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Have Economic Reforms Affected Exchange Rate Pass-Through to Prices in India?

Khundrakpam, Jeevan Kumar - Volkswirtschaftliche Fakultät, … - 2008

This paper examines the behaviour of exchange rate pass-through to domestic prices in India after the reforms initiated in the early 1990s. Unlike observed in several countries, it finds a rise in exchange rate pass-through to domestic prices until recent years. Besides economic factors...

Persistent link: https://www.econbiz.de/10011108958

El Pass Through del Tipo de Cambio: Un Análisis para la Economía Costarricense de 1991 al 2001

Leon, Jorge; Morera, Ana Patricia; Ramos, Welmer - Volkswirtschaftliche Fakultät, … - 2001

This paper estimates a coefficient of pass through for Costa Rica and tries to determine the importance of some factors that had been pointed out by several empiric studies as probable determinants (GDP gap, real exchange rate deviation from equilibrium, economy openness, and inflationary lag)....

Persistent link: https://www.econbiz.de/10011112024

The pass-through effect: a twofold analysis

Forte, Antonio - Volkswirtschaftliche Fakultät, … - 2009

conclusion is that in the major economies of the world the pass-through effect has been very light from January 1999 onward and …

Persistent link: https://www.econbiz.de/10005029691

Business cycle synchronization during US recessions since the beginning of the 1870's

Antonakakis, Nikolaos - Volkswirtschaftliche Fakultät, … - 2012

This paper examines the synchronization of business cycles across the G7 countries during US recessions since the 1870's. Using a dynamic measure of business cycle synchronization, results depend on the globalisation period under consideration. On average, US recessions have significantly...

Persistent link: https://www.econbiz.de/10011110921

Capital mobility and macroeconomic volatility: evidence from Greece

Anastasios, Pappas - Volkswirtschaftliche Fakultät, … - 2010

This paper focuses on the impact of full capital account liberalization on macroeconomic volatility in Greece … reduce macroeconomic volatility. The link between macroeconomic volatility and capital account openness in the Greek economy …. There is no strong evidence for a stable relation between macroeconomic volatility and variables of financial openness. Thus …

Persistent link: https://www.econbiz.de/10009372530

Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy

Herro, Nicholas; Murray, James - Volkswirtschaftliche Fakultät, … - 2011

, unemployment, and the volatility of these variables. We find that a higher degree of uncertainty regarding monetary policy is … associated with greater volatility of output growth and unemployment. …

Persistent link: https://www.econbiz.de/10009004831

Business Cycle Synchronisation in EU : A Time-Varying Approach

Degiannakis, Stavros Antonios - 2018

This paper investigates the time-varying correlation between the EU12-wide business cycle and the initial EU12 member-countries based on Scalar-BEKK and multivariate Riskmetrics model frameworks for the period 1980-2012. The paper provides evidence that changes in the business cycle...

Persistent link: https://www.econbiz.de/10012910120

Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone

Comunale, Mariarosaria - Volkswirtschaftliche Fakultät, … - 2014

This paper provides an empirical study of the asymmetrical spillovers of the euro-US dollar exchange rate on inflation in the euro zone. We divide the euro zone members in two groups of countries: "core" (closely related to Germany) and "periphery", testing if the euro-US dollar exchange rate is...

Persistent link: https://www.econbiz.de/10011108149

Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes

Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2013

authorities. As a result, exchange rate volatility determines the overall dynamics of pass-through effects and associated …) responsiveness of exchange rate to the exogenous price shock to examine the dynamics (volatility) in the exchange rate leading path …

Persistent link: https://www.econbiz.de/10011110778

Non-linearities in exchange rate pass-through: Evidence from smooth transition models

Ben Cheikh, Nidhaleddine - Volkswirtschaftliche Fakultät, … - 2012

This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for 12 euro area (EA) countries. Using smooth transition models, we explore the existence of non-linearities with respect to three macroeconomic factors, namely inflation rate,...

Persistent link: https://www.econbiz.de/10011258090