This study analyzes the influence of geopolitical uncertainty on the degree of exchange rate
pass-through (ERPT) into domestic prices for a sample of advanced and emerging …

This paper investigates exchange rate pass-through into consumer prices by considering
the nature of the shock triggering currency movements. By individually estimating structural …

Crude oil prices have been considered one of the key drivers of inflation worldwide,
reaching a peak in 2022. Inflation targeting plays a pivotal role in such a high inflation …

The effects of the oil price and oil price volatility on inflation in Turkey were analyzed via a
structural vector autoregression (SVAR) model, using monthly data covering the period …

This paper documents nonlinearities and asymmetries in the transmission of exchange rate
fluctuations to prices in a panel of 27 emerging markets for the period 1990–2013. Using …

Abstract Theory predicts that the level of inflation in an economy and the trend in the
prevailing inflation rate may affect how oil price shocks, through their influence on firms' …

This paper investigates nonlinearities in the exchange rate pass-through (ERPT) to
consumer and import prices by estimating a smooth transition regression model with …

The objectives of this study are two-fold: i) to derive time-varying exchange rate pass-
through (ERPT) degree and ii) investigate the macroeconomic determinants of the degree of …

This paper sheds new light on the role of inflation regimes in explaining the extent of
exchange rate pass-through (ERPT) into import prices. In order to classify the 24 developing …

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 …