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Exchange rate pass-through for European Union countries. [PDF]
Exchange rate pass-through (ERPT) represents a degree to which changes in nominal exchange rates are transmitted into domestic prices. European Union (EU) countries have experienced the unprecedented inflationary pressure due to high geopolitical risk ...
Duc Hong Vo, Nam Thanh Vu
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Analysis of nominal exchange rate pass-through effect on inflation rate in selected countries [PDF]
Inflation rate is one of the essential macroeconomics variables and it represents the main goal of monetary policy. It is determined by a great number of factors, so it is necessary to analyse the impact their changes have on inflation rate.
Živković Aleksandra, Milenković Ivan
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The Impact of Exchange Rate Shock on Inflation in Iran's Economy: Application of the Threshold Vector Autoregression Model [PDF]
The effect of exchange rate changes on the general level of prices is one of the major issues in macroeconomics and has important results for the monetary policy maker.
Hassan Tahsili
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Understanding exchange rate pass-through in Vietnam
Price stability is the ultimate objective of the State Bank of Vietnam (SBV). In addition, in a small export-led economy, such as Vietnam, the study of exchange rate volatility is crucial for the country’s economy due to its impact on inflation via ...
Nga Nguyen Hong +3 more
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This study analyzes the effect of nominal exchange rate changes in the 2005:1–2020:4 period, applying econometric methods to examine Turkey’s economy at the level of consumer price index (CPI) and producer price index (PPI).
Ömer Fazıl Emek +2 more
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Inflation targeting and exchange rate pass-through
The paper presents evidence on exchange rate pass-through (ERPT) for a set of emerging markets before and after the adoption of Inflation Targeting (IT). Some developed economies are also analysed for comparison.
Reginaldo Pinto Nogueira Junior
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The Effects of Sanctions and Oil Revenues on Exchange Rate Pass-Through [PDF]
Introduction: Exchange rate pass-through (ERPT) is one of the most important indicators for monetary policymakers that shows the impact of exchange rate volatility on price indices (such as CPI, PPI, etc.).
Mohammadjavad Khosrosereshki +1 more
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This study investigates the degree of the exchange rate pass-through to Japanese bilateral import prices at the product level for major Japan's trading partners (US, EU, and Asian NIEs) for a period (1998:1-2010:12) dubbed as Japan's lost decade and ...
Channary Khun, Sokchea Lim, Hem Basnet
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Identification of the Equilibrium Exchange Rate Pass-Through Effect in Cointegrated VAR with an Application to the Euro area [PDF]
The exchange rate pass-through is of considerable importance for policy makers in open economies. Based on work of Johansen (2002) this paper develops the conditions for the identification of equilibrium pass-througheffect in cointegration framework.
Igor Masten
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Time-Varying Exchange Rate Pass-through in Eastern Europe
Using quarterly data for the 1998-2021 period, and with the application of Kalman filter estimates it is shown that the incomplete exchange rate pass-through (ERPT) is somewhat stronger for countries with a floating exchange rate regime, especially for ...
Victor Shevchuk
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