The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors
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- Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
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Cited by:
- repec:zbw:bofitp:2016_014 is not listed on IDEAS
- repec:zbw:bofitp:2018_017 is not listed on IDEAS
- Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mariarosaria Comunale, 2019.
"An investigation of the exchange rate pass-through in the Baltic states,"
CAMA Working Papers
2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mariarosaria Comunale, 2019. "An Investigation of the Exchange Rate Pass-Through in the Baltic States," Bank of Lithuania Discussion Paper Series 13, Bank of Lithuania.
- Mariarosaria Comunale, 2019. "An Investigation of the Exchange Rate Pass-Through in the Baltic States," CEIS Research Paper 469, Tor Vergata University, CEIS, revised 17 Sep 2019.
- Oleksandr Faryna & Heli Simola, 2018.
"The Transmission of International Shocks to CIS Economies: A Global VAR Approach,"
Working Papers
04/2018, National Bank of Ukraine.
- Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies : A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland, Institute for Economies in Transition.
- Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021. "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, vol. 73(C).
- Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland, Institute for Economies in Transition.
- Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies: A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017. "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers 06-2017, Economics Section, The Graduate Institute of International Studies.
- Comunale, Mariarosaria & Simola, Heli, 2018.
"The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
- Comunale, Mariarosaria & Simola, Heli, 2016. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," BOFIT Discussion Papers 16/2016, Bank of Finland, Institute for Economies in Transition.
- Abdorasoul Sadeghi & Hussein Marzban & Ali Hussein Samadi & Karim Azarbaiejani & Parviz Rostamzadeh, 2022. "Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran’s economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-26, December.
- repec:zbw:bofitp:2016_016 is not listed on IDEAS
- Ibrahim Abdulhamid Danlami, 2020. "Revisiting the West African Commonwealth Countries’ Exchange Rate Pass-Through to Inflation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 70-77, March.
- Simola, Heli, 2019. "Effects of external shocks on Russian economy," BOFIT Policy Briefs 4/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
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"The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
- Comunale, Mariarosaria & Simola, Heli, 2016. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," BOFIT Discussion Papers 16/2016, Bank of Finland, Institute for Economies in Transition.
- repec:zbw:bofitp:2016_016 is not listed on IDEAS
- repec:zbw:bofitp:2016_014 is not listed on IDEAS
- Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland, Institute for Economies in Transition.
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- Comunale, Mariarosaria, 2014.
"Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone,"
MPRA Paper
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- Comunale, Mariarosaria, 2022.
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- Mariarosaria Comunale, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Bank of Lithuania Working Paper Series 40, Bank of Lithuania.
- Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
- Fatma Marrakchi Charfi & Mohamed Kadria, 2016. "Incomplete Exchange Rate Pass-Through Transmission To Prices: An Svar Model For Tunisia," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-23, December.
- Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020. "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, vol. 100(C).
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- Ahlem Dahem1 & Fatma Siala Guermazi, 2016. "Exchange Rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with a Disaggregated VAR Analysis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 50-63.
- Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.
- Nguyen Van Phuc & Vo Hong Duc, 2021.
"Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region,"
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- Beirne, John & Bijsterbosch, Martin, 2011.
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- Bijsterbosch, Martin & Beirne, John, 2009. "Exchange Rate Pass-through in Central and Eastern European Member States," Working Paper Series 1120, European Central Bank.
- Jimborean, Ramona, 2013.
"The exchange rate pass-through in the new EU member states,"
Economic Systems, Elsevier, vol. 37(2), pages 302-329.
- Jimborean, R., 2011. "The Exchange Rate Pass-Through in the New EU Member States," Working papers 341, Banque de France.
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017.
"Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
- Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016. "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices," MPRA Paper 71764, University Library of Munich, Germany.
- Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020.
"Inflation and exchange rate pass-through,"
Journal of International Money and Finance, Elsevier, vol. 105(C).
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019. "Inflation and Exchange Rate Pass-Through," Policy Research Working Paper Series 8780, The World Bank.
- Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
- Barhoumi, Karim, 2006. "Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation," Economic Modelling, Elsevier, vol. 23(6), pages 926-951, December.
- Dahem, Ahlem & Siala Guermazi, Fatma, 2016. "Exchange rate Pass-through and Monetary Policy in Transition Economy: Evidence from Tunisia with disaggregated VAR Analysis," MPRA Paper 74179, University Library of Munich, Germany.
- Oleksandr Faryna, 2016.
"Nonlinear Exchange Rate Pass-Through to Domestic Prices in Ukraine,"
Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 236, pages 30-42, June.
- Oleksandr Fàrynà, 2016. "Nonlinear Exchange Rate Pass-Through to Domestic Prices in Ukraine," Working Papers 01/2016, National Bank of Ukraine.
- Peñasco, Cristina & del Río, Pablo & Romero-Jordán, Desiderio, 2017. "Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators," Utilities Policy, Elsevier, vol. 45(C), pages 45-60.
More about this item
JEL classification:
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- 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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