THE EXCHANGE RATE PASS-THROUGH TO IMPORT PRICES: A PANEL EVIDENCE FROM DEVELOPING COUNTRIES

Jaouad Ghardach

MPRA Paper from University Library of Munich, Germany

Abstract: The present working paper aims to examine theoretically and empirically the long run relationship of the exchange rate pass-through to import prices. Using a heterogeneous panel approach to estimate the ERPT for four developing countries. Our methodology consists of a no stationary panel estimation and a coïntegration test, our results show that the ERPT in developing countries has a heterogeneous character.

Keywords: ERPT; Panel coïntégration; heterogeneous panel; Pooled Mean Group Estimator (search for similar items in EconPapers)
JEL-codes: C33 D21 E31 F31 (search for similar items in EconPapers)
Date: 2014-06-10
New Economics Papers: this item is included in nep-mac and nep-mon
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