Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 40, Issue 7, October 2008, pp. 1407-1438. ) [PDF]
The pass-through effects of exchange rate changes on the domestic prices in the East Asian countries are examined using a VAR analysis including several price indices and domestic macroeconomic variables as well as the exchange rate. Results from the VAR
Kiyotaka Sato, Takatoshi Ito
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Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic [PDF]
This paper aims at estimating the exchange rate pass-through (ERPT) for the Czech Republic. The existing empirical literature does not come to a consensus about the degree of pass-through to Czech inflation.
Oxana Babecká-Kucharèuková
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The Exchange Rate and Consumer Prices [PDF]
This article reviews the empirical evidence on exchange rate pass-through to consumer prices in Australia over the inflation-targeting period. It finds that pass-through is relatively low at the aggregate level but is faster and larger for the prices of ...
Christine Lewis +2 more
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EVALUATING MONETARY TRANSMISSION MECHANISM IN INDONESIA THROUGH EXCHANGE RATE CHANNEL
Jurnal Ekonomi & Studi Pembangunan, 2013 :This study aims to evaluate the role of exchange rate channel in transmitting monetary policy effects in Indonesia by addressing the following questions: (i) to what extent is the contribution of the exchange rate in inflation rate fluctuations in ...
Dimas Bagus Wiranata Kusuma +1 more
doaj
Essays on Exchange Rate Pass Through
, 2018 This dissertation contributes to the theoretical and empirical understandings of international transmissions of exchange rate shocks. It consists of three chapters. The first chapter extends Corsetti and Dedola (2005) and further allows for competition in retail networks. In the model, there are four types of firms interacting with each other including
openaire +1 more source
Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries [PDF]
A standard assumption in the empirical literature is that exchange rate pass-through is both linear and symmetric, implying that (a) large and small exchange rate changes and (b) appreciations and depreciations have an effect of the same magnitude ...
Bussière, Matthieu
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Generalization of Optimal Control Saturation Pulse Design for Robust and High CEST Contrast. [PDF]
Magn Reson MedStilianu C +3 more
europepmc +2 more sources
Impact of exchange rate changes on domestic inflation: a study of a small Pacific Island economy [PDF]
This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986);
Choong, Chee-Keong, Jayaraman, T. K.
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Openness and Imperfect Pass-Through: Implications for the Monetary Policy [PDF]
This paper analyzes the positive and normative implications of the degree of openness of a small economy for the transmission mechanism of monetary shocks.
Claudio Soto, Jorge Selaive
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