impact of exchange rate shock on prices of imports and exports

نویسندگان

jarita duasa

چکیده

abstract:this study examines the significant impact of exchange rate shock on prices of malaysian importsand exports. in methodology, the study adopts vector error correction (vecm) model using monthlydata of nominal exchange rates, money supply, prices of imports and prices of exports covering theperiod of m1:1999 to m12:2006. for further analysis, we adopt an innovation accounting bysimulating variance decompositions (vdc) and impulse response functions (irf). vdc and irfserve as tools for evaluating the dynamic interactions and strength of causal relations amongvariables in the system. in fact, irf is used to calculate the exchange rate pass-through on importprices and export prices. the findings indicate that, while the exchange rate shock is significantlyaffect the fluctuation of import prices, the degree of pass-through is incomplete.jel classification: c51, f10, f30

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Impact of Exchange Rate Shock on Prices of Imports and Exports

This study examines the significant impact of exchange rate shock on prices of Malaysian importsand exports. In methodology, the study adopts vector error correction (VECM) model using monthlydata of nominal exchange rates, money supply, prices of imports and prices of exports covering theperiod of M1:1999 to M12:2006. For further analysis, we adopt an innovation accounting bysimulating varianc...

متن کامل

The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach

There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. This article considers the impact of oil and gold price on Tehran Stock Exchange market (TSE). Oil and gold are two factors that are essential for the ...

متن کامل

The Impact of the Real Exchange Rate Volatility on Non-oil Exports: The Case of Iran

 Up to now, the impact of real exchange rate on the non-oil exports of Iran has been mainly on focus. However, the more important aspect of the fluctuations in exchange rate is its degree of volatility which can have profound effect on the non-oil exports. Hence, the main objective of this paper is to investigate the linkage between non-oil exports and the real exchange rate volatility for Iran...

متن کامل

: the effect of sericin levels (silk glue protein) on rate of in vitro maturation, fertilization and culture of sheep oocytes

هدف از آزمایش اول بررسی اثر سطوح مختلف سریسین [0 (control), 0.1, 0.5, 1.0, 2.5 %] افزوده شده به محیط , ivm بر cumulus cell expansion، بلوغ هسته و توسعه متوالی جنین، در گوسفندان نژاد سنجابی در فصل تولید مثلی می باشد. از سرگیری میوز به وسیله خارج شدن اولین پولار بادی اندازه گیری و هم چنین درصد رسیدن جنین های دو سلولی به مرحله کلیواژ و بلاستوسیت نیز به عنوان نشانه ای از میزان شایستگی توسعه اولیه ج...

The Impact of Kuna Exchange Rate Volatility on Croatian Exports

The aim of this paper is to analyze the monetary transmission mechanism through the influence of exchange rate variability on export volume. To date it has been very common to use “historical volatility” as an approximation for exchange rate variability in empirical studies. However, many macroeconomic time series are characterized by heteroskedasticity, i.e. their variance is not constant over...

متن کامل

the impact of attending efl classes on the level of depression of iranian female learners and their attributional complexity

می توان گفت واقعیت چند لایه ا ی کلاس های زبان انگلیسی بسیار حائز اهمیت است، زیرا عواطف و بینش های زبان آموزان تحت تاثیر قرار می گیرد. در پژوهش پیش رو، گفته می شود که دبیران با در پیش گرفتن رویکرد فرا-انسانگرایی ، قادرند در زندگی دانش آموزانشان نقش مهمی را ایفا سازند. بر اساس گفته ی ویلیامز و بردن (2000)، برای کرل راجرز، یکی از بنیان گذاران رویکرد انسانگرایی ، یادگیری بر مبنای تجربه، نوعی از یاد...

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
international economics studies

جلد ۳۴، شماره ۱، صفحات ۵۹-۶۸

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023