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

exchange rate pass-through to domestic prices in iran (1990-2006)

The 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...

Exchange 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...

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...

the 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...

Pass-Through of Exchange Rates and Import Prices to Domestic In‡ation in Some Industrialized Economies¤

This paper examines the impact of exchange rates and import prices on domestic PPI and CPI in selected industrialized economies. The empirical model is a VAR incorporating a distribution chain of pricing. Impulse responses and variance decompositions indicate that these external factors have a modest e¤ect on domestic price in‡ation over the post-Bretton Woods era. The pass-through is somewhat ...