Exchange -Rate Pass Through to Import Prices: Evidence from Ghana
Abstract
This paper investigates the transmission rate from exchange rate movement into import prices across product category in Ghana over the past ten years using quarterly data. Using the Autoregressive Distributed Lag approach to cointegration, the paper estimated the degree of pass-through to import price and found a decline in the pass-through elasticities. The results reveal that the transmission rate from exchange rate movement into import prices is incomplete in the short-run; in the long-run however, the pass-through elasticity is larger than the short-run.Download Info
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Article provided by Africagrowth Institute in its journal African Finance Journal.
Volume (Year): 13 (2011)
Issue (Month): Conference Issue ()
Pages: 110-121
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Related research
Keywords: Exchange rate pass-through; import prices; ARDL;Find related papers by JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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