Exchange Rate Pass-Through to Consumer Prices in Pakistan: Using Vector Auto Regression (VAR) Approach

Clicks: 1
ID: 316148
2024
Free PDF
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal

Ranked #32 of 182 articles by views in Journal of Statistics

Most read Least read

Bar heights use a square-root scale. Only the 120 most-read articles are drawn; the journal has 182 in total.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Sign in to mint
Abstract
This study attempts to examine the pass-through impact of exchange rates on consumer prices in the specific context of Pakistan. To completely assess this association, a thorough configuration of five variables was carefully picked. The dataset covers financial patterns spanning more than twenty years, from January 2000 to December 2021. With the utilization of multivariate analysis and a Vector Auto Regression (VAR) model, the analysis presents convincing fragments of the data. The data indicates that fluctuations in the exchange rate have a significant impact on the Consumer Price Index (CPI). The Impulse Response (IR) analysis incorporates this association, mirroring a positive relationship between the two variables. In like manner, Granger causality analysis reveals understanding into the sharp control of the CPI in wrapping up exchange rate shifts. Unendingly out, these revelations feature the squeezing position of the exchange rate in making feeling of expansion parts inside Pakistan's monetary scene.
Reference Key
imported_1780933789_6a26e49dba984 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Mustansar Aatizaz, Shahzada Aatzaz, Ghazanfar Aatzaz, Maliha Aitzaz
Journal Journal of Statistics
Year 2024
DOI
DOI not found
URL
https://jstat.gcu.edu.pk/index.php/jstat/article/view/4
Keywords Keywords not found

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.