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Price and Exchange Rate Dynamics in Kenya : An Empirical Investigation

Author

Listed:
  • Ndung'U, N-S

Abstract

The paper investigates the relationships between domestic and foreign price levels and the exchange rate and other macro-variables. The real exchange rate is estimated as a cointegrating vector that spans the variables in a purchasing power parity relation. An exchange rate pass-through equation is estimated, and it is seen that the rate of inflation is affected largely by the pass-through effects from exchange rate changes and the world rate of inflation.

Suggested Citation

  • Ndung'U, N-S, 1997. "Price and Exchange Rate Dynamics in Kenya : An Empirical Investigation," Papers 58, African Economic Research Consortium.
  • Handle: RePEc:fth:afrirc:58
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    Cited by:

    1. Maureen Were, 2001. "The Impact of External Debt on Economic Growth in Kenya: An Empirical Assessment," WIDER Working Paper Series DP2001-116, World Institute for Development Economic Research (UNU-WIDER).

    More about this item

    Keywords

    INFLATION ; PRICES ; EXCHANGE RATE ; KENYA;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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