The Social Sciences

Year: 2011
Volume: 6
Issue: 2
Page No. 87 - 95

Exchange Rate Pass-Through to Domestic Prices in Nigeria: A Dynamic Investigation

Authors : Mutiu A. Oyinlola and Festus O. Egwaikhide

References

Barhoumi, K., 2005. Exchange rate pass-through into import prices in developing countries: An empirical investigation. Econ. Bull., 3: 1-14.
Direct Link  |  

Campa, J. and L. Goldberg, 2005. Exchange rate pass through into import prices. Rev. Econ. Stat., 87: 679-690.
Direct Link  |  

Devereux, M. and C. Engel, 2001. Monetary policy in the open economy revisited: Price setting and exchange rate flexibility. The National Bureau of Economic Research Working Paper No. 7665.

Devereux, M.B. and C. Engel, 2002. Exchange rate pass-through, exchange rate volatility and exchange rate disconnect. J. Monetary Econ., 49: 913-940.
Direct Link  |  

Devereux, M.B., C. Engel and P.E. Storgaard, 2004. Endogenous exchange rate pass-through when nominal prices are set in advance. J. Int. Econ., 63: 263-291.
CrossRef  |  

Dornbusch, R., 1987. Exchange rate and prices. Am. Econ. Rev., 77: 93-106.
Direct Link  |  

Frimpong, S. and A.M. Adam, 2010. Exchange rate pass-through in Ghana. Int. Bus. Res., 3: 186-192.
Direct Link  |  

Goldberg, P.K. and M.M. Knetter, 1996. Goods prices and exchange rates: What have we learned. NBER Working Paper No. 5862.

Goldberg, P.K. and M.M. Knetter, 1997. Goods prices and exchange rate: What have we learned. J. Econ. Literature, 35: 1243-1272.
Direct Link  |  

Hakura, D. and E.U. Choudhri, 2001. Exchange rate pass-through to domestic prices: Does the inflationary environment matter?. IMF Working Paper, No. 01/194. http://ideas.repec.org/p/imf/imfwpa/01-194.html.

Hooper, P. and C.L. Mann, 1989. Exchange rate pass-through in the 1980s: The case of U.S. imports of manufactures. Brook. Papers Econ. Activity, 20: 297-337.
Direct Link  |  

Johansen, S. and K. Juselius, 1990. Maximum likelihood estimation and inference on cointegration-with applications to the demand for money. Oxford Bull. Econ. Stat., 52: 169-210.
CrossRef  |  Direct Link  |  

Johansen, S., 1988. Statistical analysis of cointegration vectors. J. Econ. Dyn. Control, 12: 231-254.
CrossRef  |  Direct Link  |  

Kasa, K., 1992. Adjustment costs and pricing-to-market theory and evidence. J. Int. Econ., 32: 1-30.
CrossRef  |  

Kiptui, M., D. Ndolo and S. Kaminchia, 2005. Exchange rate pass-through: To what extent do exchange rate fluctuations affect import prices and inflation in Kenya. Policy Discussion Paper No. 1. Central Bank of Kenya, Nairobi.

Knetter, M.M., 1989. Price discrimination by U.S and German Exporters. Am. Econ. Rev., 79: 198-210.
Direct Link  |  

Krugman, P.R., 1987. Is free trade passe? J. Econ. Perspectives, 1: 131-144.
Direct Link  |  

Kwiatkowski, D., P.C.B. Phillips, P. Schmidt and Y. Shin, 1992. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? J. Econometrics, 54: 159-178.
CrossRef  |  Direct Link  |  

McCarthy, J., 1999. Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies. Working Paper No. 79, Bank for International Settlements, Basel. http://ideas.repec.org/p/bis/biswps/79.html.

Mirdala, R., 2009. Exchange rate pass-through to domestic prices in the Central European countries. J. Applied Econ. Sci., 4: 408-424.
Direct Link  |  

Oladipo, O., 2007. Exchange rate pass-through: A case study of a small open economy. Global Econ. J., Vol. 7, 10.2202/1524-5861.1246

Olivei, G.P., 2002. Exchange rates and the prices of manufacturing products imported into the United States. New England Economic Review, First Quarter, pp: 3-18. http://ideas.repec.org/a/fip/fedbne/y2002iq1p3-18.html.

Omisakin, O.A., 2009. Exchange rate pass-through to domestic price and output in Nigeria. Int. Bus. Manage., 3: 38-42.
CrossRef  |  Direct Link  |  

Oyinlola, M.A., 2009. Exchange rate pass through to domestic prices: The case of Nigeria. Afr. J. Eco. Policy, Vol. 16, No. 2.

Taylor, J.B., 2000. Low Inflation, Pass-through and the pricing power of firms. Eur. Econ. Rev., 44: 1389-1408.
CrossRef  |  

Yang, J., 1997. Exchange rate pass-through in U.S. manufacturing industries. Rev. Econ. Stat., 79: 95-104.
Direct Link  |  

Design and power by Medwell Web Development Team. © Medwell Publishing 2024 All Rights Reserved