Essays about: "Exchange Rate Pass-Through"

Showing result 1 - 5 of 8 essays containing the words Exchange Rate Pass-Through.

  1. 1. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gabriella Linderoth; Malte Meuller; [2024]
    Keywords : Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

    Abstract : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. READ MORE

  3. 2. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ebba Wallin; [2023]
    Keywords : Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

    Abstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE

  4. 3. The Effects of the Swiss Currency Floor on the Exchange Rate Pass-Through in Switzerland. A Structural VAR Analysis.

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Costanza Gai; [2020]
    Keywords : Exchange rate pass-through; Switzerland; VAR; Consumer Prices; Import Prices;

    Abstract : The Swiss Franc experienced a substantial appreciation following the financial and the Euro crises in 2008 and 2011. In response to deflationary pressures, the Swiss National Bank set an exchange rate floor of 1.20 Swiss Francs per Euro in September 2011. The floor was discontinued in January 2015. READ MORE

  5. 4. Exchange Rate Pass-Through and the Underlying Macro Cause

    University essay from Umeå universitet/Nationalekonomi

    Author : Harald Wigerstedt; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  6. 5. Exposure to FX Rate Risk - A Qualitative Analysis of German Fair Trade Importers

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Sebastian Brenner; Kerstin Remer; [2015]
    Keywords : Fair Trade; FX Exposure; Hedging; SMEs; Sustainable Finance; Business and Economics;

    Abstract : The aim of this paper is to investigate the exposure of Fair Trade (FT) importers in Germany, operating based on the principles of the World Fair Trade Organization (WFTO), to foreign exchange (FX) rate risk in the light of the current depreciation of the Euro. The ongoing high volatility of the Euro exchange rate strongly affects Fair Trade companies that import products mostly from developing countries and sell them in the European market. READ MORE