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Estimating the Exchange Rate Pass-Through to Prices in Mexico

Espada, Josué Fernando Cortés - In: Monetaria I (2013) 2, pp. 287-316

This paper estimates the magnitude of the exchange rate pass-through to consumer prices in Mexico. Moreover, it analyzes if the pass-through dynamics have changed in recent years. In particular, it uses a methodology that generates results consistent with the hierarchy implicit in the cpi. The...

Persistent link: https://www.econbiz.de/10010883914

Exchange Rate Pass-through in Russia

Ponomarev, Y.; Trunin, P.; A. Ulyukayev. - In: VOPROSY ECONOMIKI 3 (2014)

The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000—2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect...

Persistent link: https://www.econbiz.de/10011007725

Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic

Hajek, Jan; Horvath, Roman - Institut ekonomických studií, Univerzita Karlova v Praze - 2015

We examine exchange rate pass-through, or how domestic prices respond to exchange rate shocks, in the Czech Republic from 1998 to 2013 by employing vector autoregression models. Using the aggregate consumer price index and its sub-components, we find that the degree of passthrough is incomplete...

Persistent link: https://www.econbiz.de/10011275218

Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis

Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2013

This paper analyzes the exchange rate pass-through (ERPT) into consumer prices for 12 EA countries within a CVAR framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for each EA country of our sample. When measuring the...

Persistent link: https://www.econbiz.de/10011259175

Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation

Fuji, Eiji; Bailliu, Jeannine - Society for Computational Economics - SCE - 2004

This paper investigates the question of whether a transition to a low-inflation environment, induced by a shift in … previous empirical work in that we pay particular attention to the identification of changes in the inflation environment, we … to 2001, we find evidence in support of the hypothesis that exchange rate pass-through declines with a shift to a low-inflation …

Persistent link: https://www.econbiz.de/10005345312

Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic

Babecká-Kucharèuková, Oxana - In: Czech Journal of Economics and Finance (Finance a uver) 59 (2009) 2, pp. 137-152

literature does not come to a consensus about the degree of pass-through to Czech inflation. Since there is no unique approach …

Persistent link: https://www.econbiz.de/10005256664

Exchange Rate Pass-Through to Prices: Evidence from Mexico

Capistrán, Carlos; Ibarra-Ramírez, Raúl; Francia, … - Banco de México - 2011

have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …

Persistent link: https://www.econbiz.de/10009366002

A note on exchange rate pass-through in CIS countries

Korhonen, Iikka; Wachtel, Paul - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2005

decompositions with monthly data that starts in 1999 in order to avoid periods of very high inflation and the Russian crisis. We find …

Persistent link: https://www.econbiz.de/10005648568

Exchange rate pass-through to inflation in China

Jiang, Jiadan; Kim, David - In: Economic Modelling 33 (2013) C, pp. 900-912

rate movements start to influence the price inflation in China in a significant way. This paper estimates a structural …

Persistent link: https://www.econbiz.de/10010738000

Exchange Rate Pass-through in Russia

Ponomarev, Yuri; Trunin, Pavel; Uluykaev, Alexei - Gaidar Institute for Economic Policy - 2014

In 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/10010787836