Blog

Impact of inflation shocks on foreign exchange rates reflects central bank stature


Abstract: The purchasing power parity theory of exchange rates is easily understood: A basket of goods should have the same price in different markets when that price is expressed in a common currency. However, the relationship between market-determined exchange rates and inflation shocks is not always straightforward. In the short run, central bank transparency can become an important determinant.

Keywords: exchange rates; international economics; inflation; monetary policy;

Access Documents

File(s): File format is text/html https://www.dallasfed.org/research/economics/2024/0903
Description: Full text

Authors

Bibliographic Information

Provider: Federal Reserve Bank of Dallas

Source: Dallas Fed Economics

Publication Date: 2024-09-03