The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura
| The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura |
| Autore | Choudhri Ehsan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) | HakuraDalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Exchange rate pass-through
Prices Foreign Exchange Macroeconomics Money and Monetary Policy Price Level Inflation Deflation International Policy Coordination and Transmission Monetary Policy Open Economy Macroeconomics Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Foreign exchange Monetary economics Export prices Import prices Exchange rates Currencies Money Exports Imports |
| ISBN |
1-4755-5240-8
1-4755-8061-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Basic Setup; B. Key Relations; IV. Quantitative Analysis; A. Key Determinants of the Pass-Through to Trade Prices; B. Currency of Invoicing and the Pass-Through; V. Concluding Remarks; References; Tables; 1. OLS Regressions: Impact of Exchange Rate Changes on Trade Prices, 1979-2010; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate, 1979-2010; 3. Pass-Through Elasticities for Different Shocks
4. Wage-Price Stickiness, Exchange Rate Persistence, Inflation Reaction and the Pass-Through5. Stochastic Simulations; 6. Invoicing Currency Shares and the Pass-Through; Figures; 1. Regression and VAR Estimates of the Pass-Through; 2. Impulse Response Functions; 3. PCP Shares and the Pass-Through; Appendix Tables; 1. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1985-1997; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1998-2010 |
| Record Nr. | UNINA-9910786485003321 |
Choudhri Ehsan
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura
| The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura |
| Autore | Choudhri Ehsan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Disciplina | 658.3894 |
| Altri autori (Persone) | HakuraDalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Exchange rate pass-through
Prices Currencies Currency Deflation Exchange rates Export prices Exports Foreign Exchange Foreign exchange Government and the Monetary System Import prices Imports Inflation International Policy Coordination and Transmission Macroeconomics Monetary economics Monetary Policy Monetary Systems Money and Monetary Policy Money Open Economy Macroeconomics Payment Systems Price Level Regimes Standards |
| ISBN |
9781475552409
1475552408 9781475580617 1475580614 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Basic Setup; B. Key Relations; IV. Quantitative Analysis; A. Key Determinants of the Pass-Through to Trade Prices; B. Currency of Invoicing and the Pass-Through; V. Concluding Remarks; References; Tables; 1. OLS Regressions: Impact of Exchange Rate Changes on Trade Prices, 1979-2010; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate, 1979-2010; 3. Pass-Through Elasticities for Different Shocks
4. Wage-Price Stickiness, Exchange Rate Persistence, Inflation Reaction and the Pass-Through5. Stochastic Simulations; 6. Invoicing Currency Shares and the Pass-Through; Figures; 1. Regression and VAR Estimates of the Pass-Through; 2. Impulse Response Functions; 3. PCP Shares and the Pass-Through; Appendix Tables; 1. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1985-1997; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1998-2010 |
| Record Nr. | UNINA-9910960604803321 |
Choudhri Ehsan
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
| Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura |
| Autore | Chailloux Alexandre |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 30 p. : ill |
| Altri autori (Persone) | HakuraDalia |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity
Finance - United Arab Emirates Banks and Banking Finance: General Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Banking Financial services law & regulation Liquidity management Liquidity risk Commercial banks Economics Banks and banking Financial risk management |
| ISBN |
1-4623-0732-9
9786612844546 1-4527-2584-5 1-4518-7406-5 1-282-84454-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788222903321 |
Chailloux Alexandre
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
| Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura |
| Autore | Chailloux Alexandre |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 30 p. : ill |
| Disciplina | 332.1068;332.1068/1 |
| Altri autori (Persone) | HakuraDalia |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity
Finance - United Arab Emirates Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Commercial banks Depository Institutions Economics Finance Finance: General Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Investment Decisions Liquidity management Liquidity risk Micro Finance Institutions Mortgages Portfolio Choice Value of Firms |
| ISBN |
9786612844546
9781462307326 1462307329 9781452725840 1452725845 9781451874068 1451874065 9781282844544 1282844547 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Recent Economic Developments -- III. The Global Financial Crisis and the Initial Response -- IV. An Analysis of the U.A.E.'s Liquidity Management Framework -- A. Analyzing Systemic Liquidity Management -- B. Analyzing the Systemic Liquidity Management Framework: the Case of the U.A.E. -- V. Assessment of the CBU and MOF Contingency Liquidity Instruments and Liquidity Risk Monitoring -- VI. The Link Between U.A.E. Banks' Lending Rates and Liquidity Indicators -- VII. Managing Liquidity Smoothly Across The Cycle While Supporting Market Developments: Amending The CBU Monetary Policy Implementation Framework -- A. Supporting the Operation of the Money Market: Changing the Features of Sterilization Instruments -- B. Consistency of the Proposed Changes with the Prospects for Future Regional Financial Integration -- References -- Tables -- 1. Trends in U.A.E. Banking Indicators -- 2. Effects of the liquidity Indicators on Bank Lending Rates -- Figures -- 1. Consumer Price Index -- 2. Growth in Credit to the Private Sector -- 3. GCC: Bank Claims on the Private Sector, 2007 -- 4. Banking System Loans-to-Deposits Ratio 2003-2008 -- 5. Three-month Interbank Rates, January 1, 2007-March 4, 2009 -- 6. Selected U.A.E. Banks Loan to Deposit Ratios, 2007 and 2008 -- 7. Certificates of Deposit -- 8. Banking System Liquid Assets to Total Assets -- Appendix -- 1. Data Appendix. |
| Record Nr. | UNINA-9910973989903321 |
Chailloux Alexandre
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Trade Elasticities in the Middle East and Central Asia : : What is the Role of Oil? / / Andreas Billmeier, Dalia Hakura
| Trade Elasticities in the Middle East and Central Asia : : What is the Role of Oil? / / Andreas Billmeier, Dalia Hakura |
| Autore | Billmeier Andreas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (35 p.) |
| Disciplina | 338.516 |
| Altri autori (Persone) | HakuraDalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Elasticity (Economics) - Middle East
Elasticity (Economics) - Asia, Central Elasticity (Economics) - Econometric models Exports and Imports Macroeconomics Price Level Inflation Deflation Trade: General Empirical Studies of Trade International economics Trade balance Export prices Exports Import prices Imports Balance of trade |
| ISBN |
1-4623-5175-1
1-4527-9347-6 1-282-84167-X 9786612841675 1-4518-7074-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology; III. Empirical Analysis of Middle East and Central Asian Countries Elasticities; A. Model Specification and Empirical Strategy; B. Estimation Results; Tables; 1. Volume of Imports: Coefficient Estimates and Implied Elasticities; 2. Export Volumes: Coefficient Estimates and Implied Elasticities; C. Trade Balances; 3. Non-Oil Export Volumes: Coefficient Estimates and Implied Elasticities; 4. Decomposition of the Impact of a Ten Percent Real Depreciation on the Trade Balance of Middle East and Central Asia Countries
5. Trade Balance Elasticities for Non-Oil Exporting Middle East and Central Asia Countries, 2006 and 20136. Trade Balance Elasticities for Middle East and Central Asia Oil Exporters, and 2013; IV. A Generalized Approach; A. Generalized CGER Methodology; B. Empirical Estimation of the Elasticities of the Relative Import and Export Prices to the Real Exchange Rate; 7. Relative Import and Export Price Elasticities to the Real Effective Exchange Rate; C. Alternative Trade Balance Elasticities 8. Decomposition of the Impact of a 10 Percent Real Depreciation on the Trade Balance of Non-Oil Exporting Middle East and Central Asia Countries9. Decomposition of the Impact of a 10 Percent Real Depreciation on the Trade Balance of Oil-Exporting Middle East and Central Asia Countries; V. Conclusions; References; Appendices; 1. Data Appendix; 2. Derivation of the Formula for the Elasticity of the Trade Balance Vis-à-vis the Real Exchange Rate |
| Record Nr. | UNINA-9910788345303321 |
Billmeier Andreas
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Trade Elasticities in the Middle East and Central Asia : : What is the Role of Oil? / / Andreas Billmeier, Dalia Hakura
| Trade Elasticities in the Middle East and Central Asia : : What is the Role of Oil? / / Andreas Billmeier, Dalia Hakura |
| Autore | Billmeier Andreas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (35 p.) |
| Disciplina | 338.516 |
| Altri autori (Persone) | HakuraDalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Elasticity (Economics) - Middle East
Elasticity (Economics) - Asia, Central Elasticity (Economics) - Econometric models Balance of trade Deflation Empirical Studies of Trade Export prices Exports and Imports Exports Import prices Imports Inflation International economics Macroeconomics Price Level Trade balance Trade: General |
| ISBN |
9786612841675
9781462351756 1462351751 9781452793474 1452793476 9781282841673 128284167X 9781451870749 1451870744 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology; III. Empirical Analysis of Middle East and Central Asian Countries Elasticities; A. Model Specification and Empirical Strategy; B. Estimation Results; Tables; 1. Volume of Imports: Coefficient Estimates and Implied Elasticities; 2. Export Volumes: Coefficient Estimates and Implied Elasticities; C. Trade Balances; 3. Non-Oil Export Volumes: Coefficient Estimates and Implied Elasticities; 4. Decomposition of the Impact of a Ten Percent Real Depreciation on the Trade Balance of Middle East and Central Asia Countries
5. Trade Balance Elasticities for Non-Oil Exporting Middle East and Central Asia Countries, 2006 and 20136. Trade Balance Elasticities for Middle East and Central Asia Oil Exporters, and 2013; IV. A Generalized Approach; A. Generalized CGER Methodology; B. Empirical Estimation of the Elasticities of the Relative Import and Export Prices to the Real Exchange Rate; 7. Relative Import and Export Price Elasticities to the Real Effective Exchange Rate; C. Alternative Trade Balance Elasticities 8. Decomposition of the Impact of a 10 Percent Real Depreciation on the Trade Balance of Non-Oil Exporting Middle East and Central Asia Countries9. Decomposition of the Impact of a 10 Percent Real Depreciation on the Trade Balance of Oil-Exporting Middle East and Central Asia Countries; V. Conclusions; References; Appendices; 1. Data Appendix; 2. Derivation of the Formula for the Elasticity of the Trade Balance Vis-à-vis the Real Exchange Rate |
| Record Nr. | UNINA-9910965542303321 |
Billmeier Andreas
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
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