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Exchange rate pass-through to consumer prices : theory and recent evidence

Savoie-Chabot, Laurence; Khan, Mikael - 2015

recent inflation dynamics. …

Persistent link: https://www.econbiz.de/10011350494

Private sector credit and inflation volatility

Katusiime, Lorna - In: Economies : open access journal 6 (2018) 2, pp. 1-13

This paper investigates the effect of inflation volatility on private sector credit growth. The results indicate that … private sector credit growth is positively linked to the one period lagged inflation volatility. Given that past monetary … positive response of private sector credit growth to past inflation volatility suggests a credible monetary policy regime in …

Persistent link: https://www.econbiz.de/10011853882

Understanding the time variation in exchange rate pass-through to import prices

Cunningham, Rose M.; Friedrich, Christian; Hess, Kristina; … - 2017

In this paper, we analyze the presence of time variation in the pass-through from the nominal effective exchange rate to import prices for 24 advanced economies over the period 1995-2015. In line with earlier studies in the literature, we find substantial heterogeneity in the level of exchange...

Persistent link: https://www.econbiz.de/10011747729

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

Bailliu, Jeannine; Fujii, Eiji - 2004

This paper investigates the question of whether a transition to a low-inflation environment, induced by a shift in … from previous empirical work in its focus on the identification of changes in the inflation environment and its use of a … supports the hypothesis that exchange rate pass-through declines with a shift to a low-inflation environment brought about by a …

Persistent link: https://www.econbiz.de/10014070929

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

Revisiting the role of inflation environment in the exchange rate pass-through : a panel threshold approach

Cheikh, Nidhaleddine Ben; Louhichi, Waël - 2014

Persistent link: https://www.econbiz.de/10011282827

Comparative analysis of nominal and real convergence in West African Monetary Zone (WAMZ) : time varying parameter approach

Olowofeso, Olorunsola E.; Wadda, Ebrima N.; Loua, Joachim; … - 2023

reveal some evidence of convergence in exchange rates, especially for Guinea and Liberia. For inflation, there is no evidence …

Persistent link: https://www.econbiz.de/10015045367

Job ladder and business cycles

Alves, Felipe - 2022 - Last updated: March 21, 2022

inflation dynamics that resemble the missing disinflation of that period. …

Persistent link: https://www.econbiz.de/10013169236

Sectoral Inflation and the Phillips Curve : What Has Changed Since the Great Recession?

Luengo‐Prado, María José - 2017

some services. We also document a decrease in sectoral inflation persistence, suggesting an increase in the weight of the … forward-looking inflation expectation component and a decrease in the weight of the backward-looking component …

Persistent link: https://www.econbiz.de/10012943384

Economic Recovery and Inflation

Dabrowski, Marek - 2018

In the last decade, advanced economies, including the euro area, experienced deflationary pressures caused by the global financial crisis of 2007-2009 and the anti-crisis policies that followed—in particular, the new financial regulations (which led to a deep decline in the money multiplier)....

Persistent link: https://www.econbiz.de/10012920665