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Exchange rate pass-through to import prices in South Africa: Is there asymmetry?

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  • Meshach J. Aziakpono
  • Nicolette Cattaneo
  • T. D. Karoro

Abstract

This paper examines the magnitude and speed of exchange rate pass-through to import prices in South Africa. It further explores whether the direction and size of changes in the exchange rate have different pass-through effects on import prices, that is, whether the exchange rate pass-through is symmetric or asymmetric. The findings of the study suggest […]

Suggested Citation

  • Meshach J. Aziakpono & Nicolette Cattaneo & T. D. Karoro, 2008. "Exchange rate pass-through to import prices in South Africa: Is there asymmetry?," Working Papers 079, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:079
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • 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
    • D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
    • O54 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean

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