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The Choice of Exchange-Rate Index and Domestic Price Passthrough

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Author Info
Feinberg, Robert M

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Abstract

This paper finds that the extent of real appreciation and real depreciation in the external value of the dollar since the late 70s has been overstated for most industries by the Federal Reserve Board's 10-country index, and is better proxied by the Dallas Fed's 101-country index. Earlier findings seem robust to the choice of index. Namely, changes in the real external value of the dollar have passed most fully into domestic prices of industries heavily reliant on imported inputs and producing import substitutes, and least fully into capital-intensive and concentrated industries and those protected by entry barriers. Copyright 1991 by Blackwell Publishing Ltd.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Industrial Economics.

Volume (Year): 39 (1991)
Issue (Month): 4 (June)
Pages: 409-20
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Handle: RePEc:bla:jindec:v:39:y:1991:i:4:p:409-20

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-1821

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  1. Robert C. Feenstra, 1995. "Estimating the Effects of Trade Policy," NBER Working Papers 5051, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Peter Rowland, 2004. "Exchange Rate Pass-Through To Domestic Prices: The Case Of Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE. [Downloadable!]
  3. Robert Feinberg & Mieke Meurs, 2005. "Exchange Rate Effects on Domestic Prices in Bulgaria and Poland: Progress in Making Markets?," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 12(2), pages 273-288, July. [Downloadable!] (restricted)
  4. Peter Rowland, . "Exchange Rate Pass-Throught to Domestic Prices: The Case of Colombia," Borradores de Economia 254, Banco de la Republica de Colombia. [Downloadable!]
  5. Cletus C. Coughlin & Patricia S. Pollard & Jerram C. Betts, 1997. "To chain or not to chain trade-weighted exchange rate indexes," Working Papers 1996-010, Federal Reserve Bank of St. Louis. [Downloadable!]
  6. Thorsten Hens, 1994. "Exchange Rates and Perfect Competition," Discussion Paper Serie A 466, University of Bonn, Germany. [Downloadable!]
  7. Peter Rowland, 2003. "Exchange Rate Pass-Through To Domestic Prices: The Case Of Colombia," BORRADORES DE ECONOMIA 002683, BANCO DE LA REPÚBLICA. [Downloadable!]
  8. Robert M. Feinberg & Mieke Meurs, 2005. "Market Reform, Infrastructure and Exchange Rate Passthrough in Central and Eastern Europe," Post-Communist Economies, Taylor and Francis Journals, vol. 17(1), pages 21-32, March. [Downloadable!] (restricted)
  9. Patricia S. Pollard & Cletus C. Coughlin, 2003. "Pass-through estimates and the choice of an exchange rate index," Working Papers 2003-004, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
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