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Non-Linear Exchange Rate Pass-Through to Euro Area Inflation : A Local Projection Approach

Colavecchio, Roberta - 2020

How long does it take for exchange rate changes to pass through into inflation? Does it make a difference whether the …

Persistent link: https://www.econbiz.de/10012844267

Non-linear exchange rate pass-through to euro area inflation: A local projection approach

Colavecchio, Roberta; Rubene, Ieva - 2020

How long does it take for exchange rate changes to pass through into in ation? Does it make a difference whether the exchange rate depreciates or appreciates? Do relatively large exchange rate changes entail more exchange rate pass-through? In this paper, we examine possible non-linearities in...

Persistent link: https://www.econbiz.de/10012389565

Has the Exchange Rate Pass Through Recently Declined in the Euro Area?

Özyurt, Selin - 2016

This study investigates the degree and speed of the exchange rate pass through (ERPT) into extra-euro area import prices for the euro area aggregate and the five largest countries. Based on quarterly frequency data, the analysis covers the period 1996Q1-2015Q2. Two alternative measures of the...

Persistent link: https://www.econbiz.de/10012983079

The Impact of Exchange Rate Shocks on Sectoral Activity and Prices in the Euro Area

Hahn, Elke - 2021

This paper investigates the impact of exchange rate shocks on sectoral activity and prices in the euro area. Using a VAR framework it provides evidence on the magnitude and speed of the impact of exchange rate shocks on activity in all main euro area sectors and on activity and producer prices...

Persistent link: https://www.econbiz.de/10013316897

Exchange Rate Pass-Through in the Euro Area

Comunale, Mariarosaria - 2017

-through to import prices and overall very small pass-through to consumer inflation in the euro area …

Persistent link: https://www.econbiz.de/10012963914

Exchange Rate Shocks and Inflation Comovement in the Euro Area

Leiva‐Leon, Danilo - 2020

This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries inflation into … quarters of the past six years, especially in turning point periods. Our main results indicate that headline inflation in euro … inflation this increasing sensitivity is solely reliant on a sustained surge in the degree of comovement, for energy inflation …

Persistent link: https://www.econbiz.de/10012838756

Has the exchange rate pass through recently declined in the euro area?

Özyurt, Selin - 2016

Persistent link: https://www.econbiz.de/10011606000

Exchange rate pass-through in the euro area

Comunale, Mariarosaria; Kunovac, Davor - 2017

-through to import prices and overall very small pass-through to consumer in?ation in the euro area. …

Persistent link: https://www.econbiz.de/10011606048

Exchange rate shocks and inflation comovement in the euro area

Leiva-Leon, Danilo; Martínez-Martín, Jaime; Ortega, Eva - 2020

This paper decomposes the time-varying effect of exogenous exchange rate shocks on euro area countries in ation into country-specific (idiosyncratic) and region-wide (common) components. To do so, we propose a exible empirical framework based on dynamic factor models subject to drifting...

Persistent link: https://www.econbiz.de/10012422045

Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through

Dées, Stéphane - 2008

This paper aims at showing heterogeneity in the degree of exchange rate pass-through to import prices in major advanced economies at three different levels: 1) across destination markets; 2) across types of exporters (distinguishing developed economy from emerging economy exporters); and 3) over...

Persistent link: https://www.econbiz.de/10012770624