imported inputs in domestic production. Our results are consistent with complete pass-through of import costs to consumer … prices and imply an aggregate exchange rate pass-through of 0:29. We estimate the Brexit vote increased consumer prices by 2 …

This paper studies shock-dependent exchange rate pass-through for Japan with a Bayesian structural vector … in the exchange rate pass-through across different shocks. Nevertheless, the exogenous exchange rate shock remains the … most important driver of exchange rate fluctuations. Finally, we apply our model to "forecast'' the extent of pass-through …

correlated within countries; (2) across countries, consumption vol is more correlated than output vol; (3) the pass-through of …

This study has analysed the implications of Inflation Targeting for the Exchange Rate Pass-Through (ERPT) to inflation …

Do inflation expectations and the associated pass-through of oil price shocks depend on demand and supply conditions …

We investigate pass-through of exchange rate changes into UK import prices for 55 sectors using sector … in pass-through, but find that compositional effects have not generated much variation in aggregate pass-through over … prices in the long run. Pass-through is faster for larger exchange rate changes than smaller ones; and for movements driven …

Aggregate exchange rate pass-through (ERPT) to import and consumer prices in the EU is currently lower than it was in …

This paper studies shock-dependent exchange rate pass-through for Japan with a Bayesian structural vector … traditional sign and zero restrictions. We show that there is a significant variation in the exchange rate pass-through across …