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Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?

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Author Info
barhoumi karim () (greqam)

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Abstract

In this paper, we analyze the nature of long-run exchange rate pass-through in a panel of 24 developing countries. We define and estimate an exchange rate pass-through equation based on micro-foundations of pricing behaviour by exporters firms. We adopt a multi-country framework and we use non-stationary panel estimation techniques and test for panel cointegration. we show that long-run exchange rate pass-through in developing countries is an heterogeneous phenomenon.

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File URL: http://www.accessecon.com/pubs/EB/2005/Volume6/EB-05F10005A.pdf
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Publisher Info
Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 6 (2005)
Issue (Month): 14 ()
Pages: 1-12
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:6:y:2005:i:14:p:1-12

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Related research
Keywords: Developing countries;

Find related papers by JEL classification:
F1 - International Economics - - Trade
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

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This page was last updated on 2010-1-5.

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