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Non-Linear Exchange Rate Pass-Through in Emerging Markets

Non-Linear Exchange Rate Pass-Through in Emerging Markets »

Source: Non-Linear Exchange Rate Pass-Through in Emerging Markets

Volume/Issue: 2016/1

Series: IMF Working Papers

Author(s): Francesca Caselli , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2016

ISBN: 9781513578262

Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...

Exchange Rate Pass-Through in Turkey

Exchange Rate Pass-Through in Turkey »

Source: Exchange Rate Pass-Through in Turkey

Volume/Issue: 2002/204

Series: IMF Working Papers

Author(s): Marco Rossi , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451874518

Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...

Non-Linear Exchange Rate Pass-Through in Emerging Markets

Non-Linear Exchange Rate Pass-Through in Emerging Markets »

Volume/Issue: 2016/1

Series: IMF Working Papers

Author(s): Francesca Caselli , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2016

DOI: http://dx.doi.org/10.5089/9781513578262.001

ISBN: 9781513578262

Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...

Exchange Rate Pass-Through in Turkey

Exchange Rate Pass-Through in Turkey »

Volume/Issue: 2002/204

Series: IMF Working Papers

Author(s): Marco Rossi , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451874518.001

ISBN: 9781451874518

Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...