Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
AbstractWe define and estimate an exchange rate pass-through equation for 24 developing countries. We find that long run exchange rate pass-through into import price is determined by a combination of nominal effective exchange rate, the price of the competing domestic product, the exporter's cost and domestic demand conditions. Adopting a multi-country framework and using non-stationary panel estimation techniques and tests for panel cointegration, we show that exchange rate pass-through in developing countries is heterogeneous.
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Bibliographic InfoArticle provided by AccessEcon in its journal Economics Bulletin.
Volume (Year): 28 (2004)
Issue (Month): 10 ()
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- BARHOUMI Karim, 2005. "Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation," Economics Bulletin, AccessEcon, vol. 3(26), pages 1-14.
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F0 - International Economics - - General
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- Ben Cheikh, Nidhaleddine & Mohamed Cheik, Hamidou, 2013.
"A Panel Cointegration Analysis of the Exchange Rate Pass-Through,"
49991, University Library of Munich, Germany.
- Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik, 2013. "A panel cointegration analysis of the exchange rate pass-through," Economics Bulletin, AccessEcon, vol. 33(4), pages 2778-2790.
- repec:ebl:ecbull:v:3:y:2008:i:20:p:1-10 is not listed on IDEAS
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- M. Abimbola Oyinlola & M. Adetunji Babatunde, 2009. "A Bound Testing Analysis Of Exchange Rate Pass- Through To Aggregate Import Prices In Nigeria: 1980-2006," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 97-109, December.
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- María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
- Nidhaleddine Ben Cheikh, 2012. "Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach," FIW Working Paper series 078, FIW.
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