investigate the pass-through of RMB nominal effective exchange rate (NEER) into China's CPI inflation during the period 1994Q1 …-2011Q1. It is found that after controlling for the major determinants of the China's CPI inflation, the effect of RMB NEER … changes on CPI inflation is very limited, and the biggest effect is from the second lag of NEER change, however, the magnitude …

yields on long maturity inflation - indexed bonds. This relationship can be interpreted as defining the fair value of the … exchange rate that will prevail in any model or real world economy in which inflation indexed bonds are traded. An advantage of … with a 50 basis point rise in the inflation indexed bond return differential in favor of the foreign country and an 50 …

This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries inflation into … quarters of the past six years, especially in turning point periods. Our main results indicate that headline inflation in euro … inflation this increasing sensitivity is solely reliant on a sustained surge in the degree of comovement, for energy inflation …

The paper re-investigates the effects of government spending shocks on the real exchange rate and inflation. In …

rise and fall of inflation during 1991-97. The methodology could usefully be applied to other economies whose exports are …

exchange rate and domestic (as well as foreign) price inflation …

This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries inflation into … over the past six years – especially in turning points periods. Our main results indicate that headline inflation in euro … sensitivity relies solely on a sustained surge in the degree of comovement for headline inflation, it is also based on a higher …

This paper examines the causality relationship between stock price index, exchange rate and inflation. The sample is …