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Exchange rate and inflation dynamics in Kenya: Does the threshold level matter? [PDF]
HeliyonThis study empirically examined the threshold effect of exchange rate pass-through (ERPT) on inflation in Kenya, while augmenting the exchange rate depreciation in the monetary policy rate using the Taylor rule.
Jerry Ogutu Sumba +2 more
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ANALISIS MODEL MONETER HARGA FLEKSIBEL DALAM PENENTUAN NILAI TUKAR RUPIAH [PDF]
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan, 2007 There are a wide variety of monetary models of exchange rate determination, all of which are outgrowth and extension of the basic flexible-price version pioneered by Frenkel (1978) and Bilson (1978).
Endri Endri
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Dynamic Relationship between RMB Exchange Rate and Interest Rate Based on VAR-DCC-GARCH Model [PDF]
E3S Web of Conferences, 2020 Based on the daily data of Shibor and nominal exchange rate from 2006 to 2019, this paper constructs VAR model and uses Granger causality test and impulse response model to analyze the dynamic relationship between exchange rate and interest rate.
Zhao Xuhang
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The response of asset prices to monetary policy shock in Indonesia: A structural VAR approach [PDF]
Banks and Bank Systems, 2022 This paper aims to determine the effect of central bank monetary policy on financial asset prices in Indonesia from 1990 Q1 to 2020 Q4. Furthermore, this study measures the responses of three different asset prices: bond yield, stock price and exchange ...
Indra Suhendra, Cep Jandi Anwar
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Monetary and exchange rate regimes changes: The cases of Poland, Czech Republic, Slovakia and Republic of Serbia [PDF]
Panoeconomicus, 2009 The paper explores (former) transition economies, Poland, Czech Republic, Slovakia and the Republic of Serbia, concerning abandonment of the exchange rate targeting and fixed exchange rate regimes and movement toward explicit/implicit inflation targeting
Josifidis Kosta +2 more
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Why monetary board: Monetary board and endogenic price flexibility [PDF]
Ekonomski Anali, 2004 The paper presents a model which proves that a unilateral exchange rate fixing, i.e. monetary board, as opposed to certain opinions, is an optimal policy since it increases flexibility of nominal prices, which is the ultimate goal of a flexible exchange ...
Bašić Tamara
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Economic Journal of Emerging Markets, 2011 The aim of this research is to analyse the effect of monetary variables on financial sector composite index in Indonesia by using error correction model for 1997:1-2006:4 period.
Florentinus Nugro Hardianto
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Reverse Repurchase Rate on Selected Monetary Policy Indicators: A Vector Autoregression
International Journal of Academe and Industry Research, 2022 This study evaluated the effectiveness of the reverse repurchase (RRP) rate as the main monetary policy instrument of the Bangko Sentral ng Pilipinas in affecting selected monetary policy indicators, particularly output gap, inflation, and nominal ...
Martin Roy B. Base
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Research in Globalization, 2023 The continuous depreciation of the exchange rate in Ghana has raised concern about its effect on inflation and the economy at large. This paper examines the threshold effect of exchange rate pass-through (ERPT) on inflation using a monthly data from ...
Matthew Kwabena Valogo +3 more
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Rethinking the exchange rate disconnect puzzle theory in ASEAN-6
Economic Journal of Emerging Markets, 2017 The theory of the exchange rate disconnect puzzle provides evidence of the instability of exchange rate relationship with macroeconomic fundamentals.
Adhitya Wardhono +2 more
doaj +13 more sources