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Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation Author info | Abstract | Publisher info | Download info | Related research | Statistics Prasad Bhattacharya ()
Cem A. Karayalcin ()
Dimitrios D. Thomakos ()
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registered author(s):
In this paper we explore the extent of exchange rate pass-through for the USA, UK and Japan using a post-Bretton Woods industry-level dataset. We investigate how different channels of exchange rate pass-through affect domestic and import prices. Our analysis is suggestive of two channels of transmission and we find considerable variation in the extent of pass-through across industries and countries.
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Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number
2006_17.
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Date of creation: 27 Nov 2006Date of revision:
Handle: RePEc:dkn:econwp:eco_2006_17Contact details of provider: Postal: 221 Burwood Highway, Burwood 3125 Phone: 61 3 9244 3815 Web page: http://www.deakin.edu.au/buslaw/aef/index.php
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Keywords: Exchange Rates ; Pass-Through Effect ; Expenditure-Switching ; Other versions of this item:
Find related papers by JEL classification: F0 - International Economics - - General F31 - International Economics - - International Finance - - - Foreign Exchange F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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