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Proceedings of

3rd International Conference on Advances in Social Science, Economics and Management Study SEM 2015

"THE EFFECT OF EXCHANGE RATE CHANGE ON THE PRICE OF THE MOST IMPORTANT VEGETABLE CROPS IN EGYPT"

MAMDOUH ELBADRY MOHAMED REYAD ISMAEIL MOUSTAFA
DOI
10.15224/978-1-63248-063-7-40
Pages
7 - 14
Authors
2
ISBN
978-1-63248-063-7

Abstract: “This research aims to study the impact of changing the exchange rate on the retail prices of the most important vegetable crops in Egypt ( onions , garlic , tomatoes , peas , green zucchini , green beans , potatoes , cucumbers ) , by calculating the impact of the change in the exchange rate on the evolution of retail prices of the most important vegetable crops under study ( the effect of scrolling ) , and develop a model (VAR) standard is structured to measure the impact of the change in the exchange rate on the retail prices of the most important vegetable crops in question . the correlation between the exchange rate of the Egyptian pound against the U.S. dollar and retail prices has been calculated of the most important vegetable crops in Egypt during the period from (January 2010 until December 2014) through the study of the effect of scrolling of the exchange rate on the prices of those crops , and the results showed the existence of a correlation between the exchange rate and the”

Keywords: Pass Through Effect ,Vector Auto Regression, Granger Causality, Akaike Information Criterion, Schwarz Bayesian Criterion, Augmented Dickey,Fuller, Lag Structure, Lag Exclusion, Cross Correlation, Impulse Response .

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