• Media type: E-Book
  • Title: An Assessment of the Exchange Rate Pass-Through in Angola and Nigeria
  • Contributor: Lariau, Ana [Author]; El Said, Moataz [Other]; Takebe, Misa [Other]
  • Published: [S.l.]: SSRN, [2016]
  • Published in: IMF Working Paper ; No. 16/191
  • Extent: 1 Online-Ressource (32 p)
  • Language: English
  • DOI: 10.2139/ssrn.2882629
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2016 erstellt
  • Description: This paper estimates the exchange rate pass-through to consumer price inflation in Angola and Nigeria, with particular emphasis on the changes of the pass-through over time. Even though the two countries share similar dependence on oil exports, this paper reveals different results. For Angola, the long-run exchange rate pass-through to prices is high, though it has weakened in recent years reflecting the de-dollarization of the economy. In Nigeria, there is no stable long-run relationship between the exchange rate and prices, and changes in the exchange rate do not have a significant pass-through effect on inflation. However, the pass-through effect on core inflation is significant
  • Access State: Open Access