Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?

M Balcilar, D Roubaud, O Usman… - The World …, 2021 - Wiley Online Library
This paper investigates not only the question of whether there is exchange rate pass‐
through (ERPT) but also the extent to which the pass‐through is asymmetric or state …

Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis

M Balcilar, O Usman - Energy, 2021 - Elsevier
This paper offers new evidence on the exchange rate and oil price pass-through in the
BRICS countries through the analysis of the Diebold-Yilmaz spillover index and rolling …

Exchange rate pass-through at high and low frequencies in Turkey: a continuous wavelet transform model approach

F Bilgili, S Kuşkaya, P Gençoğlu, F Ünlü… - Journal of Economic …, 2024 - Springer
This paper investigates the effect of the exchange rate on prices through wavelet analysis for
the period 2010: 01-2019: 12 in Turkey. The Wavelet Transform outcomes reveal that at a …

Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran's economy

A Sadeghi, H Marzban, AH Samadi… - Journal of Economic …, 2022 - Springer
Given the high fluctuations of the general price level, the importance of investment, and
accessing sufficient financial resources, we examine the effects of monetary policy on the …

Understanding exchange rate pass-through in Vietnam

N Nguyen Hong, L Vo Thi Kim… - Cogent Economics & …, 2022 - Taylor & Francis
Price stability is the ultimate objective of the State Bank of Vietnam (SBV). In addition, in a
small export-led economy, such as Vietnam, the study of exchange rate volatility is crucial for …

Asymmetric exchange rate pass‐through into import prices of Slovenia's manufacturing sector

S Kurtović, N Maxhuni, B Halili… - International Journal of …, 2021 - Wiley Online Library
The goal of this paper is to estimate the asymmetry of exchange rate pass‐through into
aggregate and disaggregate import prices and the composition of imports of Slovenia's …

[PDF][PDF] What drives movements in the REER of the SEE countries? A decomposition approach

A Đorđević - Ekonomika preduzeća, 2023 - ses.org.rs
The real effective exchange rate (REER) is an important indicator for researchers and
policymakers that contains valuable information about a country's competitiveness and …

Döviz kuru ve üretici fiyat endeksi arasındaki ilişkinin sürekli dalgacık uyumu modeli ile analizi: Türkiye üzerine ampirik bulgular

S Kuşkaya, F Ünlü, P Gençoğlu - İzmir İktisat Dergisi, 2021 - dergipark.org.tr
Bu çalışmanın amacı; Türkiye'de döviz kurlarında meydana gelen değişimlerin yurtiçi fiyatlar
üzerindeki geçiş etkisini araştırmaktır. Bu amaç doğrultusunda, 2010: 01-2020: 04 dönemine …

Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries

MT Kinda, H Barry - Review of Development Economics, 2021 - Wiley Online Library
This study analyzes the effect of exchange rate pass‐through (ERPT) on the import prices of
West African countries. We used a heterogeneous dynamic panel over the period 1991 …

A study on the pass-through rate of the exchange rate on the Liquid Natural Gas (LNG) import price in China

C Tang, K Aruga - International Journal of Financial Studies, 2020 - mdpi.com
The Chinese liquid natural gas (LNG) import price has been unstable because the stability
of LNG import prices is related to changes in the exchange rates. This paper analyzes the …