Considering external constraints on monetary policy in emerging countries, we propose a
semi-structural vector autoregressive model with exogenous variables (VARX) to examine …

In this paper, we examine the sustainability of euro area public finances against the
backdrop of population ageing after the 2008? 2009 recession. We argue that ageing costs …

This paper studies the effect of exchange rate pass-through on inflation in Tunisia for the
period 2001 to 2009. The objective is to track inflation regimes for the Tunisian economy and …

This empirical study considers the pass-through of key nominal exchange rates and
commodity prices to consumer prices in the Commonwealth of Independent States (CIS) …

Abstract In this study, Panel Vector Autoregression (PVAR) models are used to determine
the impacts of exchange rate volatility on industrial production growth rate, consumer price …

This paper examines the extent to which exchange rate changes affect domestic prices,
using the experience of Thailand from January, 2000 to August, 2011. The standard Engle …

This paper uses a Markov-switching intercept autoregressive heteroskedasticity model to
examine inflation dynamics and the exchange rate pass-through (ERPT) in Malaysia. Two …

This paper presents a model of the portfolio and financing adjustments of US banks over the
business cycle. At the core of the model is a moral hazard problem between depositors/bank …

The issue of exchange rate pass-through has raised interest in international economy, a
necessary step for adopting an adequate monetary policy, which accentuated in 2000 given …

This paper develops a structural general equilibrium model to analyse the pass-through
from devaluation to producer and consumer prices in Emerging Market Economies (EMEs) …