The Effect of Exchange Rate Changes on Inflation in Developing Countries

Alican Umut
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Alican Umut: Nisantasi University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2022, vol. 37, issue 117, 9-20

Abstract: Exchange rate changes affect especially developing countries where foreign capital inflows are intense. They also affect macroeconomic indicators. The aim of this study is to investigate the effect of exchange rate changes in developing countries on macroeconomic variables. In the study, the data of the period 2003q1-2020q4 were analyzed with the panel ardl method. Theimpact of the real effective exchange rate index on consumer prices impact was analyzed in argentina, brazil, indonesia, mexico, russia and turkey. The results showed that a change in the real effective exchange rate index has an increasing effect on the inflation rate in the long run.

Keywords: Exchange Rate; Inflation; Developing Countries; Panel ARDL (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:37:y:2022:i:117:p:9-20

DOI: 10.33203/mfy.881771

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