A VAR framework with exogenous variable is considered to analyse the exchange rate pass-through dynamics in Kenya. Monthly time series data from January 2006 December 2022 used. Six endogenous variables namely; US dollar rate, broad money supply, total import, 20 Nairobi stock share index, consumer price index and 91 days treasury bond sourced central bank of Kenya were considered. Global food ...

One of the major challenges for monetary policy is to predict how exchange rate fluctuations affect inflation and price indices. Hence, main objective this study examine fluctuation in indices Iran. This paper analyzes effects on other macroeconomic variables Iran during period 2004-Q1 2018-Q4, using framework a recursive VAR model, drawing Bernanke (1986) Sims (1986).The results indicate that ...

Using quarterly data for the 1998-2021 period, and with application of Kalman filter estimates it is shown that incomplete exchange rate pass-through (ERPT) somewhat stronger countries a floating regime, especially producer prices. Since middle 2000s, ERPT to consumer prices 11 Central Eastern European (CEE) countries, as well Baltic States, seems be stable in most countries. With exception Cze...