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Влияние мировых и внешнеторговых цен на продовольственные товары на внутреннюю инфляцию Казахстана. // The impact of world and foreign trade prices for food products on domestic inflation in Kazakhstan

Author

Listed:
  • Кожамкулов Канат // Kozhamkulov Kanat

    (National Bank of Kazakhstan)

  • Дәулетханұлы Елдос // Dauletkhanuly Yeldos

    (National Bank of Kazakhstan)

  • Агамбаева Саида // Agambayeva Saida

    (National Bank of Kazakhstan)

Abstract

В рамках данного исследования проведен анализ факторов, влияющих на продовольственную инфляцию в Республике Казахстан со стороны внешнеторгового канала, и получена эмпирическая оценка степени влияния мировых продовольственных цен Продовольственной и сельскохозяйственной организации Объединенных Наций (далее – ФАО), экспортных цен и импортных цен Республики Казахстан на продовольственные товары. Была апробирована методология построения индексов экспортных и импортных цен. Динамика стоимости внешнеторгового потока разложена на составляющие: индексы цен и индексы физических объемов поставок. Проведен литературный обзор теоретических основ и применяемых методологических подходов, на основе которого построена модель структурной векторной авторегрессии для получения импульсных откликов продовольственной инфляции на шоки со стороны индексов импортных и экспортных цен и индексов мировых цен ФАО.

Suggested Citation

  • Кожамкулов Канат // Kozhamkulov Kanat & Дәулетханұлы Елдос // Dauletkhanuly Yeldos & Агамбаева Саида // Agambayeva Saida, 2023. "Влияние мировых и внешнеторговых цен на продовольственные товары на внутреннюю инфляцию Казахстана. // The impact of world and foreign trade prices for food products on domestic inflation in Kazakhsta," Working Papers #2023-8, National Bank of Kazakhstan.
    • Handle: RePEc:aob:wpaper:46
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    File URL: https://nationalbank.kz/file/download/93079
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    References listed on IDEAS

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    1. Munir Jalil & Esteban Tamayo, 2011. "Pass-through of International Food Prices to Domestic Inflation During and After the Great Recession: Evidence from a Set of Latin American Economies," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
    2. Davide Furceri & Prakash Loungani & John Simon & Susan M. Wachter, 2016. "Global food prices and domestic inflation: some cross-country evidence," Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 665-687.
    3. Volpe, Richard & Leibtag, Ephraim S. & Roeger, Edward, 2013. "How Transport Costs Affect Fresh Fruit and Vegetable Prices," Economic Research Report 161355, United States Department of Agriculture, Economic Research Service.
    4. Lee , Hyun-Hoon & Park, Cyn-Young, 2013. "International Transmission of Food Prices and Volatilities: A Panel Analysis," ADB Economics Working Paper Series 373, Asian Development Bank.
    5. Logan Rangasamy, 2011. "Food Inflation In South Africa: Some Implications For Economic Policy," South African Journal of Economics, Economic Society of South Africa, vol. 79(2), pages 184-201, June.
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    More about this item

    Keywords

    индексы экспортных цен; индексы импортных цен; индекс ФАО; условия торговли; мировые цены на продовольствие; обменный курс; факторный анализ; индекс потребительских цен; инфляция; XPI; MPI; FAO index; terms of trade; exchange rate; CPI; inflation; food inflation;
    All these keywords.

    JEL classification:

    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • F10 - International Economics - - Trade - - - General

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