Gotowe bibliografie tematyczne / Exchange rate pass through

Gotowa bibliografia na temat „Exchange rate pass through”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 26 lutego 2023

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Artykuły w czasopismach na temat "Exchange rate pass through"

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Menon, Jayant. "EXCHANGE RATE PASS-THROUGH". Journal of Economic Surveys 9, nr 2 (czerwiec 1995): 197–231. http://dx.doi.org/10.1111/j.1467-6419.1995.tb00114.x.

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Varangis, Panayotis N., i Ronald C. Duncan. "Exchange rate pass through". Resources Policy 19, nr 1 (marzec 1993): 30–39. http://dx.doi.org/10.1016/0301-4207(93)90050-w.

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Dash, Aruna Kumar, i V. Narasimhan. "Exchange Rate Pass-through". South Asia Economic Journal 12, nr 1 (marzec 2011): 1–23. http://dx.doi.org/10.1177/139156141001200101.

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Athukorala, Premachandra. "Exchange rate pass-through". Economics Letters 35, nr 1 (styczeń 1991): 79–84. http://dx.doi.org/10.1016/0165-1765(91)90108-w.

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Marques, Helena, i José García-Solanes. "Exchange rate pass-through and exchange rate dynamics". International Review of Economics & Finance 19, nr 1 (styczeń 2010): 1–2. http://dx.doi.org/10.1016/j.iref.2009.02.011.

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Faryna, Oleksandr. "Nonlinear Exchange Rate Pass-Through to Domestic Prices in Ukraine". Visnyk of the National Bank of Ukraine, nr 236 (29.06.2016): 30–42. http://dx.doi.org/10.26531/vnbu2016.236.030.

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This paper aims to estimate the degree of exchange rate pass-through (ERPT) to domestic prices in Ukraine considering nonlinearities with respect to the size and direction of exchange rate movements. We use disaggregated consumer price data and employ a panel autoregressive distributed lag model (ARDL) including threshold parameters to account for nonlinearities in the ERPT mechanism. We then compute dynamic ERPT coefficients taking into account inflation and exchange rate persistence. Estimation results suggest that the pass-through effect to core consumer prices is higher from currency depreciation than in the case of appreciation. On the contrary, we find that raw food prices are much more sensitive to appreciations. We also find that price responsiveness to small, medium, and large exchange rate changes is nonlinear. In particular, we provide evidence that prices are sensitive to small and extremely large changes, but the pass-through effect is insignificant if exchange rate movements are moderate.
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Devereux, Michael B., i Charles Engel. "Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect". Journal of Monetary Economics 49, nr 5 (lipiec 2002): 913–40. http://dx.doi.org/10.1016/s0304-3932(02)00130-7.

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Stamatopoulos, Theodoros V., i Harilaos F. Harissis. "Exchange rate pass‐through, exchange rate disconnect and exchange rate regimes". Applied Economics Letters 17, nr 7 (20.05.2010): 717–22. http://dx.doi.org/10.1080/17446540802298050.

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Ponomarev, Y., P. Trunin i A. Ulyukayev. "Exchange rate Pass-through in russia". Voprosy Ekonomiki, nr 3 (20.03.2014): 21–35. http://dx.doi.org/10.32609/0042-8736-2014-3-21-35.

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The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000-2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect are also presented.
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Gueorguiev, Nikolay. "Exchange Rate Pass-Through in Romania". IMF Working Papers 03, nr 130 (2003): 1. http://dx.doi.org/10.5089/9781451855210.001.

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Rozprawy doktorskie na temat "Exchange rate pass through"

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Han, Lu. "Essays on exchange rate pass through". Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/278566.

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This dissertation contributes to the theoretical and empirical understandings of international transmissions of exchange rate shocks. It consists of three chapters. The first chapter extends Corsetti and Dedola (2005) and further allows for competition in retail networks. In the model, there are four types of firms interacting with each other including retailing manufacturers, non-retailing manufacturers, specialised retailers and nontradable good producers. The equilibrium depends on the interaction among these four types of firms, which leads to a dynamic and incomplete exchange rate pass through (ERPT) depending on the firms’ share of retail networks. With the standard calibration, the model can generate a high (4-5) long-run trade elasticity without conflicting with a low (0.5-1) short-run elasticity, suggesting that the dynamics of retail networks offer a potential explanation of the trade elasticity puzzle. Chapter 2 investigates the ERPT of Chinese exporters. We propose an estimator that utilises orthogonal dimensions to control for unobserved marginal costs and estimate destination specific markup adjustments to bilateral and multilateral exchange rate shocks. Our estimates suggest that the cost channel accounts for roughly 50% of conventional EPRT estimates. We offer new channels of heterogeneity in firms’ pricing behaviour and provide supporting evidence on the international pricing system. Chapter 3 aims to bridge the gap between theoretical and empirical works on ERPT. I propose a machine learning algorithm that systematically detects the determinants of ERPT. The proposed algorithm is designed to work directly with highly disaggregated firm-level customs trade databases as well as publicly available commodity trade flow datasets. Tested on the simulated data from a realistic micro-founded multi-country trade model, my algorithm is proven to have accuracies around 95% and 80% in simple and complex scenarios respectively. Applying the algorithm to China’s customs data from 2000 to 2006, I document new evidence on the nonlinear relationships among market structures, unit value volatility and ERPT.
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Termprasertsakul, Santi. "Essays on exchange rate exposure and exchange rate pass-through". Thesis, University of Essex, 2015. http://repository.essex.ac.uk/15592/.

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This thesis examines the effect of exchange rates on stock returns and domestic prices. Specifically, it comprises three essays which are two essays on exchange rate exposure and one essay on exchange rate pass-through. In Chapter Two the first essay presents a comprehensive treatment of exchange rate exposure across a large sample of 3,015 firms from 5 ASEAN economies for the period 2002-2012. We adopt the OLS framework of Jorion (1990) as a benchmark model and the GMM approach of Chue and Cook (2008), with the latter having the advantage of abstracting from the effects of the wider macroeconomic environment. Estimated by the OLS method, our findings yield country specific results with regards to firm value confirming the prevailing view that the value of Asian firms decreases when their local currency depreciates. However, on application of the GMM approach the average exchange rate exposure of nonbank and bank in Indonesia and Thailand overturn the OLS results yielding positive coefficients. Also, the one-lagged exchange rate can explain exchange rate exposure in some cases; this effect is likely to be country specific. According to the different business characteristics, a bank sub-dataset indicates that the foreign exposure of Asian banks shows a greater degree of exposure than nonbank companies do. In Chapter Three the second essay examines transaction and economic exchange rate exposure, and contributes by adopting a transformed regression method that is robust to the econometric problem of data overlapping. The transformed regression method is combined with rolling-window regression in order to examine the time variation in exchange rate exposure in four main industrialised economies during the period of 1990-2012. We find evidence that the firms that are significantly exposed to long-run exchange rate movements reduce by approximately seventy percent at a horizon of 5 years when estimated by the transformed regression method. Our findings also show the effect of the recent global financial crisis on the relationship between exchange rates and firm returns. In Chapter Four the final essay investigates the effect of inflation targeting on the rate of exchange rate pass-through (ERPT). Our ERPT model is based on new open-economy macroeconomics theory but is extended using the nonlinear and asymmetric distributed lags (NARDL) framework, which is suitable in examining asymmetric ERPT under different inflationary regimes. After an adoption of inflation targeting, our evidence reveals that the asymmetric zero pass-through is mainly captured in the long-run, particularly, in emerging countries. By contrast, symmetric zero pass-through is robust for all countries in the short-run. This suggests that asymmetries of depreciation and appreciation have no noticeable impact on consumer prices after central banks pursue inflation targeting. This phenomenon might be explained by the effectiveness of inflation targeting implementation.
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Wolden, Bache Ida. "Econometrics of exchange rate pass-through /". Oslo : Unipub, 2007. http://www.gbv.de/dms/zbw/527973297.pdf.

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Gulsen, Eda. "Exchange Rate Pass-through And Inflation Targeting". Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12611230/index.pdf.

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In this study, we aim to investigate the impact of inflation targeting (IT) and the recent global disinflation on exchange rate pass-through (ERPT) using quarterly data from 1980:1 to 2009:1 for 51 industrial and emerging market (EM) countries. To this end, we employ not only the conventional panel data estimation methods but also the recent Common Correlated Effects Pooled estimation procedure by Pesaran (2006) which allows estimating the impact of common global shocks such as global inflation. We also explore some other determinants of ERPT during the recent global disinflation period. Furthermore, we consider asymmetric effects of positive and negative output gaps as proxies for domestic demand conditions on ERPT for IT industrial and EM countries. Our results strongly suggest that, for the non-IT samples, ERPT is significantly higher in EM countries than industrial countries. For every country groups excluding Euro area countries, we find that ERPT declined substantially during the recent global disinflation period. The decline in the ERPT is, however, much higher in IT countries especially in EM ones. One striking result is the convergence of ERPT coefficients of EM countries to industrial IT countries with the adoption of IT. This supports the endogenous response of ERPT to monetary policy credibility and price stability. Consequently, a high ERPT, per se, may be interpreted as not a binding constraint for the adoption of IT as it tends to decline with the success of monetary policy regime. We also find that ERPT appears to be more sensitive to positive output gaps in IT industrial countries whilst it does not have such a response to positive or negative output gaps in IT emerging market countries.
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Alper, Koray. "Exchange Rate Pass-through To Domestic Prices In Turkish Economy". Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/12604743/index.pdf.

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In this study, determinants and the evolution of the exchange rate passthrough to domestic inflation in the Turkish economy is analyzed. The analyses cover the 1987-2003 period. In the analyses, single equation &ldquo
Error Correction Models&rdquo
are used to estimate the exchange rate pass-through. Estimation results suggest that alike other emerging countries, the degree of exchange rate passthrough to domestic prices is high and the pass-through is completed in a very short time span. Estimations results also indicates that the main factors to account for high pass-through are the past currency crises and the high degree of openness of the economy. These factors create the ground for the indexation behavior of agents. Although, above-mentioned factors are the main determinants of the degree of exchange rate pass-through, the persistency and the volatility of exchange rates can significantly affect the short run dynamics of the pass-through. The results imply that even if the pass-through slows down due to the changing pattern of exchange rates, to achieve the low and stable inflation in the long run, fundamental factors that exacerbate the link between exchange rates and prices should change.
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Pekbas, Melek Ozgur. "Exchange Rate Pass-through In Turkey: An Empiricial Investigation". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605795/index.pdf.

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This study investigates the degree of exchange rate pass-through to prices in different sectors for Turkish economy using Johansen Cointegration procedure. The study is based on quarterly data from 1994:1 to 2003:4. In this study it is concluded that the long-run exchange rate pass-through to overall wholesale prices for Turkey is very high and nearly complete. High pass-through degrees are also valid for different sub-sectors wholesale prices like private, public, manufacturing industry and energy. Moreover, it is detected that the prices set by public sector have higher exchange rate pass-through but longer adjustment period as compared to private sector prices.
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Cavaliere, Marco. "Exchange rate pass-through to prices : characteristics and implications /". Gerzensee : Studienzentrum Gerzensee, 2007. http://www.gbv.de/dms/zbw/527652350.pdf.

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Nogueira, Junior. "Essays on inflation targeting and exchange rate pass-through". Thesis, University of Kent, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.445713.

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Oladipo, Olajide Sunday. "Exchange rate pass-through and economic policy in Nigeria". Thesis, University of Birmingham, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.668333.

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Wigerstedt, Harald. "Exchange Rate Pass-Through and the Underlying Macro Cause". Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-174831.

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Książki na temat "Exchange rate pass through"

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Devereux, Michael B. Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect. Cambridge, MA: National Bureau of Economic Research, 2002.

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Bache, Ida Wolden. Econometrics of exchange rate pass-through. Oslo: Norges Bank, 2007.

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Gueorguiev, Nikolay. Exchange rate pass-through in Romania. Washington, D.C: European I Department, 2003.

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Lai, Alexandra. Multinationals and exchange rate pass-through. [Ottawa]: Bank of Canada, 2006.

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Belaisch, Agnes. Exchange rate pass-through in Brazil. Washington, D.C: International Monetary Fund, Western Hemisphere Department, 2003.

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Fund, International Monetary, red. Exchange rate pass-through in Spain. Washington, D.C: International Monetary Fund, 1996.

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Leigh, Daniel. Exchange rate pass-through in Turkey. [Washington, D.C.]: International Monetary Fund, European I Department, 2002.

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Gopinath, Gita. Currency choice and exchange rate pass-through. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Gopinath, Gita. Currency choice and exchange rate pass-through. Cambridge, MA: National Bureau of Economic Research, 2007.

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Fund, International Monetary. Exchange rate fluctuations, pass-through, and market share. Washington, D.c: International Monetary Fund, 1989.

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Części książek na temat "Exchange rate pass through"

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Menon, Jayant. "The Theory of Exchange Rate Pass-through". W Lecture Notes in Economics and Mathematical Systems, 13–44. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-52070-9_2.

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Menon, Jayant. "The Evidence on Exchange Rate Pass-through". W Lecture Notes in Economics and Mathematical Systems, 45–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-52070-9_3.

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Dobrynskaya, Victoria V., i Dmitry V. Levando. "Exchange Rate Pass-Through Effect and Monetary Policy in Russia". W Exchange Rates and Macroeconomic Dynamics, 115–38. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9780230582699_5.

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Sinha Roy, Saikat, i Pradyut Kumar Pyne. "Reforms, Exchange Rate Pass-Through and India’s Export Prices". W Trade, Globalization and Development, 195–213. India: Springer India, 2013. http://dx.doi.org/10.1007/978-81-322-1151-8_13.

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Varma, Poornima. "Pricing and Exchange Rate Pass-Through in Pulses Imports". W India Studies in Business and Economics, 79–96. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3185-7_7.

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Ndou, Eliphas, Nombulelo Gumata i Mthokozisi Mncedisi Tshuma. "Monetary Policy Credibility and the Exchange Rate Pass-Through to Inflation". W Exchange Rate, Second Round Effects and Inflation Processes, 97–110. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13932-2_8.

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Rajan, Ramkishen S., i Venkataramana Yanamandra. "Impact of Exchange Rate Pass-Through on Inflation in India". W Managing the Macroeconomy, 110–36. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137534149_4.

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Varma, Poornima. "Asymmetric Exchange Rate Pass-Through, Market Share and Import Pricing". W India Studies in Business and Economics, 97–114. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3185-7_8.

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Ndou, Eliphas, i Nombulelo Gumata. "Rand/US Dollar Exchange Rate Pass-Through and the Inflation Environment". W Inflation Dynamics in South Africa, 365–80. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46702-3_25.

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Ghosh, Amit. "A Closer Examination of Exchange Rate Pass-through in Korea and Thailand". W Exchange Rates, Currency Crisis and Monetary Cooperation in Asia, 60–86. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230234192_3.

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Streszczenia konferencji na temat "Exchange rate pass through"

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Zhihong Wang i Yongping Gui. "The pass-through effects of RMB exchange rate". W 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC). IEEE, 2011. http://dx.doi.org/10.1109/aimsec.2011.6010472.

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"Modelling Exchange Rate Pass-through in Australia, China and India". W 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d8.saha.

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Bal, Harun, Mehmet Demiral i Filiz Yetiz. "Exchange Rate Pass-Through to Domestic Prices: Evidence from OECD Countries". W International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01951.

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There is an immense literature on the effects of exchange rate changes on macroeconomic indicators, specifically on the trade balance, growth, inflation, and overall productivity in open economies. One of the main attempts in the related literature is about ascertaining whether the exchange rate fluctuations alter domestic prices. This possible mechanism is called as the pass-through effect which is getting more important since the argument that exchange rate adjustment is a part of the solution for global rebalancing is empirically well-supported. Starting from this claim, this study purposes to explore whether there is an exchange rate pass-through effect in 19 high-income OECD countries over the period 1990-2015. To this end, using a panel data set of consumer price index, producer price index proxied by wholesale price index, the nominal effective exchange rates, and industrial production presented by the value-added share of industry sectors in gross domestic product, structural vector autoregressive (VAR) and autoregressive distributed lag (ARDL) models are estimated in an unbalanced panel data analysis procedure. Results reveal that exchange rate pass-through effects on the domestic prices are significant but not that strong in both the short-run and the long-run. Expectedly, the pass-through effects tend to diminish over time. The study concludes that policy-makers need to consider policy actions accompanying the exchange rate changes to ensure domestic price stability which consequently interacts with many macroeconomic indicators.
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Stojkov, Stefan, Emilija Beker Pucar, Olgica Glavaški i Marina Beljić. "Exchange Rate Pass-Through Asymmetry: The Case of the Euro-Zone". W 27th International Scientific Conference Strategic Management and Decision Support Systems in Strategic Management. University of Novi Sad, Faculty of Economics in Subotica, 2022. http://dx.doi.org/10.46541/978-86-7233-406-7_218.

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An essential aspect of deepening the level of economic integration between European economies is the reduction of mutual economic disparities, which is especially emphasized by the formation of the supranational monetary authority of the Euro-zone member states. However, fixing the currency for the euro and losing monetary sovereignty in the circumstances of a structurally heterogeneous system meant that the same monetary policy provoked different repercussions for member states. This research aims to point out the differences in the exchange rate transmission mechanism between the representatives of two groups of Euro-zone member states: the core of the EZ (Germany, Finland, Belgium, and France) and the periphery of the EZ (Greece, Spain, Portugal, Ireland), in the 1999M1-2021M1 time horizon. Empirical findings are based on estimates of the VAR model, i.e. derived impulse response functions in the circumstances of shock transmission (nominal effective exchange rate) to inflation (consumer price index). The results of the research indicate the asymmetry of the exchange rate transmission mechanism in terms of a more pronounced and longer degree of exposure of peripheral economies to shocks of the nominal exchange rate compared to the representatives of the core of the Euro-zone. Empirical findings confirm the asymmetry of the exchange rate transmission mechanism as one of the indicators of the weakness of the Euro-zone, given the inflationary diversity and the consequent anomalies of the monetary union with heterogeneous membership.
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Dobratiqi, Nehat. "The exchange rate EUR-USD pass-through to US import Prices". W University for Business and Technology International Conference. Pristina, Kosovo: University for Business and Technology, 2017. http://dx.doi.org/10.33107/ubt-ic.2017.272.

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Qin, Zhen, i Yan Ni. "Renminbi exchange rate pass-through onto prices of China's agricultural exports to U.S.A. and implications for exchange rate policy". W 2012 International Conference on Management Science and Engineering (ICMSE). IEEE, 2012. http://dx.doi.org/10.1109/icmse.2012.6414355.

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Li, Yanli, Xiaomin Huang i Zheng Wang. "Exchange Rate Pass-Through to Import and Export Prices: Empirical Analysis in China". W 2011 International Conference on Computer and Management (CAMAN). IEEE, 2011. http://dx.doi.org/10.1109/caman.2011.5778822.

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Hu, Yili, i Haoran Wu. "An Empirical Analysis of RMB Exchange Rate Pass-Through Effect in Yunnan Province". W 3rd International Symposium on Asian B&R Conference on International Business Cooperation (ISBCD 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/isbcd-18.2018.22.

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Wen, Lin, i Yu Changlin. "Notice of Retraction: Study on the effect of US dollar exchange rate pass-through". W 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882457.

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Chen, Tzu-Ying, i Yi-Heng Tseng. "Asymmetric Exchange Rate Pass-through of Categorized Import Price Index - An Empirical Study of Taiwan". W 2011 International Joint Conference on Service Sciences (IJCSS). IEEE, 2011. http://dx.doi.org/10.1109/ijcss.2011.76.

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Raporty organizacyjne na temat "Exchange rate pass through"

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Devereux, Michael, i Charles Engel. Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect. Cambridge, MA: National Bureau of Economic Research, marzec 2002. http://dx.doi.org/10.3386/w8858.

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Mishkin, Frederic. Exchange Rate Pass-Through And Monetary Policy. Cambridge, MA: National Bureau of Economic Research, maj 2008. http://dx.doi.org/10.3386/w13889.

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Gopinath, Gita, Oleg Itskhoki i Roberto Rigobon. Currency Choice and Exchange Rate Pass-through. Cambridge, MA: National Bureau of Economic Research, wrzesień 2007. http://dx.doi.org/10.3386/w13432.

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Froot, Kenneth, i Paul Klemperer. Exchange Rate Pass-Through When Market Share Matters. Cambridge, MA: National Bureau of Economic Research, marzec 1988. http://dx.doi.org/10.3386/w2542.

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Borensztein, Eduardo, i Virginia Queijo von Heideken. Exchange Rate Pass-through in South America: An Overview. Inter-American Development Bank, lipiec 2016. http://dx.doi.org/10.18235/0000499.

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Forbes, Kristin, Ida Hjortsoe i Tsvetelina Nenova. International Evidence on Shock-Dependent Exchange Rate Pass-Through. Cambridge, MA: National Bureau of Economic Research, sierpień 2020. http://dx.doi.org/10.3386/w27746.

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Coughlin, Cletus C., i Patricia S. Pollard. Exchange Rate Pass-Through in U. S. Manufacturing: Exchange Rate Index Choice and Asymmetry Issues. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.022.

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Edwards, Sebastian, i Luis Cabezas. Exchange Rate Pass-Through, Monetary Policy, and Real Exchange Rates: Iceland and the 2008 Crisis. Cambridge, MA: National Bureau of Economic Research, marzec 2021. http://dx.doi.org/10.3386/w28520.

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Devereux, Michael, Ben Tomlin i Wei Dong. Exchange Rate Pass-Through, Currency of Invoicing and Market Share. Cambridge, MA: National Bureau of Economic Research, lipiec 2015. http://dx.doi.org/10.3386/w21413.

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Coughlin, Cletus C., i Patricia S. Pollard. Pass-Through Estimates and the Choice of an Exchange Rate Index. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.004.

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