Exchange rate pass-through to consumer prices in countries with medium and high per capita income

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

EZZATI SHOURGOLI AHMAD; Khodavaisi Hasan

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Journal of Economic Studies and Policies Year:2020 | Volume:6 | Issue:2 (12) Page(s): 207-230

Download Full-Text

Persian Verion

View:

291

Download:

Cites:

Information Journal Paper

Title

Exchange rate pass-through to consumer prices in countries with medium and high per capita income

Author(s)

EZZATI SHOURGOLI AHMAD | Khodavaisi Hasan | Issue Writer Certificate

Keywords

NonparametricQ2

Time-varying ParametersQ1

Exchange rate pass-throughQ1

consumer prices PANEL DATAQ1

Abstract

The purpose of this study is to evaluate and assess the degree of Exchange rate pass-through in countries with medium and high per capita income. To this end, data from 59 different countries (including 39 countries with average per capita income and 20 countries with high per capita income) have been used over the period 1980 to 2018. The results of the GMM model show that the degree of Exchange rate pass-through in countries with medium and high per capita income is 14% and 16%, respectively. As the per capita GDP increases, the degree of Exchange rate pass-through increases. Also, the results of the Nonparametric panel model with Time-varying Parameters show that the degree of Exchange rate pass-through vary over time in both groups of countries. And in the 1980s, the degree of the Exchange rate pass-through was at its highest level. In such a way that in countries with medium per capita income after the 1980s, the degree of Exchange rate pass-through declines until 2005, and after 2005 until 2018, the rate of Exchange rate pass-through again increased. However, in countries with high per capita incomes, the rate of Exchange rate pass-through during 1980 to 1993 had an increasing trend, but after1993 the rate of Exchange rate pass-through has declined almost continuously until 2018.

Cites

No record.

References

No record.

Cite

APA: Copy

EZZATI SHOURGOLI, AHMAD, & Khodavaisi, Hasan. (2020). Exchange rate pass-through to consumer prices in countries with medium and high per capita income. JOURNAL OF ECONOMIC STUDIES AND POLICIES, 6(2 (12) ), 207-230. SID. https://sid.ir/paper/383371/en

Vancouver: Copy

EZZATI SHOURGOLI AHMAD, Khodavaisi Hasan. Exchange rate pass-through to consumer prices in countries with medium and high per capita income. JOURNAL OF ECONOMIC STUDIES AND POLICIES[Internet]. 2020;6(2 (12) ):207-230. Available from: https://sid.ir/paper/383371/en

IEEE: Copy

AHMAD EZZATI SHOURGOLI, and Hasan Khodavaisi, “Exchange rate pass-through to consumer prices in countries with medium and high per capita income,” JOURNAL OF ECONOMIC STUDIES AND POLICIES, vol. 6, no. 2 (12) , pp. 207–230, 2020, [Online]. Available: https://sid.ir/paper/383371/en

Related Journal Papers