Exchange rate pass through to domestic prices in Zambia.

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Date
2023
Authors
Fandamu, Humphrey
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Publisher
The University of Zambia
Abstract
The major objective of the thesis was to examine the exchange rate pass through to domestic prices in Zambia. The first specific objective examined the exchange rate pass through to consumer prices using the SVAR. Results have shown from that exchange rate passthrough is incomplete and asymmetrical. Results also show that Kwacha depreciation increases consumer price inflation in Zambia. This means that exchange rate movements have the capacity of impairing inflation targets in Zambia. Therefore, to achieve price stability, policy makers should not only focus on monetary stability but also on the exchange rate stability. The second specific objective examined the exchange rate pass through to sectoral prices in the agriculture, manufacturing and services sectors. The findings have shown that the services sector is the most affected sector by exchange rate movements. This is followed by the manufacturing and agriculture sectors. This is likely because the services sector is dominated by wholesale and retail sector, tourism sector and financial services which are sensitive to exchange rate changes. The manufacturing sector is affected because it heavily depends on imported inputs. This sends the signal to policy makers to boost our manufacturing sector and reduce its heavy dependence on imports. Zambia needs to encourage the use of local inputs to reduce dependence on imported inputs. The government should also encourage local tourism thereby reducing the impact of external shocks to this sector. This will reduce the impact of external shocks to the sector. The agriculture sector is least affected by exchange rate movements. This could mean there is less foreign trade in the sector. The government needs to encourage foreign trade in the sector. Finally, the thesis examined the impact of Chinese presence, multilateral and regional globalisation on the exchange rate pass through in Zambia. Results show that Chinese presence has a greater effect than regional globalisation on the exchange rate passthrough to consumer prices. This shows that China has a greater influence on Zambia. There is need to strengthen China-Zambia trade relations to reduce trade cost and trade tariffs on goods imported from China. This may have the reducing effect on the exchange rate pass through to consumer prices and consequently on inflation in Zambia. There could be need to strengthen and increase regional trade since regional trade has a lower effect on the exchange rate passthrough to consumer price inflation.
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Thesis
Keywords
Exchange rate pass-through--Domestic prices. , Foreign exchange rates--Zambia. , Exchange rates --Zambia.
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