scholarly journals Exchange Rate Pass-Through into China’s Import Prices: An Empirical Analysis Based on ARDL Model

2016 ◽  
Vol 04 (04) ◽  
pp. 13-22 ◽  
Author(s):  
Peipei Hong ◽  
Fangfang Zhang
Keyword(s):  
Exchange Rate ◽  
Empirical Analysis ◽  
Import Prices ◽  
Ardl Model ◽  
Pass Through ◽  
Exchange Rate Pass Through

scholarly journals Exchange Rate Pass Through in a Small Open Economy: A case study of West African Monetary Zone

2013 ◽  
Vol 9 (4) ◽  
pp. 275-290
Author(s):  
Rahman olanrewaju Raji
Keyword(s):  
Exchange Rate ◽  
Open Economy ◽  
Price Index ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Import Price ◽  
Series Data ◽  
Import Prices ◽  
Pass Through ◽  
Exchange Rate Pass Through

The  study investigated the magnitude of exchange rate pass through to import prices and domestic prices    (consumer price index) in WAMZ economy using quarterly time-series data between 2000 and 2010 with the aids of Vector autoregressive (VAR) modeling technique supported with Johansen co-integration approach cross country analysis comprising of Gambia, Ghana, Nigeria and Sierra-Leone. The study discovered that transmission of exchange rate to import prices is more when compared with consumer price in the zone while the contributions of exchange rate to import price are not less 13 percent at average in entire zone. Consumer price index was explained by exchange rate pass through with an average of 26 percent in the zone where the pass through to consumer price is less than two percent in Ghanaian economy. The Taylor (2000) hypothesis was observed in the study where Ghana and Nigeria are the outlier economies while Nigeria established a positive relationship between interest rate volatility and exchange rate pass through to import prices.

scholarly journals Exchange rate pass-through into import prices revisited: What drives it?

2012 ◽  
Vol 31 (4) ◽  
pp. 818-844 ◽  
Author(s):  
Raphael Brun-Aguerre ◽  
Ana-Maria Fuertes ◽  
Kate Phylaktis
Keyword(s):  
Exchange Rate ◽  
Import Prices ◽  
Pass Through ◽  
Exchange Rate Pass Through
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