El Amri Youness, Abdelhamid El Bouhadi, Mimoun Benali
{"title":"EXCHANGE RATE PASS-THROUGH IN MOROCCO: A STRUCTURAL VAR APPROACH","authors":"El Amri Youness, Abdelhamid El Bouhadi, Mimoun Benali","doi":"10.46827/ejefr.v5i3.1179","DOIUrl":null,"url":null,"abstract":"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. \n \nJEL: G15, G17, C51, C52 \n \n<p> </p><p><strong> Article visualizations:</strong></p><p><img src=\"/-counters-/edu_01/0925/a.php\" alt=\"Hit counter\" /></p>","PeriodicalId":376871,"journal":{"name":"European Journal of Economic and Financial Research","volume":"97 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-11-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Economic and Financial Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.46827/ejefr.v5i3.1179","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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