Have a personal or library account? Click to login
The Effects Of Asymmetric Transmission Of Exchange Rate On Inflation In Iran: Application Of Threshold Models Cover

The Effects Of Asymmetric Transmission Of Exchange Rate On Inflation In Iran: Application Of Threshold Models

Open Access
|Sep 2015

References

  1. Aguerre, R.B., Fuertes, A.M.and K.phylaktis (2012),”Exchange rate Pass-Through into Import Prices revisited: what derives it?” journal of International Money, vol.31, pp.818-844.
  2. Bruno, M. (1979), “Stabilization and stagflation in a semi-industrialized economy,” in International Economic Policy. Theory and Evidence, Eds by R. Dornbusch, J.A. Frenkel, Baltimore, PP. 270-289.
  3. Choudri,E. and D.Hakura(2001),”Exchange rate Pass-Through to Domestic Prices: Does the inflationary Environment Matter?”,journal of International Money and Finance,vol.25,pp.614-639.10.1016/j.jimonfin.2005.11.009
  4. Cote, A., (1994),” Exchange Rate Volatility and Trade: a Survey”, Working Paper, Bank of Canada, No. 38, PP. 5-94.
  5. Delatte, A.L., Villavicencio, A.L., (2012), " Asymmetric exchange rate pass-through: Evidence from major countries", Journal of Macroeconomics, Vol. 34, PP. 833-844.10.1016/j.jmacro.2012.03.003
  6. Dickey. D.A. and W. A. Fuller. 1979. "Distribution of the Estimation for Autoregressive Time Series with a Unite Root". Journal of the American Statistical Society. No 75. pp 427-431.10.1080/01621459.1979.10482531
  7. Dornbush, R., (1987). “Exchange Rate and Prices”, No. 77, (March), pp. 93-106.
  8. Enders, W., Silkos, P.L. (2001), "Co-integration and threshold adjustment”,. Journal of business and Economic Statistics, Vol. 19, PP. 166-176.10.1198/073500101316970395
  9. Enders, W.(2004),”Applied Econometrics Time Series”, University of Alabama,Wiley,PP.393-399.
  10. Engel, R.F., Garenger, C.W.J. (1987), "Co-Integration and Error Correction: Representation, Estimation, Testing ". Econometrica. Vol. 55, No.2, pp.251-276.10.2307/1913236
  11. Faruqee, H., Jaeger, A., (2004), "Exchange Rate Pass-Through in the Euro Area: The Role of Asymmetric Pricing Behavior", IMF Working Paper, Vol. 14, PP. 1-26.10.5089/9781451843156.001
  12. Goldberg, P. K., Knetter, M., (1997), “Goods Prices and Exchange Rates: What Have We Learned?” Journal of Economic Literature, No. 35, pp. 1243-72.
  13. Gylfason, T., Schmid, M., (1983). "Does devaluation cause stagflation?" Canadian Journal of Economics, Vol. 16, No. 4, PP. 641-654.
  14. Ghosh, A. and R.S.Rajan (2009),” Exchange rate Pass- Through in Korea and Thailand, Trends and Determinants”, Japan and world Economy, vol.21.NO.1, pp.55-70.10.1016/j.japwor.2008.01.002
  15. Hirschman, A.O. (1949), “Devaluation and the Trade Balance: A Note,” Review of Economics and Statistics, 31, PP. 50-53.10.2307/1927193
  16. Hufner, F.P., Schorder, M., (2002), “Exchange rate Pass-Through to Consumer Prices: A European Perspective”, ZEW Working Paper, No.02, http://ssrn.com. 10.2139/ssrn.304939
  17. Jimborean, Ramona (2013),” Exchange rate pass-through in the New EU member States”, Economic systems, Elsevier, vol.37, NO.2, pp.302-329.10.1016/j.ecosys.2012.08.006
  18. Kandil, M. (2000). “The Asymmetric Effect of Exchange rate fluctuation: Theory and Evidence from Developing Countries”. IMF Working Paper, 18410.5089/9781451859355.001
  19. Karoro, T., Aziakpono, M.J., Cattaneo, N., (2008), "Exchange Rate Pass-Through to Import Prices in South Africa: Is there Asymmetry?” ERSA (Economic Research Southern Africa) Working Paper, No. 79, PP. 1-20.
  20. Laflèche, T., (1996). "The impact of exchange rate movements on consumer prices". Bank of Canada Review, winter 1996-1997, PP. 21-32.
  21. Lin, P.C. and C.Swu (2012),” Exchange rate Pass-Through in Deflation: The Case of Taiwans”, International Review of Economics and Finance, Vol.22, NO.1, pp.101-111.10.1016/j.iref.2011.10.010
  22. Meade, J.E., (1951). "The theory of International Economic Policy", I: The balance of payment. Oxford: Oxford University Press.
  23. Mihaljek, Dubravko and Marc Klau, (2001). “A Note on the Pass-through From Exchange Rate and Foreign Price Changes to Inflation in selected Emerging Market Economies”, BIS Papers, No. 8, (November),http://www.bis.org/pub1/bispap08c.
  24. Mihaljek, D., Klau, M., (2008), "Exchange rate pass-through in emerging market economies: what has changed and why", BIS Papers, No. 35, PP. 103-130.
  25. Newey, W., West, K., (1987), "A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix", Econometrica, Vol. 55, PP. 703-708.10.2307/1913610
  26. Nidhaleddine, B.C., (2012), "Asymmetric Exchange Rate Pass-Through in the Euro Area: New Evidence from Smooth Transition Models", Economics, No. 36, PP. 1-26.
  27. Pesaran, M. H., and B. Pesaran, (1997). “Microfit 4.0 (Window Version)”, New York: Oxford University Press.
  28. Przystupa, J., Wróbel, E., (2009), "Asymmetry of the exchange rate Pass-Through: An exercise on the Polish data", MPRA (Munich Personal RePEC Archive) Paper, No. 17660, PP. 1-29.
  29. Taylor, J.B. (2000),”Low inflation, Pass-Through and the pricing Power of Firms”, European Economic Review, Vol.44, pp.1389-1408.10.1016/S0014-2921(00)00037-4
  30. Wijnbergen, S.V., (1989). "Inflation, balance of Payments Crises and Public Sector Deficits", in E.Helpman, A. Razin and E. Sadka (eds.)The Economics of Public Sector Deficits, MIT Press.
DOI: https://doi.org/10.1515/sbe-2015-0023 | Journal eISSN: 2344-5416 | Journal ISSN: 1842-4120
Language: English
Page range: 99 - 113
Published on: Sep 25, 2015
Published by: Lucian Blaga University of Sibiu
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2015 Yazdan Naghdi, Soheila Kaghazian, published by Lucian Blaga University of Sibiu
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.