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Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate

Pincheira, Pablo; Jarsun, Nabil - 2020

This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we show that the Chilean exchange rate has the ability to predict the returns of oil prices and of three additional oil-related products: gasoline, propane and heating oil. The...

Persistent link: https://www.econbiz.de/10015229382

Exchange rate variation and fiscal balance in Nigeria: a time series analysis

Sangosanya, Awoyemi O.; Atanda, Akinwande A. - 2012

Exchange rate remains one of the principal determinants of a nation’s external balance and fiscal status of most emerging economies. How better its fluctuation is managed has a long way to go with the performance of major macroeconomic variables in a country. It is behind this backdrop that...

Persistent link: https://www.econbiz.de/10015231433

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

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for … three macroeconomic factors, namely inflation rate, exchange rate fluctuations and business cycle. Our results reveals that … exchange rate transmission is higher when inflation rate surpass some threshold. We give a supportive evidence to the Taylor …

Persistent link: https://www.econbiz.de/10015232370

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

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of non-linear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …-linearities with respect to the inflation environment. We find strong evidence that pass-through respond non-linearly to inflation … level for 8 out of 12 EA countries, that is, the transmission of exchange rate is higher when inflation rate surpass some …

Persistent link: https://www.econbiz.de/10015232763

Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …

Persistent link: https://www.econbiz.de/10015233655

Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for … inflation in the EA context. …

Persistent link: https://www.econbiz.de/10015233723

Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017

Jiranyakul, Komain - 2018

This paper explores the degree of exchange rate pass-through to domestic prices in Thailand using quarterly data from 2000Q1 to 2017Q4. Johansen cointegration tests are employed in the analysis. The degree of exchange rate pass-through is found to be partial and modest. The stable pass-through...

Persistent link: https://www.econbiz.de/10015260728

The predictive relationship between exchange rate expectations and base metal prices

Pincheira, Pablo; Hardy, Nicolas - 2018

In this paper we show that survey-based-expectations about the future evolution of the Chilean exchange rate have the ability to predict the returns of the six primary non-ferrous metals: aluminum, copper, lead, nickel, tin and zinc. Predictability is also found for returns of the London Metal...

Persistent link: https://www.econbiz.de/10015261799

Exchange Rate Pass-Through into Import Prices: Empirical Evidences from Major Southeast Asian Countries

Sahminan, Sahminan - 2002

sample are inflation and money growth. From micro side, the presence MNCs together with intra-firm trade seems to have …

Persistent link: https://www.econbiz.de/10015262001

Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile

Pincheira, Pablo; Neumann, Federico - 2018

We examine the accuracy of survey-based expectations of the Chilean exchange rate relative to the US dollar. Our out-of-sample analysis reveals that survey-based forecasts outperform the Driftless Random Walk (DRW) in terms of Mean Squared Prediction Error at several forecasting horizons. This...

Persistent link: https://www.econbiz.de/10015262273