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Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants

Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants »

Source: Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants

Volume/Issue: 2012/141

Series: IMF Working Papers

Author(s): Ivohasina Razafimahefa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475503982

Keywords: exchange rate, impulse responses, exchange rate pass, exchange rate changes,

This paper analyzes the exchange rate pass-through to domestic prices and its determinants in sub-Saharan African countries. It finds that the pass-through is incomplete. The pass-through is larger following a depr...

Exchange Rate Pass Through to Prices in Maldives

Exchange Rate Pass Through to Prices in Maldives »

Source: Exchange Rate Pass Through to Prices in Maldives

Volume/Issue: 2012/126

Series: IMF Working Papers

Author(s): Iyabo Masha , and Chanho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503555

Keywords: Inflation, Exchange Rate, Maldives, exchange rate pass, exchange rate changes

This study examines the degree of exchange rate pass through (EPRT) into producer and consumer prices in Maldives. ERPT to consumer prices is first estimated using a nonparametric approach. A recursive vector autor...

Exchange Rate Pass-Through in the Caucasus and Central Asia

Exchange Rate Pass-Through in the Caucasus and Central Asia »

Source: Exchange Rate Pass-Through in the Caucasus and Central Asia

Volume/Issue: 2020/154

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 August 2020

ISBN: 9781513552958

Keywords: exchange rate pass-through, inflation, exchange rate regime, local projections

This paper estimates the extent and speed of exchange rate pass-through (ERPT) in seven Caucasus and Central Asia (CCA) countries using monthly data over the January 1995-May 2020 period. The estimations are perfor...

Switzerland: Selected Issues

Switzerland: Selected Issues »

Source: Switzerland : Selected Issues Paper

Volume/Issue: 2011/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

ISBN: 9781455284610

Keywords: exchange rate, exports of goods, exchange rate pass, export performance, effective exchange rate

The paper assesses the competitiveness of Swiss exporters, and shows that the effect of nominal exchange rate on trade balance depends on the degree of exchange rate pass-through and on trade elasticities. It highl...

Switzerland

Switzerland »

Source: Switzerland : Selected Issues Paper

Volume/Issue: 2011/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

ISBN: 9781455284610

Keywords: exchange rate, exports of goods, exchange rate pass, export performance, effective exchange rate

The paper assesses the competitiveness of Swiss exporters, and shows that the effect of nominal exchange rate on trade balance depends on the degree of exchange rate pass-through and on trade elasticities. It highl...

Exchange Rate Movements and Tradable Goods Prices in East Asia

Exchange Rate Movements and Tradable Goods Prices in East Asia »

Source: Exchange Rate Movements and Tradable Goods Prices in East Asia : An Analysis Based on Japanese Customs Data, 1988-98

Volume/Issue: 1999/31

Series: IMF Working Papers

Author(s): Yushi Yoshida , and Shinji Takagi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

ISBN: 9781451845006

Keywords: Exchange rate, tradable goods, pass-through, exporters, export prices, export pricing, exchange rates

The paper uses a dynamic panel data model to estimate the pass-through coefficients of 20 nine-digit industrial commodities that are traded between Japan and its East Asian trading partners to investigate the respo...

Monetary Policy Transmission in an Emerging Market Setting

Monetary Policy Transmission in an Emerging Market Setting »

Source: Monetary Policy Transmission in an Emerging Market Setting

Volume/Issue: 2011/5

Series: IMF Working Papers

Author(s): Ila Patnaik , Ajay Shah , and Rudrani Bhattacharya

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211838

Keywords: Monetary policy transmission, exchange rate, inflation, exchange rate pass, monetary transmission,

Some emerging economies have a relatively ineffective monetary policy transmission owing to weaknesses in the domestic financial system and the presence of a large and segmented informal sector. At the same time, s...

Exchange Rate Pass-Through to Domestic Prices

Exchange Rate Pass-Through to Domestic Prices »

Source: Exchange Rate Pass-Through to Domestic Prices : Does the Inflationary Environment Matter?

Volume/Issue: 2001/194

Series: IMF Working Papers

Author(s): Dalia Hakura , and Ehsan Choudhri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859867

Keywords: Pass-through, exchange rate, inflation rate, average inflation, average inflation rate, Open Economy Macroeconomics,

The paper tests a hypothesis suggested by Taylor (2000) that a low inflationary environment leads to a low exchange rate pass-through to domestic prices. To test this hypothesis, the paper derives a pass-through re...

Pass-Through of Imported Input Prices to Domestic Producer Prices

Pass-Through of Imported Input Prices to Domestic Producer Prices »

Source: Pass-Through of Imported Input Prices to Domestic Producer Prices

Volume/Issue: 2016/23

Series: IMF Working Papers

Author(s): JaeBin Ahn , Chang-Gui Park , and Chanho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2016

ISBN: 9781475522280

Keywords: exchange rate pass-through, imported input cost pass-through, inflation, price, prices, price index, producer price, General,

Motivated by stylized facts pointing to a dominant role of imported inputs in transmitting external price shocks to domestic prices, this paper zooms in to study the pass-through of imported input costs to domestic...

Exchange Rate Volatility and Pass-Through to Inflation in South Africa

Exchange Rate Volatility and Pass-Through to Inflation in South Africa »

Source: Exchange Rate Volatility and Pass-Through to Inflation in South Africa

Volume/Issue: 2019/277

Series: IMF Working Papers

Author(s): Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 December 2019

ISBN: 9781513521572

Keywords: Unit labor cost, Exchange rate policy, Exchange rate pass-through, Exchange policy, Exchange rate shocks, exchange rate volatility, inflation, WP, core inflation, volatility

Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a standard estimation technique of exchange rate pass-through to inflation is extended to incorporate...