Exchange rate pass-through to inflation in Egypt: a structural VAR approach

Exchange rate pass-through to inflation in Egypt: a structural VAR approach

Purpose – The theoretical and empirical literature stipulated that exchange rate shocks do influence the domestic price of imports. Hence, this paper aims to investigate the underlying relationship between the exchange rate and prices known as the exchange rate pass-through. Design/methodology/appro...

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Bibliographic Details
Main Authors: Omneia Helmy, Mona Fayed, Kholoud Hussien
Format: Article
Language:English
Published: Emerald Publishing 2018-10-01
Series:Review of Economics and Political Science
Subjects:
monetary policy
inflation rate
exchange rate pass-through
structural vector auto-regression
Online Access:https://www.emerald.com/insight/content/doi/10.1108/REPS-07-2018-001/full/pdf?title=exchange-rate-pass-through-to-inflation-in-egypt-a-structural-var-approach

Internet

https://www.emerald.com/insight/content/doi/10.1108/REPS-07-2018-001/full/pdf?title=exchange-rate-pass-through-to-inflation-in-egypt-a-structural-var-approach

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