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Inflation Variations In Egypt: An Asymmetrical Analysis Of Pass-Through Effects, Yassmina Rashad Helmi Abouelhassan

Theses and Dissertations

Inflation variations has become an issue that impedes efficient resource allocation and inclusive growth in Egypt. High inflationary pressures negatively affect standards of living, poverty alleviation and finally markets’ efficiency. For the past decade, Research on the causes of inflation in emerging markets has been closely linked to exchange rates pass-through (ERPT). This is due to its perceived impacts on import prices and terms of trade shocks, which lead to a pass-through effect to domestic inflation. This research aims to contribute to the literature by investigating ERPT in Egypt with a nonlinear Autoregressive distributed lag model (NARDL). Recent research on …