Exchange rate pass-through to prices in macrodata: a comparative sensitivity analysis

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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,...

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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...

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Exchange rate pass-through to the price of traded goods is one of the important issues in economy of developing countries such as Iran and affects the efficiency of the exchange rate policies to improve the trade balance. The main aim of this paper is to empirically analyze exchange rate pass-through to Iran's saffron export price using panel data for twenty destination markets during 2000–2011...

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ژورنال

عنوان ژورنال: International Journal of Finance & Economics

سال: 2009

ISSN: 1076-9307,1099-1158

DOI: 10.1002/ijfe.376