EXCHANGE RATE PASS-THROUGH IN MOROCCO: A STRUCTURAL VAR APPROACH | Zendy

El Amri Youness | Zendy; Abdelhamid El Bouhadi | Zendy; Mimoun Benali | Zendy

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EXCHANGE RATE PASS-THROUGH IN MOROCCO: A STRUCTURAL VAR APPROACH

Author(s) -

El Amri Youness,

Abdelhamid El Bouhadi,

Mimoun Benali

Publication year - 2021

Publication title -

european journal of economic and financial research

Language(s) - English

Resource type - Journals

ISSN - 2501-9430

DOI - 10.46827/ejefr.v5i3.1179

Subject(s) - exchange rate pass through , exchange rate , index (typography) , industrial production index , economics , monetary economics , price index , econometrics , production (economics) , macroeconomics , computer science , world wide web

This study analyzes the impact of short- and long-term exchange rate fluctuations in Morocco. The purpose of this paper is to study the shocks transmission of exchange rates variations to prices index known as exchange rate pass-through. The empirical results of the quarterly data between 2000 and 2018 revealed that the pass-through of the exchange rate in Morocco is quite important, but incomplete and delayed in three categories of price index: consumer price index, Imports price Index and Industrial production price Index. JEL: G15, G17, C51, C52 Article visualizations:

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