standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a …. Estimated results suggest that higher exchange rate volatility tends to increase core inflation but to a relatively limited …

. 'Looser' monetary policy, which implies a higher mean inflation rate, and a higher volatility of the exchange rate, will lead … nonlinear, relationship between pass-through and mean inflation, and a positive relationship between passthrough and exchange …

We evaluate the exchange rate pass-through (ERPT) into euro area (EA) inflation by estimating an open economy New …

This paper uses the impulse response from an estimated structural autoregressive model of the inflation process to … elasticity of inflation to exchange rate changes is about 0.02, and it takes about eight quarters to reach its full-impact of … variance decomposition analysis suggests that money supply has contributed more to Nigeria's inflation process relative to the …