Daily exchange rate pass-through into micro prices

Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy

Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have use...

Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)

Exchange Rate Pass-Through into China’s Import Prices: An Empirical Analysis Based on ARDL Model

This study analyzes the exchange rate pass-through into China aggregate import prices and prices of eleven industries under the HS classification. Chinese monthly data from July 2005 to July 2015 are used. Bounds test finds that all industries have co-integration relationship, with the exception of footwear and headgear products (HS12) and transport equipment (HS17). We have researched the shor...

Exchange rate pass-through in Iran: Exchange rate effects on the consumer price index

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...

Monetary Policies, Exchange Rate Pass-through and Prices in Asian Economies: A Long and Short-run Analysis

Abstract T he financial crisis in 2007-2008 has turned into the most far-reaching international financial and economic crisis since the Great Depression. Indeed, the crisis-affected Asian countries experienced varying degrees of changes in the exchange rate and prices following an initial shock of sharp depreciation of their currencies in the second half of 1997. Moreover,...