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dc.contributor.authorHolmes, Mark J.
dc.date.accessioned2010-06-04T01:33:37Z
dc.date.available2010-06-04T01:33:37Z
dc.date.issued2006
dc.identifier.citationHolmes, M. (2006). Long-run pass-through from the exchange rate to import prices in African countries. Journal of Economic Development, 33(1), 97-111.en_NZ
dc.identifier.urihttps://hdl.handle.net/10289/3927
dc.description.abstractThis paper investigates the extent of pass-through from the nominal exchange rate to import prices for a sample of nineteen African countries. The methodology is based on panel data cointegration testing. Using annual data extending back to 1971, long-run pass-through can be best described as a fairly balanced combination of local-currency and producer-currency pricing. However, this paper offers additional insight from a moving window approach that indicates declining long-run pass-through, accompanied by decreasing inflation, occurring since the mid-1990s.en_NZ
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherChung-Ang Universityen_NZ
dc.relation.urihttp://www.jed.or.kr/en_NZ
dc.rightsThis article has been published in the journal: Journal of Economic Development. Used with permission.en_NZ
dc.subjectexchange rate pass-thoughten_NZ
dc.subjectpanel cointegrationen_NZ
dc.subjectAfricaen_NZ
dc.titleLong-run pass-through from the exchange rate to import prices in African countriesen_NZ
dc.typeJournal Articleen_NZ
dc.relation.isPartOfJournal of Economic Developmenten_NZ
pubs.begin-page97en_NZ
pubs.elements-id33885
pubs.end-page111en_NZ
pubs.issue1en_NZ
pubs.volume33en_NZ


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