Long-Run Pass-Through From The Exchange Rate To Import Prices In African Countries
AbstractThis paper investigates the extent of pass-through from the nominal exchange rate to import prices for a sample of nineteen African countries. The methodology is based on panel data cointegration testing. Using annual data extending back to 1971, long-run pass-through can be best described as a fairly balanced combination of local-currency and producer-currency pricing. However, this paper offers additional insight from a moving window approach that indicates declining long-run pass-through, accompanied by decreasing inflation, occurring since the mid-1990s.
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Bibliographic InfoArticle provided by Chung-Ang Unviersity, Department of Economics in its journal Journal Of Economic Development.
Volume (Year): 33 (2008)
Issue (Month): 1 (June)
Exchange Rate Pass-Through; Panel Cointegration; Africa;
Find related papers by JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other
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- Nidhaleddine Ben Cheikh, 2012. "Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach," FIW Working Paper series 078, FIW.
- Ben Cheikh, Nidhaleddine & Mohamed Cheik, Hamidou, 2013.
"A Panel Cointegration Analysis of the Exchange Rate Pass-Through,"
49991, University Library of Munich, Germany.
- Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik, 2013. "A panel cointegration analysis of the exchange rate pass-through," Economics Bulletin, AccessEcon, vol. 33(4), pages 2778-2790.
- Nidhaleddine Ben cheikh, 2012.
"Long-run exchange rate pass-through: evidence from new panel data techniques,"
AccessEcon, vol. 32(3), pages A24.
- Nidhaleddine Ben Cheikh, 2012. "Long Run Exchange Rate Pass-Through: Evidence from New Panel Data Techniques," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201225, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Ben Cheikh, Nidhaleddine, 2011. "Long run exchange rate pass-through: Evidence from new panel data techniques," MPRA Paper 39663, University Library of Munich, Germany.
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