Afro Eurasian Studies
The Evolution of Exchange Rate Pass-Through in Turkey: Does Inflation Targeting Matter?
Yazarlar: Dincer DEDEOGLUA, Huseyin KAYAB
Cilt 3 , Sayı 1 , 2014 , Sayfalar 26 - 33
Konular:-
Anahtar Kelimeler:Exchange Rate,Pass-Through,Rolling Var,Inflation Targeting
Özet: In this paper, we aim to investigate the behaviour of exchange rate pass-through in Turkey. We examine how the pass-through evolves over time by employing a rolling VAR. We find that the exchange rate pass-through has declined sharply after the adoption of inflation targeting regime. Additionally, we find that the exchange rate has a larger impact on the producer prices than on the consumer prices, and the gap between two impacts has significantly increased after the implementation of inflation targeting
ATIFLAR
Atıf Yapan Eserler
KAYNAK GÖSTER
BibTex
KOPYALA
@article{2014, title={The Evolution of Exchange Rate Pass-Through in Turkey: Does Inflation Targeting Matter?}, volume={3}, number={1}, publisher={Afro Eurasian Studies}, author={Dincer DEDEOGLUA,Huseyin KAYAB}, year={2014}, pages={26–33} }
APA
KOPYALA
Dincer DEDEOGLUA,Huseyin KAYAB. (2014). The Evolution of Exchange Rate Pass-Through in Turkey: Does Inflation Targeting Matter? (Vol. 3, pp. 26–33). Vol. 3, pp. 26–33. Afro Eurasian Studies.
MLA
KOPYALA
Dincer DEDEOGLUA,Huseyin KAYAB. The Evolution of Exchange Rate Pass-Through in Turkey: Does Inflation Targeting Matter? no. 1, Afro Eurasian Studies, 2014, pp. 26–33.