Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis
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- Nidhaleddine Ben Cheikh & Waël Louhichi, 2014. "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," FIW Working Paper series 131, FIW.
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More about this item
KeywordsExchange Rate Pass-Through; Inflation; Cointegration;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-09 (All new papers)
- NEP-EEC-2013-11-09 (European Economics)
- NEP-IFN-2013-11-09 (International Finance)
- NEP-OPM-2013-11-09 (Open Economy Macroeconomics)
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