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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 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...

Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* Gains from Anchoring Inflation Expectations:
Evidence from the Taper Tantrum Shock*

Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* »

Source: Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock

Volume/Issue: 2019/75

Series: IMF Working Papers

Author(s): Rudolfs Bems , Francesca Caselli , Francesco Grigoli , and Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 March 2019

ISBN: 9781498302777

Keywords: Exchange rate pass-through, Consumer price indexes, Inflation expectations, Capital outflows, Monetary policy, Taper Tantrum, Exchange Rate Pass-Through., inflation expectation, tantrum, pass-through

Many argue that improvements in monetary policy frameworks in emerging market economies over the past few decades, have made them more resilient to external shocks. This paper exploits the May 2013 taper tantrum in...

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 External Shocks to Inflation in Sri Lanka

Pass-Through of External Shocks to Inflation in Sri Lanka »

Source: Pass-Through of External Shocks to Inflation in Sri Lanka

Volume/Issue: 2008/78

Series: IMF Working Papers

Author(s): Nombulelo Duma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2008

ISBN: 9781451869392

Keywords: pass-through, exchange rate, monetary policy, price inflation, monetary fund, increase in inflation,

This paper investigates pass-through of external shocks (exchange rate, oil price, and import price shocks) to inflation in Sri Lanka. The analysis is based on a vector autoregression (VAR) model that incorporates...

Exchange Rate Pass-Through in Brazil

Exchange Rate Pass-Through in Brazil »

Source: Exchange Rate Pass-Through in Brazil

Volume/Issue: 2003/141

Series: IMF Working Papers

Author(s): Agnes Belaisch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

ISBN: 9781451856200

Keywords: pass-through, exchange rate, VAR, exchange rate shock, price inflation, currency depreciation, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

In the last two years the real has undergone a large depreciation and the central bank has missed its inflation target in 2002 for the second year in a row. Inflation, however, has increased much less than the rate...

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania

An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania »

Source: An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania

Volume/Issue: 2006/150

Series: IMF Working Papers

Author(s): Nkunde Mwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864106

Keywords: Pass-through, Exchange rate, Structural VAR, exchange rate pass, exchange rate movements, money supply, Multiple or Simultaneous Equation Models: Time-Series Models, Economywide Country Studies: Africa, Tanzania, United Republic of,

The paper examines the effect of exchange rate changes on consumer prices in Tanzania using structural vector autoregression (VAR) models. Using a data set covering the period 1990-2005, we find that the exchange r...

An Empirical Investigation of Exchange Rate Pass-Through in South Africa

An Empirical Investigation of Exchange Rate Pass-Through in South Africa »

Source: An Empirical Investigation of Exchange Rate Pass-Through in South Africa

Volume/Issue: 2002/165

Series: IMF Working Papers

Author(s): Ashok Bhundia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451858068

Keywords: Pass-through, exchange rate, structural VAR, inflation, nominal exchange rate, relative prices, real exchange rate, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper analyzes the degree to which fluctuations in the nominal exchange rate passthrough to consumer prices in South Africa. While the average pass-through is found to be low, evidence from a structural vector...

Monetary Policy Transmission in the GCC Countries

Monetary Policy Transmission in the GCC Countries »

Source: Monetary Policy Transmission in the GCC Countries

Volume/Issue: 2012/132

Series: IMF Working Papers

Author(s): Ananthakrishnan Prasad , and Raphael Espinoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503685

Keywords: Transmission mechanism, Fixed exchange rate regime, interest rate pass-through, panel VAR, inflation, central bank, monetary fund, monetary shocks,

The GCC countries maintain a policy of open capital accounts and a pegged (or nearly-pegged) exchange rate, thereby reducing their freedom to run an independent monetary policy. This paper shows, however, that the...

Exchange Rate Pass Through to Prices in Maldives

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

DOI: http://dx.doi.org/10.5089/9781475503555.001

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...