Exchange -Rate Pass Through to Import Prices: Evidence from Ghana

John Bosco Dramani and Tandoh Francis ()

The African Finance Journal, 2011, vol. 13, issue Conference Issue, pages 110-121

Abstract: This paper investigates the transmission rate from exchange rate movement into import prices across product category in Ghana over the past ten years using quarterly data. Using the Autoregressive Distributed Lag approach to cointegration, the paper estimated the degree of pass-through to import price and found a decline in the pass-through elasticities. The results reveal that the transmission rate from exchange rate movement into import prices is incomplete in the short-run; in the long-run however, the pass-through elasticity is larger than the short-run.

Keywords: Exchange rate pass-through; import prices; ARDL (search for similar items in EconPapers)
JEL-codes: E31 E52 C22 (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.journals.co.za/ej/ejour_finj.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:afj:journl:v:13:y:2011:i:conference:p:110-121

Access Statistics for this article

More articles in The African Finance Journal from Africagrowth Institute
Contact information at EDIRC.
Series data maintained by Kirk De Doncker (). This e-mail address is bad, please contact .