the impact of monetary regime on the exchange rate pass-through under inflationary environment (dynamic panel data approach)

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

The main objective of this paper is to investigate the effects of monetary regime (countries with inflation targeting monetary policy versus countries with exchange rate anchor) on the extent of exchange rate pass-through over the period of 1999-2010. To achieve this objective, the econometric model has been estimated by Dynamic Panel Data approach and Arrelano- Bond (AB) method. The empirical ...

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

 The main objective of this paper is to investigate the effects of monetary regime (countries with inflation targeting monetary policy versus countries with exchange rate anchor) on the extent of exchange rate pass-through over the period of 1999-2010. To achieve this objective, the econometric model has been estimated by Dynamic Panel Data approach and Arrelano- Bond (AB) method. The empirical...

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

the impact of monetary regime on the exchange rate pass-through under exchange rate volatility (dynamic panel data approach)

The Study of Exchange Rate Fluctuations on the Export Prices of Iranian Food Products (Dynamic Panel Data Approach)

I n this paper, the evaluation of the real exchange rate transfer and the asymmetric transmission of real exchange rate fluctuations to the export prices of food products for the country during the period (2001-2015) was studied using two approaches of PMG and GMM systems. The TGARCH method was used to calculate the real exchange rate fluctuation index and the Markov Switching method was u...

The Impact of Monetary Policies on the Exchange Rate: A GMM Approach

T his paper investigates the impact of monetary policies on the exchange rate of selected developing countries during the period 2001-2010. For this purpose, in addition to the theoretical explanation, dynamic panel data based on the generalized method of moments (GMM) have been used to estimate the model. Our findings indicate that the lag of exchange rate variable has a positive and signific...