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Asymmetric exchange rate pass-through in the Euro area : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …-through ; inflation ; smooth transition regression models ; euro area …

Persistent link: https://www.econbiz.de/10009632682

Asymmetric exchange rate pass-through in the Euro area : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 … changes than for small ones in 9 out of 12 EA countries. -- exchange rate pass-through ; inflation ; smooth transition …

Persistent link: https://www.econbiz.de/10009572760

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 … 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/10011258090

Exchange rate uncertainty and import prices in the euro area

Blagov, Boris - 2018

This paper analyses the effects of exchange rate uncertainty on the pricing behaviour of import firms in the euro area. Uncertainty is measured via the volatility of the structural shocks to the exchange rate in a non-linear VAR framework and is an important determinant of import prices. An...

Persistent link: https://www.econbiz.de/10011962485

Exchange rate pass-through in the euro area and EU countries

Ortega, Eva (ed.); Osbat, Chiara (ed.) - 2020

movements do not have an impact on inflation, as aggregate rules of thumb mask substantial heterogeneities across countries … deviations of inflation from target, including those relating to exchange rate fluctuations. Moreover, under the effective lower … inflation. …

Persistent link: https://www.econbiz.de/10012206373

Exchange Rate Pass-Through to Consumer Prices : A European Perspective

Hüfner, Felix; Schröder, Michael - 2008

We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer Prices (HICP) we compute a weighted average of the...

Persistent link: https://www.econbiz.de/10014119031

Exchange rate pass-through in the Euro Area

Mirdala, Rajmund - 2016

Time-varying exchange rate pass-through effects to domestic prices under fixed euro exchange rate perspective represent one of the most challenging implications of the common currency. The problem is even more crucial when examining crisis related redistributive effects associated with relative...

Persistent link: https://www.econbiz.de/10011456836

Rising Food Commodity Prices and Their Pass-through to Euro Area Consumer Prices

Borrallo, Fructuoso; Cuadro-Sáez, Lucía; Pérez, Javier J. - 2022

change of food commodity prices leads to a rise in euro area headline inflation (HICP) of around 0.3 percentage points after …

Persistent link: https://www.econbiz.de/10013491913

Exchange rate pass-through in the euro area

Comunale, Mariarosaria; Kunovac, Davor - Task Force on Low Inflation (LIFT) - 2017

In this paper we analyse the exchange rate pass-through (ERPT) in the euro area as a whole and for four euro area members - Germany, France, Italy and Spain. For that purpose we use Bayesian VARs with identification based on a combination of zero and sign restrictions. Our results emphasize that...

Persistent link: https://www.econbiz.de/10011636797

Non-Linear Exchange Rate Pass-Through to Euro Area Inflation : A Local Projection Approach

Colavecchio, Roberta - 2020

How long does it take for exchange rate changes to pass through into inflation? Does it make a difference whether the …

Persistent link: https://www.econbiz.de/10012842745