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Asymmetric exchange rate pass-through in the Euro area : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …-through ; inflation ; smooth transition regression models ; euro area …

Persistent link: https://www.econbiz.de/10009632682

Asymmetric exchange rate pass-through in the Euro area : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 … changes than for small ones in 9 out of 12 EA countries. -- exchange rate pass-through ; inflation ; smooth transition …

Persistent link: https://www.econbiz.de/10009572760

Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017

Jiranyakul, Komain - 2021

This paper explores the degree of exchange rate pass-through to domestic prices in Thailand using quarterly data from 2000Q1 to 2017Q4. Johansen cointegration tests are employed in the analysis. The degree of exchange rate pass-through is found to be partial and modest. The stable pass-through...

Persistent link: https://www.econbiz.de/10013314207

Non-linearities in exchange rate pass-through: Evidence from smooth transition models

Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2012

This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for … three macroeconomic factors, namely inflation rate, exchange rate fluctuations and business cycle. Our results reveals that … exchange rate transmission is higher when inflation rate surpass some threshold. We give a supportive evidence to the Taylor …

Persistent link: https://www.econbiz.de/10011258090

Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models

Ben Cheikh, Nidhaleddine - In: Economics - The Open-Access, Open-Assessment E-Journal 6 (2012), pp. 1-28

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …

Persistent link: https://www.econbiz.de/10010954801

Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models

Ben Cheikh, Nidhaleddine - Institut für Weltwirtschaft (IfW) - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …

Persistent link: https://www.econbiz.de/10010956023

The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland

Cheikh, Nidhaleddine Ben; Rault, Christophe - William Davidson Institute, University of Michigan - 2014

in ERPT to CPI inflation for the Finnish economy. Within a logistic smooth transition framework, our investigations …

Persistent link: https://www.econbiz.de/10010936534

Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2022

estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …

Persistent link: https://www.econbiz.de/10013177578

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

Exchange rate pass-through after the crisis : the Hungarian experience

Hajnal, Mihály; Molnár, György; Várhegyi, Judit - 2015

cent over a two-year horizon. Both cyclical (subdued demand) and structural (decline in level of inflation) factors have …

Persistent link: https://www.econbiz.de/10011341750