Exchange Rate Pass-through (ERPT) in Oil Producing Economy: Evidence from Nigeria
نویسندگان
چکیده
منابع مشابه
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...
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...
متن کاملExchange Rate Pass-Through on Non-Oil Trade Balance in Iran
This article investigates the relationship between the exchange rate and non-oil trade balance in Iran between 1981 and 2014. A structural vector auto-regression model is built. The results indicated that the increasing effect of the real effective exchange rate worsens the non-oil trade balance in the short term. In contrast, the increasing effect of the real effective exchange rate improves t...
متن کاملExchange 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...
متن کاملExchange 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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ژورنال
عنوان ژورنال: Advances in Social Sciences Research Journal
سال: 2020
ISSN: 2055-0286
DOI: 10.14738/assrj.710.7961