Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa |
Autore | Razafimahefa Ivohasina |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (25 p.) |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Foreign exchange rates - Africa, Sub-Saharan
Economic policy Foreign Exchange Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Deflation Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Currency Foreign exchange Macroeconomics Exchange rate arrangements Exchange rate pass-through Exchange rate adjustments Exchange rates Prices |
ISBN |
1-4755-8250-1
1-4755-3002-1 1-283-86662-5 1-4755-2674-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature Review; III. Analysis; A. Stylized Facts; B. Zero vs. Complete Pass-Through; C. Estimates of Pass-Through Elasticities; D. Determinants of Pass-Through Elasticities; E. Shift in Pass-Through Elasticities; IV. Conclusions; Tables; 1. Panel Unit Root Test; 2. Panel Cointegration Test; 3. Zero vs. Complete Pass-Through Tests (Panel AR-EC); 4. Appreciation vs. Depreciation Pass-Through; 5. Dynamic Pass-Through Elasticities; 6. Pass-Through Elasticities in Fixed vs. Flexible Regimes; 7. Pass-Through Shift in 1997; Figures
1. NEER Developments in SSA (Quarterly)2. NEER Percentage Changes in SSA (Quarterly); 3. CPI Percentage Changes in SSA (Quarterly); 4. NEER and CPI in Fixed Exchange Rate Regimes; 5. NEER and CPI in Flexible Exchange Rate Regimes; 6. Income and Pass-Through Elasticities; 7. Inflation Environment and Pass-Through Elasticities; 8. Broad Money and Pass-Through Elasticities; 9. Fiscal Balance and Pass-Through Elasticities; 10. CPIA Macro and Pass-Through Elasticities; 11. Macroeconomic and Political Developments in SSA; References |
Record Nr. | UNINA-9910779329403321 |
Razafimahefa Ivohasina | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa |
Autore | Razafimahefa Ivohasina |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (25 p.) |
Disciplina | 336.370 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Foreign exchange rates - Africa, Sub-Saharan
Economic policy Foreign Exchange Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Deflation Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Currency Foreign exchange Macroeconomics Exchange rate arrangements Exchange rate pass-through Exchange rate adjustments Exchange rates Prices |
ISBN |
1-4755-8250-1
1-4755-3002-1 1-283-86662-5 1-4755-2674-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature Review; III. Analysis; A. Stylized Facts; B. Zero vs. Complete Pass-Through; C. Estimates of Pass-Through Elasticities; D. Determinants of Pass-Through Elasticities; E. Shift in Pass-Through Elasticities; IV. Conclusions; Tables; 1. Panel Unit Root Test; 2. Panel Cointegration Test; 3. Zero vs. Complete Pass-Through Tests (Panel AR-EC); 4. Appreciation vs. Depreciation Pass-Through; 5. Dynamic Pass-Through Elasticities; 6. Pass-Through Elasticities in Fixed vs. Flexible Regimes; 7. Pass-Through Shift in 1997; Figures
1. NEER Developments in SSA (Quarterly)2. NEER Percentage Changes in SSA (Quarterly); 3. CPI Percentage Changes in SSA (Quarterly); 4. NEER and CPI in Fixed Exchange Rate Regimes; 5. NEER and CPI in Flexible Exchange Rate Regimes; 6. Income and Pass-Through Elasticities; 7. Inflation Environment and Pass-Through Elasticities; 8. Broad Money and Pass-Through Elasticities; 9. Fiscal Balance and Pass-Through Elasticities; 10. CPIA Macro and Pass-Through Elasticities; 11. Macroeconomic and Political Developments in SSA; References |
Record Nr. | UNINA-9910816521003321 |
Razafimahefa Ivohasina | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|