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Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies

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Author Info

  • Joseph P. Byrne
  • Aditya S. Chavali
  • Alexandros Kontonikas.

Abstract

This paper investigates the size and nature of exchange rate pass through to import prices for a panel of 14 emerging economies. We firstly set out a stylized model in which import prices are dependent upon the exchange rate, marginal cost and the mark up. We employed methods which account for panel heterogeneity, distinguish between long and short run pass through effects and allow for asymmetries. Our results show that import prices respond on average positively, but incompletely, to the exchange rate. However, there are important differences between Latin American and Asia once we take account of asymmetry.

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File URL: http://www.gla.ac.uk/media/media_164610_en.pdf
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Bibliographic Info

Paper provided by Business School - Economics, University of Glasgow in its series Working Papers with number 2010_19.

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Date of creation: Jun 2010
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Handle: RePEc:gla:glaewp:2010_19

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Keywords: Import Prices; Exchange Rates; Exchange Rate Pass Through; Foreign Marginal Costs; Emerging Economies;

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  1. Gil-Pareja, Salvador, 2003. "Pricing to market behaviour in European car markets," European Economic Review, Elsevier, vol. 47(6), pages 945-962, December.
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Cited by:
  1. Ali Reza Kazerooni & Behzad Salmani & Majid Feshari, 2013. "The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)," Iranian Economic Review, Economics faculty of Tehran university, vol. 18(2), pages 35-50, spring.

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