Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy

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HEIDARY HASSAN; Rashidi Mahsa

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Paper Information

Journal: JOURNAL OF ECONOMIC MODELING RESEARCH Year:2019 | Volume:9 | Issue:35 Page(s): 167-200

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Information Journal Paper

Title

Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy

Author(s)

HEIDARY HASSAN | Rashidi Mahsa | Issue Writer Certificate

Keywords

Exchange Rate Pass-ThroughQ2

Import PricesQ1

Producer PricesQ1

SVARQ2

Abstract

Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have used of the structural vector autoregressive (SVAR) methodology. Our data contains 1991 Q2-2017 Q1. The results show that there is a significant heterogeneity in Exchange Rate Pass-Through to Producer Prices. Our results showed that there is complete exchange rate pass through in industrial prices but agricultural and service prices show incomplete pass through. According to previous studies, the difference could be related to different market structure in industrial activities compared to agriculture and service activities.

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APA: Copy

HEIDARY, HASSAN, & Rashidi, Mahsa. (2019). Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy. JOURNAL OF ECONOMIC MODELING RESEARCH, 9(35 ), 167-200. SID. https://sid.ir/paper/379760/en

Vancouver: Copy

HEIDARY HASSAN, Rashidi Mahsa. Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy. JOURNAL OF ECONOMIC MODELING RESEARCH[Internet]. 2019;9(35 ):167-200. Available from: https://sid.ir/paper/379760/en

IEEE: Copy

HASSAN HEIDARY, and Mahsa Rashidi, “Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy,” JOURNAL OF ECONOMIC MODELING RESEARCH, vol. 9, no. 35 , pp. 167–200, 2019, [Online]. Available: https://sid.ir/paper/379760/en

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