Exchange Rate Pass-through into Prices in Tunisia and Morocco

Dr. Zouheir ABIDA; Imen Mohamed Sghaier

Authors

Dr. Zouheir ABIDA
Imen Mohamed Sghaier

Keywords:

Pass-through, shock absorber, monetary policy, Tunisia, Morocco

Abstract

This paper examines the degree of Exchange Rate Pass-Through to prices in Tunisia and Morocco, using the two recent methods developed by Edwards (2006) and Gerlach and Gerlach-Kristen (2006). Based on quarterly and annual data from 1980 to 2010, our results show that, whatever the method used, the nominal exchange rate does not play the role of a shock absorber mechanism in these two countries.

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How to Cite

Exchange Rate Pass-through into Prices in Tunisia and Morocco. (2012). Global Journal of Management and Business Research, 12(2), 77-88. https://journalofbusiness.org/index.php/GJMBR/article/view/646

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