Exchange Rate Pass-Through to Prices: Bayesian VAR Evidence for Ghana

Exchange Rate Pass-Through in Ghana

The paper examines the effect of exchange rate changes on consumer prices in Ghana using vector autoregression (VAR) models. Using a data set covering the period 1990M01–2009M02, we find that the exchange rate pass-through to inflation is ‘incomplete’ and decreasing in Ghana. Our empirical results indicate a low but significant pass-through in the short run. We argue that the findings reflect t...

Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)

The Impact of Exchange Rate Pass-Through via Domestic Prices on Inflation in Iran: New Evidence from a Threshold Regression

There are various causes for inflation in macroeconomics. One of the important channels of experiencing inflation is through the international economy caused by external shocks. In this context, the impact of exchange rate volatilities on domestic prices known as Exchange Rate Pass-Through (ERPT) plays a vital role. The present paper deals with the impact of Exchange Rate Pass-Through on inflat...

Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy

Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have use...

exchange rate pass-through to domestic prices in iran (1990-2006)