Exchange rate pass-through to import prices in Europe: a panel cointegration approach

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

The Exchange Rate Asymmetric Pass-Through to Import Price Index: The Case Study of Iran

The main objective of this paper is to investigate the asymmetric effects of exchangerate on Iranian import price index using quarterly time series data over the period 1990- 2011. For this purpose, positive and negative shocks of the exchange rate have been separated from each other using dummy variables and the effects of the size of the exchange rate shocks by determining a threshold.The emp...

The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)

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...

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...