Search Results - subject_exact:"Exchange Rate Pass-Through"

Commodity prices and monetary dynamics in Zambia

Chilima, Nundo - 2026

This paper examines how external commodity shocks, exchange rate depreciation, and monetary policy shocks shape macroeconomic adjustment in Zambia. Using monthly data from 2010 to 2024, the analysis applies sign-restricted local projections to trace the responses of output, inflation, exchange...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667768

Pricing-to-market in business cycle models

Drozd, Lukasz A.; Kolasa, Marcin; Nosal, Jaromir - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669379

Transport mode and the geography of exchange rate pass-through

Del Prete, Davide; Rahman, Aminur; Tolva, Edoardo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676527

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Transport mode and the geography of exchange rate pass-through

Del Prete, Davide; Rahman, Aminur; Tolva, Edoardo - 2026

Book / Working Paper

Cointegration and economic adjustment in agriculture : a VECM approach to coffee price shocks and macroeconomic dynamics

Aliaga-Miranda, Augusto; Flores-Vilcapoma, Luis Ricardo; … - 2026

Coffee-price volatility is a recurrent external shock for Peru's small open economy, with potentially uneven consequences across sectors. This study evaluates whether global coffee prices and domestic macro-agricultural indicators share stable long-run equilibria and quantifies the transmission...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671972

What drives exchange rate pass-throughs? : evidence from a non-parametric method

Kohlscheen, Emanuel; Mehrotra, Aaron N. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016083756

Corridor invoicing : real hedging in international trade

Brancati, Emanuele; Brianti, Marco; Nosal, Jaromir; … - 2026

Using the universe of Italian customs from 2000 to 2021, matched to firm balancesheets, we study how invoicing currency shapes exchange-rate exposure and profitability for two-sided trading firms. We document four facts. First, when a firm begins invoicing imports in dollars, it becomes far more...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091011

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Corridor invoicing : real hedging in international trade

Brancati, Emanuele; Brianti, Marco; Nosal, Jaromir; … - 2026

Book / Working Paper

Invoicing currency and exchange rate transmission in Korea's export

Kim, Junhyong - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016094069

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Invoicing currency and exchange rate transmission in Korea's export

Kim, Junhyong - 2026

Article

Exchange-rate pass-through and invoicing currency choice in international production networks

Ferrari, Alessandro; Freitag, Andreas; Kammerlander, Eric; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611072

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Exchange-rate pass-through and invoicing currency choice in international production networks

Ferrari, Alessandro; Freitag, Andreas; Kammerlander, Eric; … - 2026

Book / Working Paper

Dollar dominance and the transmission of monetary policy

McLeay, Michael; Tenreyro, Silvana - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614188

Did foreigners pay America's tariffs? : quantity discounts, scale economies and incomplete pass-through

Ganapati, Sharat; Hottman, Colin - 2026

Transaction-level quantity discounts are a pervasive feature of US trade, shaping both price variation and tariff incidence. Using administrative microdata, we show that these discounts reflect transaction-level scale economies rather than market power. Accounting for these micro-level economies...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606354

Pass-through, quality adjustment, and imperfect competition

Adachi, Takanori; Doi, Naoshi - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015607083

U.S. dollar dominance in trade invoicing and cross-border investments in SEACEN economies

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015621542

Exchange rate passthrough in Latin America : does dollarization matter?

Notte, Vincent - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625017

Export pricing in preferential and non-preferential markets : firm-level evidence from Bangladesh's apparel exports in the context of LDC graduation

Razzaque, Mohammad A.; Rahman, Jillur; Islam, Syful; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650993

Innovation, green products and trade : evidence from multiproduct firms

Bisio, Laura; Cuzzola, Angelo; Grazzi, Marco; … - 2026

We provide transaction-level evidence on the export performance of green products, examining whether environmentally friendly attributes translate into competitive advantage or disadvantage in international markets. Using Italian customs data matched to firm patent portfolios (2005-2019), we...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667254

The anatomy of transmission : pass-through of market rates to bank deposit rates in the euro area

Kakes, Jan; Samarina, Anna - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668636

Focal pricing constraints and pass-through of input cost changes

Arduini, Francesca - 2026

Pass-through rates are relevant in a variety of contexts, such as estimating antitrust damages. It is often asserted that focal pricing, the practice of charging only special prices, e.g. ending in 9s, reduces the degree of pass-through in an industry. This claim has had serious consequences;...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669090

The price impact of Canadian retaliatory tariffs

Cavallo, Alberto; Kostyshyna, Olena; Kryvtsov, Oleksiy; … - 2026 - Last updated: June 26, 2026

How do import tariffs affect retail prices? We combine daily product-level posted prices from seven major Canadian retailers with product-level tariff exposure to estimate tariff effects in a difference-in-differences framework. Prices of tariffed goods rose gradually, peaking at 6% after three...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670722

The network drivers of trade currency invoicing

Mancini Griffoli, Tommaso; Greiner, Christopher; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060059

Exchange-rate regimes and the behaviour of exporters

Petracchi, Cosimo; Riva, Luca; Petterson, Marco S. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060001

Interest rate differentials, exchange rates, and inflation : a Bayesian state-space approach to regime-dependent pass-through in Japan

Kobayashi, Minoru - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677590

Intertemporal pass-through

Ghassibe, Mishel; Wanengkirtyo, Boromeus; Yotzov, Ivan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063185

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Intertemporal pass-through

Ghassibe, Mishel; Wanengkirtyo, Boromeus; Yotzov, Ivan - 2026

Book / Working Paper

Intertemporal pass-through

Ghassibe, Mishel; Wanengkirtyo, Boromeus; Yotzov, Ivan - 2025

Book / Working Paper

The anatomy of tariff pass-through into consumer prices

Amiti, Mary; Heise, Sebastian; Weinstein, David E. - 2026

Tariffs raise the prices of goods made at home, not just the imports they tax - an effect that standard pass-through estimates largely miss. Studying the 2025 U.S. tariffs, we find that about 26 percent of the tariff increase passes through to consumer prices. These estimates are measured...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081633

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The anatomy of tariff pass-through into consumer prices

Amiti, Mary; Heise, Sebastian; Weinstein, David E. - 2026

Book / Working Paper

Tariff Pass-Through and Import Reallocation

Ahn, JaeBin - 2026

We study how U.S. tariff hikes in 2025 have transmitted to import prices. Consistent with recent evidence, we find that duty-exclusive import prices at the variety (country-product) level do not adjust to tariffs, implying full pass-through to duty-inclusive prices at the border. At the product...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087512

Nigeria’s Shift to a Floating Regime : Interest Rate and Exchange Rate Pass-Through and Policy Effectiveness

Melo Fernandes, Cecilia - 2026

In June 2023, Nigeria transitioned from a multi-window, managed exchange rate system to a floating regime. This paper examines how the regime change altered the interest rate and exchange rate pass-through (ERPT) using econometrics cointegration methods and a Bayesian VAR estimated over...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087622

Impact of foreign ownership of domestic importers on exchange rate pass-through to import prices in Uzbekistan

Mirzaakhmedov, Rashid - 2026

This paper examines how foreign ownership of importing firms shapes exchange rate pass-through (ERPT) to import prices in Uzbekistan across three distinct monetary policy regimes. Using transactionlevel customs data matched with a firm ownership registry, I find that ERPT remained near-complete...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064311

Pass-through and bias in South Africa's household inflation expectations

Smuts, Katrien - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091920

Beggar-thy-neighbor by other means

Jaakko, Markkanen; Markku, Siikanen; Nelli, Valmari - 2026

A country that cannot devalue its currency can still cut its exporters' costs through industrial policy and steal business from foreign rivals. We call this beggar-thy-neighbor by other means and measure it for Finland's 2017- 2019 internal devaluation policy. We estimate the export demand for...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016093414

Heterogeneous trade elasticity and managerial skills

Bas, Maria; Fontagné, Lionel; Iodice, Irene; Orefice, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015574323

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Heterogeneous trade elasticity and managerial skills

Bas, Maria; Fontagné, Lionel; Iodice, Irene; Orefice, … - 2025

Book / Working Paper

Heterogeneous trade elasticity and managerial skills

Bas, Maria; Fontagné, Lionel; Iodice, Irene; Orefice, … - 2025

Book / Working Paper

Buyer market power and exchange rate pass-through

Juárez, Leticia - 2025

I derive a model-based equation relating pass-through to buyer size and estimate it on the micro transaction level data for Colombia. I find that after an exchange rate shock, sellers connected to larger buyers face more moderate changes in their prices in the seller currency (i.e., lower...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015410666

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Buyer market power and exchange rate pass-through

Juárez, Leticia - 2025

Book / Working Paper

Exchange rate pass-through to CEE inflation : SVAR approach

Táborský, František - 2025

This paper examines exchange rate pass-through (ERPT) to prices in Central and Eastern European (CEE) countries, focusing on the Czech Republic, Poland, Hungary, and Romania. We employ a Structural Vector Autoregression (SVAR) model to analyse the transmission of exchange rate shocks to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015443029

Exchange rate pass-through to domestic prices : evidence analysis of a periphery country

Dardouri, Nesrine; Aguir, Abdelkader; Smida, Mounir - 2025

This study aims to examine the context in which the exchange-rate pass-through influences domestic prices in Tunisia by applying vector error correction models. To ensure the robustness of the results obtained from the autoregressive model, additional diagnostic tests were performed. Our...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015596348

In search of the lost exchange rate pass-through in Mexico

Martinez, Samuel; Ventosa-Santaularia, Daniel - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560600

International versus domestic shocks and pass-through to country prices : a heterogeneous VAR approach

Alviarez, Vanessa; Pedroni, Peter Louis; Powell, Andrew; … - 2025

This study investigates the disconnect between falling agricultural commodity prices and persistent food inflation by applying a Heterogeneous Vector Autoregression (VAR) model to a panel of 203 countries using data from 1961 to 2022. It analyzes the impact of global crops, fertilizer, and oil...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015208869

Pricing-to-market as an example of price differentiation in European markets

Misztal, Piotr - 2025

The aim of the research is to assess the degree of the pricing-to-market (PTM) strategy used in selected European countries, focusing on selected groups of consumer goods. The study uses a literature review in the field of macroeconomics and international finance, as well as statistical and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015340187

The exchange rate passthrough to domestic prices : new evidence from Colombia

Larrahondo, Cristhian; Chávez, Augusto; Álvarez, … - 2025

This paper calculates the exchange rate pass through (ERPT) with time constant and time varying coefficients for Colombia between 2006 and 2023. It then estimates the ERPT during four specific depreciation events during the period of analysis: the 2008 financial crisis, the 2014-2016 fall in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015193778

Firms in global value chains and their responses to exchange rate changes

Itō, Keiko; Jinni, Naoto; Matsuura, Toshiyuki; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015418027

Incomplete pass-through in mortgage markets

Amornsiripanitch, Natee; Ricks, Judith - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015468038

Exchange rate offset to US trade policy : the pricing response of Chinese exporters

Khalil, Makram; Strobel, Felix - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015474264

Trading around geopolitics

Corsetti, Giancarlo; Demir, Banu; Javorcik, Beata K. … - 2025

Geopolitical fragmentation triggers complex dynamics in international trade. This paper examines the effects of sanctions through the lens of a stylized model and the empirical analysis of Türkiye’s exports to Russia in the aftermath of Western measures imposed on Russia following its...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015434402

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Trading around geopolitics

Corsetti, Giancarlo; Demir, Banu; Javorcik, Beata K. … - 2025

Book / Working Paper

Trading around geopolitics

Corsetti, Giancarlo; Demir, Banu; Javorcik, Beata K. … - 2024

Book / Working Paper

Firms' pass-through dynamics : a survey approach

Gödl-Hanisch, Isabel; Menkhoff, Manuel - 2025 - This version: August 2025

This paper uses a new survey approach to empirically characterize firm-level passthrough dynamics and explores them in a price-setting model. We directly elicit price pass-through of cost shocks in the field and survey experiments. We find gradual pass-through due to infrequent adjustments...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015439156

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Firms' pass-through dynamics : a survey approach

Gödl-Hanisch, Isabel; Menkhoff, Manuel - 2023

Book / Working Paper

Bilateral invoicing currency ratios : a methodology to calculate them from unilateral invoicing currency ratios

Yoshida, Yūshi; Rondeau, Fabien - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015459960

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Bilateral invoicing currency ratios : a methodology to calculate them from unilateral invoicing currency ratios

Yoshida, Yūshi; Rondeau, Fabien - 2024

Book / Working Paper

Currency risk premia and exporter dynamics

Juvenal, Luciana; Monteiro, Paulo Santos - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015446114

Global value chains and exchange rate pass-through into the import prices of Japanese industries

Rondeau, Fabien; Yoshida, Yūshi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015427234

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Global value chains and exchange rate pass-through into the import prices of Japanese industries

Rondeau, Fabien; Yoshida, Yūshi - 2023

Book / Working Paper

The pass-through of cost shocks to firms’ prices and profits

Parlapiano, Fabio - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015561538

Can exchange rate pass-throughs be perverse? : A robust multiple-prior Bayesian SVAR approach*

Yoshida, Yūshi; Zhai, Weiyang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015564692

Regime-dependent pass-through from oil, gas, and wheat shocks to the Euro : structural breaks, ARDL-ECM, and variance overshooting

Mala, Chajar Matari Fath; Jumono, Sapto; Sugianto; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608432

Assessing tariff and exchange rate pass-through in apparel export prices in the European Union : LDC graduation implications for Bangladesh

Razzaque, Mohammad A.; Islam, Md. Deen; Rahman, Jillur; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613641

Exchange rate pass-through to inflation in the WAMZ : are there asymmetric threshold effects?

Olowofeso, Olorunsola E.; Wadda, Ebrima N.; Adeleke, … - 2025

This study provides country-specific empirical evidence on the optimal exchange rate passthrough to inflation in the WAMZ for the 1980-2023 period. Although there is a large empirical literature on this subject, previous studies have primarily focused on linear approaches to determining optimal...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616226

Underlying factors of inflation in Pakistan : dynamic effects and contributions

Hussain, Fida; Hussain, Shah; Khan, Sajawal - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015519572