scholarly journals Volatility Transmission and Volatility Impulse Response Functions in the Main and the Satellite Renminbi Exchange Rate Markets

2020 ◽  
Author(s):  
Michael Funke ◽  
Julius Loermann ◽  
Andrew Tsang
Keyword(s):  
Exchange Rate ◽  
Impulse Response ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Volatility Transmission ◽  
Exchange Rate Markets

scholarly journals Exchange rate pass-through to domestic prices in Namibia: SVAR evidence

2014 ◽  
Vol 7 (1) ◽  
pp. 89-102 ◽  
Author(s):  
Johannes Sheefeni ◽  
Matthew Ocran
Keyword(s):  
Exchange Rate ◽  
Impulse Response ◽  
Price Level ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Domestic Prices ◽  
Variance Decompositions ◽  
The Exchange Rate ◽  
Pass Through ◽  
Exchange Rate Pass Through

This article investigates exchange rate pass-through to domestic prices in Namibia. The study covers the period of 1993:Q1 – 2011:Q4, and employed the impulse response functions and variance decompositions obtained from a structural vector autoregressive model. The results from the impulse response functions show that there is a high and long-lasting effect from changes in exchange rates to inflation in Namibia, or high exchange rate pass-through into domestic inflation. The results from the forecast error variance decompositions also reflect that changes in the price level evolve endogenously with changes in the exchange rate. The results are in agreement with the findings of the impulse response functions regarding the significant effect of the exchange rate variable on domestic prices (inflation). The results confirm an incomplete pass-through, indicating that the purchasing power parity theory does not hold, with regard to the price level, in the context of Namibia.

Impulse-response functions and anthropogenic CO2

1995 ◽  
Vol 22 (4) ◽  
pp. 413-416 ◽  
Author(s):  
Francesco N. Tubiello ◽  
Michael Oppenheimer
Keyword(s):  
Impulse Response ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Anthropogenic Co2
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