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...

e xchange rate is an important factor influencing price indices of exported goods of a country in different ways. imported intermediate commodity is one of the important ways by which the change in exchange rate affects price indices of the exported goods. using the input-output table of iran for the year 2001, this paper investigates the impact of exchange rate devaluation on price indices of ...

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 ...