistent link: https://www.econbiz.de/10010322219
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Exchange rate pass-through to consumer prices: a European perspective
Schröder, Michael; Hüfner, Felix P. - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2002
We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer Prices (HICP) we compute a weighted average of the...
Persistent link: https://www.econbiz.de/10005097807