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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 … 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

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

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

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 …

Persistent link: https://www.econbiz.de/10010309815

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

Ben Cheikh, Nidhaleddine - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-39, pp. 1-28

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …

Persistent link: https://www.econbiz.de/10010310642

The pass-through of exchange rate in the context of the European sovereign debt crisis

Ben Cheikh, Nidhaleddine - 2013

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

Persistent link: https://www.econbiz.de/10011374301

Frankenstärke und Importpreisreagibilität : kurz-, mittel- und langfristige Effekte

Kellermann, Kersten; Schlag, Carsten-Henning - 2011

Seit Ausbruch der Finanzkrise im Herbst 2007 ist der Wert des Franken handelsgewichtet in nominaler Rechnung um ein Drittel gestiegen. Dennoch bleiben im Frankenraum die Importpreise in heimischer Währung relativ konstant. Im Rahmen der vorliegenden Untersuchung werden für den Zeitraum 1974...

Persistent link: https://www.econbiz.de/10009510702

Exchange Rate Pass-Through to Consumer Prices in Ghana : Evidence from Structural Vector Auto-Regression

Sanusi, Aliyu Rafindadi - 2011

is a potentially important source of inflation in Ghana. Using variance decomposition analyses, it is found that monetary … policy implication of these findings is that policies that aim at lowering inflation must focus on monetary and exchange rate …

Persistent link: https://www.econbiz.de/10013132640

Exchange rate pass-through in South America : an overview

Borensztein, Eduardo; Queijo von Heideken, Virginia - 2016

" to inflation, an effect that is known as exchange rate pass-through (ERPT). In particular, if an exchange rate … relatively lower ERPT in the past two decades, the exchange rate continues to be a large determinant of inflation in several …

Persistent link: https://www.econbiz.de/10011521215