Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country

Nesrine Dardouri (), Abdelkader Aguir () and Mounir Smida ()
Additional contact information
Nesrine Dardouri: USO - جامعة سوسة = Université de Sousse = University of Sousse
Abdelkader Aguir: ESPI - Ecole Supérieure des Professions Immobilières, MOFID-Université de Sousse
Mounir Smida: MOFID-Université de Sousse

Post-Print from HAL

Abstract: This study aims to examine the context in which the exchange-rate pass-through influences domestic prices in Tunisia by applying vector error correction models. To ensure the robustness of the results obtained from the autoregressive model, additional diagnostic tests were performed. Our analysis indicates that fluctuations in the nominal effective exchange rate (NEER) have an enduring impact on customer prices. This research aims to review how the fluctuations in exchange rates and import prices can impact domestic prices in Tunisia. Our findings demonstrate that NEER fluctuations affect consumer prices in both the short and long term, highlighting its significant role in long-term inflation.

Keywords: Exchange rate pass-through; inflation; imported-inputs channel; ARDL (search for similar items in EconPapers)
Date: 2025-03-01
Note: View the original document on HAL open archive server: https://hal.science/hal-05154078v1
References: Add references at CitEc
Citations:

Published in Economics , 2025, 19 (1), ⟨10.1515/econ-2025-0154⟩

Downloads: (external link)
https://hal.science/hal-05154078v1/document (application/pdf)

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: https://EconPapers.repec.org/RePEc:hal:journl:hal-05154078

DOI: 10.1515/econ-2025-0154

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().