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Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation

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  • barhoumi karim

    ()
    (GREQAM)

Abstract

We 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 Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 28 (2004)
Issue (Month): 10 ()
Pages: A0

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Handle: RePEc:ebl:ecbull:eb-04aa0012

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Cited by:
  1. Jamel JOUINI & Karim BARHOUMI, 2008. "Revisiting the decline in the exchange rate pass-through: further evidence from developing countries," Economics Bulletin, AccessEcon, vol. 3(20), pages 1-10.
  2. Frankel, Jeffrey A. & Wei, Shang-jin & Parsley, David, 2012. "Slow Pass-through Around the World: A New Import for Developing Countries?," Scholarly Articles, Harvard Kennedy School of Government 10494212, Harvard Kennedy School of Government.
  3. Nidhaleddine Ben Cheikh, 2012. "Long Run Exchange Rate Pass-Through: Evidence from New Panel Data Techniques," Economics Working Paper Archive (University of Rennes 1 & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS 201225, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  4. Guillaume Gaulier & Amina Lahrèche-Révil & Isabelle Méjean, 2008. "Exchange-rate pass-through at the product level," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 41(2), pages 425-449, May.
  5. 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, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 97-109, December.
  6. David C. Parsley, 2012. "Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services," Journal of Development Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 48(7), pages 832-846, January.
  7. 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.
  8. María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
  9. Nidhaleddine Ben Cheikh, 2012. "Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach," FIW Working Paper series, FIW 078, FIW.
  10. repec:ebl:ecbull:v:3:y:2008:i:20:p:1-10 is not listed on IDEAS

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