Analyzing the Exchange Rate Pass-through in Mexico: Evidence Post Inflation Targeting Implementation
نویسندگان
چکیده
منابع مشابه
Exchange Rate Pass-Through and Inflation in Dollarized Economies: Evidence from the Middle Eastern and North African Countries
T he investigation of exchange rate pass-through is an important issue in international finance. The relationship between exchange rate pass-through and exchange rate arrangements such as the dollarization regime has been examined in recent decades. For this purpose, the main objective of this study is to investigate the effect of exchange rate pass-through on the domestic inflation in selecte...
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There are various causes for inflation in macroeconomics. One of the important channels of experiencing inflation is through the international economy caused by external shocks. In this context, the impact of exchange rate volatilities on domestic prices known as Exchange Rate Pass-Through (ERPT) plays a vital role. The present paper deals with the impact of Exchange Rate Pass-Through on inflat...
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The purpose of this study is to find an accurate estimate of the exchange rate-CPI relationship in Iran over the past three decades. The results of the Granger causality test in the frequency domain demonstrate a strong causation from the exchange rate to CPI especially in the long run. The results of the wavelet analysis show that in the currency crisis periods, the exchange rate-CPI correlati...
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This paper focuses on the pass-through of exchange rate fluctuations into prices of final goods and services, and examines whether contrasting pass-through rates are associated with regionaland/or product-specific characteristics. Using CPI microdata, we estimate industry-specific rates of pass-through across regions in Mexico. By looking at within country price responses, this study alleviates...
متن کاملthe impact of exchange rate pass-through via domestic prices on inflation in iran: new evidence from a threshold regression
there are various causes for inflation in macroeconomics. one of the important channels of experiencing inflation is through the international economy caused by external shocks. in this context, the impact of exchange rate volatilities on domestic prices known as exchange rate pass-through (erpt) plays a vital role. the present paper deals with the impact of exchange rate pass-through on inflat...
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ژورنال
عنوان ژورنال: Ensayos sobre Política Económica
سال: 2014
ISSN: 0120-4483
DOI: 10.1016/s0120-4483(14)70025-9