Rand/US Dollar Exchange Rate Pass-Through and the Inflation Environment

2017 ◽  
pp. 365-380
Author(s):  
Eliphas Ndou ◽  
Nombulelo Gumata
Keyword(s):  
Exchange Rate ◽  
Dollar Exchange Rate ◽  
Us Dollar ◽  
Pass Through ◽  
Exchange Rate Pass Through

scholarly journals Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through

2019 ◽  
Vol 109 ◽  
pp. 527-532
Author(s):  
Emine Boz ◽  
Gita Gopinath ◽  
Mikkel Plagborg-Møller
Keyword(s):  
Exchange Rate ◽  
Bayesian Approach ◽  
Hierarchical Bayesian ◽  
Dollar Exchange Rate ◽  
Country Level ◽  
Pass Through ◽  
Trade Elasticity ◽  
Exchange Rate Pass Through ◽  
Invoicing Currency

We show empirically that the variation across country pairs in exchange rate pass-through and trade elasticity is meaningfully explained by the dollar's dominance as invoicing currency. We use a hierarchical Bayesian approach to directly and flexibly model pass-through heterogeneity conditional on the invoicing currency share. We estimate that the importer's country-level dollar invoicing share explains 15 percent of the overall variance across trading pairs in dollar exchange rate pass-through into bilateral prices.

EDB Special Report 2019. Exchange Rate Pass-Through Effects on Inflation in EDB Member Countries

2019 ◽  
Author(s):  
Aleksei Kuznetsov ◽  
A. I. Kharitonchik ◽  
Aigul Berdigulova ◽  
K. S. Fyodorov
Keyword(s):  
Exchange Rate ◽  
Special Report ◽  
Pass Through ◽  
Exchange Rate Pass Through
Sign in / Sign up

Export Citation Format

Share Document