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Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation

Author

Listed:
  • Prasad Bhattacharya
  • Cem A. Karayalcin
  • Dimitrios D. Thomakos

Abstract

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.

Suggested Citation

  • Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos, 2006. "Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation," Working Papers 2006_17, Deakin University, Department of Economics.
    • Handle: RePEc:dkn:econwp:eco_2006_17
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    File URL: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2006_17eco.pdf
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    More about this item

    Keywords

    Exchange Rates; Pass-Through Effect; Expenditure-Switching;
    All these keywords.

    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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