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Drivers of consumer prices and exchange rates in small open economies
Corbo, Vesna; Di Casola, Paola - 2020
economies, we find that the main driver of consumer price inflation is the global demand shock. A negative global demand shock …
Persistent link: https://www.econbiz.de/10012176017
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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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Heterogeneity in the exchange rate pass-through to consumer prices : the Swiss franc appreciation of 2015
Oktay, Alex - In: Swiss journal of economics and statistics 158 (2022) 1, pp. 1-20
This paper analyzes the exchange rate pass-through to consumer prices for 85 categories of goods and services in Switzerland. The pass-through estimates are computed using a synthetic difference-in-differences approach that exploits the large Swiss franc appreciation that followed the unexpected...
Persistent link: https://www.econbiz.de/10013542077
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Exchange rates and prices : evidence from the 2015 Swiss Franc appreciation
Auer, Raphael A.; Burstein, Ariel T.; Lein-Rupprecht, … - 2018
The removal of the lower bound on the EUR/CHF exchange rate in January 2015 provides a unique setting to study the implications of a large and sudden appreciation in an otherwise stable macroeconomic environment. Using transaction-level data on non-durable goods purchases by Swiss consumers, we...
Persistent link: https://www.econbiz.de/10011900831
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Sticky wages, incomplete pass-through and inflation targeting : what is the right index to target?
Abo-Zaid, Salem M. - 2009
This paper studies monetary policy rules in a small open economy with Inflation Targeting, incomplete pass-through and …
Persistent link: https://www.econbiz.de/10011523924
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Exchange rates and consumer prices : evidence from Brexit
Breinlich, Holger; Leromain, Elsa; Novy, Dennis; … - 2019
costs across product groups. We show that, after the referendum, inflation increased by more for product groups with higher …
Persistent link: https://www.econbiz.de/10012157863
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Frankenstärke und Importpreisreagibilität : kurz-, mittel- und langfristige Effekte
Kellermann, Kersten; Schlag, Carsten-Henning - 2011
Seit Ausbruch der Finanzkrise im Herbst 2007 ist der Wert des Franken handelsgewichtet in nominaler Rechnung um ein Drittel gestiegen. Dennoch bleiben im Frankenraum die Importpreise in heimischer Währung relativ konstant. Im Rahmen der vorliegenden Untersuchung werden für den Zeitraum 1974...
Persistent link: https://www.econbiz.de/10009510702
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Conditional exchange rate pass-through : evidence from Sweden
Corbo, Vesna; Di Casola, Paola - 2018
The pass-through from exchange rate changes to inflation differs depending on the underlying shock. This paper …
Persistent link: https://www.econbiz.de/10011806006
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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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Exchange rate pass-through to food and energy consumer price inflation
Moessner, Richhild - 2022
This paper studies exchange rate pass-through to food and energy consumer price inflation and its dependence on the … inflation environment using cross-country panel estimation of Phillips curves. It considers a large panel of OECD member and … inflation and also significant for food CPI inflation. A 10% depreciation in the exchange rate leads to an increase in energy …
Persistent link: https://www.econbiz.de/10013473669