A Bound Testing Analysis Of Exchange Rate Pass- Through To Aggregate Import Prices In Nigeria: 1980-2006
Abstract
This paper examines the extent of pass-through of exchange rate into import prices for Nigeria between 1980 and 2006 using the recently developed UECM-Bounds test proposed by Pesaran et al. (2001). Empirical evidence reveals that world export prices has a dominant effect compared to exchange rate in explaining changes in Nigeria¡¯s import prices in the short and long run. The major implication for our study therefore is that exogenous factors such as world export prices appeared to be more important determinants of domestic import prices than a country¡¯s exchange rate policies.Download Info
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Article provided by Chung-Ang Unviersity, Department of Economics in its journal Journal Of Economic Development.
Volume (Year): 34 (2009)
Issue (Month): 2 (December)
Pages: 97-109
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Related research
Keywords: Aggregate Import Price; World Export Price; Bound Testing; Nigeria;Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
References
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- Sushanta Mallick & Helena Marques, 2008.
"Passthrough of Exchange Rate and Tariffs into Import Prices of India: Currency Depreciation versus Import Liberalization,"
Review of International Economics,
Wiley Blackwell, vol. 16(4), pages 765-782, 09.
- Sushanta Mallick & Helena Marques, 2007. "Pass-through of Exchange Rate and Tariffs into Import Prices of India: Currency Depreciation versus Import Liberalisation," Working Papers 3, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Menon, Jayant, 1995. " Exchange Rate Pass-Through," Journal of Economic Surveys, Wiley Blackwell, vol. 9(2), pages 197-231, June.
- Kenny, Geoff & McGettigan, Donal, 1996. "Exchange Rate Pass-Through and Irish Import Prices," Research Technical Papers 6/RT/96, Central Bank of Ireland.
- repec:ebl:ecbull:v:3:y:2005:i:26:p:1-14 is not listed on IDEAS
- Carlos José García & Jorge Enrique Restrepo, 2001.
"Price Inflation and Exchange Rate Pass-Through in Chile,"
Working Papers Central Bank of Chile
128, Central Bank of Chile.
- Carlos José García T. & Jorge Enrique Restrepo, 2003. "Price Inflation and Exchange Rate Pass-Trough in Chile," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 69-88, January-J.
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