[ Le pass-through du taux de change au prix à l'importation : cas de pays en voie de développement ]
Volume 14, Issue 4, February 2016, Pages 940–951
Jaouad Ghardach1
1 Département des Sciences économiques, Université Mohammed V Agdal, Rabat, Maroc
Original language: French
Copyright © 2016 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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 no stationary panel estimation and a cointegration test, our results show that the ERPT in developing countries has a heterogeneous character.
Author Keywords: International trade, Nominal Effective exchange rate, Panel coint.
Volume 14, Issue 4, February 2016, Pages 940–951
Jaouad Ghardach1
1 Département des Sciences économiques, Université Mohammed V Agdal, Rabat, Maroc
Original language: French
Copyright © 2016 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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 no stationary panel estimation and a cointegration test, our results show that the ERPT in developing countries has a heterogeneous character.
Author Keywords: International trade, Nominal Effective exchange rate, Panel coint.
Abstract: (french)
Le présent travail a pour objectif d'examiner théoriquement et empiriquement la relation de long terme du pass-through du taux de change vers les prix à l'importation. En utilisant une approche en panel hétérogènes afin d'estimer le pass-through du taux de change pour 4 pays en voie de développement. Notre méthodologie consiste à une estimation en panel non stationnaire et en testant la coïntégration, nos résultats montrent que le pass-through du taux de change dans les pays en voie de développement a un caractère hétérogène.
Author Keywords: Commerce International, Taux de Change Nominal, Coïntégration-panel, panel hétérogène, Unit root test.
How to Cite this Article
Jaouad Ghardach, “The exchange rate pass-through to import prices: A panel evidence from developing countries,” International Journal of Innovation and Applied Studies, vol. 14, no. 4, pp. 940–951, February 2016.
