Similar Search Results

Exchange Rate Pass-Through into UK Import Prices

Mumtaz, Haroon; Oomen, Ozlem; Wang, Jian - 2007

In this paper we estimate the rate of exchange rate pass-through (ERPT) into UK import prices using disaggregate data at the SITC-2 and SITC-3 digit level. Consistent with earlier studies, we find evidence for significant heterogeneity among the estimated industry-specific pass-through rates. In...

Persistent link: https://www.econbiz.de/10014052549

Chapter 7. International Prices and Exchange Rates

Burstein, Ariel; Gopinath, Gita - In: Handbook of international economics : Volume 4, (pp. 391-451). 2014

We survey the recent empirical and theoretical developments in the literature on the relation between prices and exchange rates. After updating some of the major findings in the empirical literature, we present a simple framework to interpret this evidence. We review theoretical models that...

Persistent link: https://www.econbiz.de/10014025379

Exchange rate pass-through and inflation dynamics in Tunisia : a Markov-switching approach

Khemiri, Rim; Ali, Mohamed Sami Ben - 2013

This paper studies the effect of exchange rate pass-through on inflation in Tunisia for the period 2001 to 2009. The objective is to track inflation regimes for the Tunisian economy and to forecast its determinants. Using a Markov-switching approach, the authors identified two main regimes for...

Persistent link: https://www.econbiz.de/10010223028

Exchange rate pass-through and inflation dynamics in Tunisia : a Markov-Switching approach

Khemiri, Rim; Ali, Mohamed Sami Ben - 2012

This paper studies the effect of exchange rate pass-through on inflation in Tunisia over the period 2001-2009. The authors' objective is to track inflation regimes for the Tunisian economy and to forecast its determinants. Using a Markov-switching approach, the authors identified two main...

Persistent link: https://www.econbiz.de/10009578287

Export prices, markups, and currency choice after a large appreciation

Kaufmann, Daniel; Renkin, Tobias - 2019

We analyze export price adjustment of Swiss manufacturing firms using a novel data set of matched export, import, and … domestic prices. After a large, unexpected, and permanent appreciation of the Swiss franc, export prices set in domestic … currency fell less than export prices set in foreign currency. This difference prevails if we control for variation in firms …

Persistent link: https://www.econbiz.de/10012112506

Exchange rate pass-through into import prices of Croatia

Kurtović, Safet; Šehić-Kršlak, Sabina; Halili, Blerim; … - In: Naše gospodarstvo : NG 64 (2018) 4, pp. 60-73

The main goal of this paper is to examine the influence of macro factors and the degree of the exchange rate pass-through (ERPT) on aggregate and disaggregate import prices of the industrial sectors in the short- and long-run. The study is based on a model used by Campa and Goldberg (2002) and...

Persistent link: https://www.econbiz.de/10012021738

Exchange Rate Pass-Through into Import Prices : A Macro or Micro Phenomenon?

Campa, José Manuel; Goldberg, Linda S. - 2006

Exchange rate regime optimality, as well as monetary policy effectiveness, depends on the tightness of the link between exchange rate movements and import prices. Recent debates hinge on whether producer-currency-pricing (PCP) or local currency pricing (LCP) of imports is more prevalent, and on...

Persistent link: https://www.econbiz.de/10014056754

Exchange Rate Pass-Through into Import Prices : A Macro or Micro Phenomenon?

Campa, José Manuel; Goldberg, Linda S. - 2006

Exchange rate regime optimality, as well as monetary policy effectiveness, depends on the tightness of the link between exchange rate movements and import prices. Recent debates hinge on whether producer-currency pricing (PCP) or local-currency pricing (LCP) of imports is more prevalent, and on...

Persistent link: https://www.econbiz.de/10014074925

Vertical Trade and China's Export Dynamics

Liao, Wei - 2010

share of intermediate goods used in China's export goods production and the degree of exchange rate pass-through in imported …

Persistent link: https://www.econbiz.de/10013141974

What Drives the German Current Account? And How Does It Affect Other EU Member States?

Kollmann, Robert - 2014

We estimate a three-country model using 1995-2013 data for Germany, the Rest of the Euro Area (REA) and the Rest of the … World (ROW) to analyze the determinants of Germany's current account surplus after the launch of the Euro. The most … interest rates to German rates due to the creation of the Euro only had a modest effect on the German current account and on …

Persistent link: https://www.econbiz.de/10013054630