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Exchange-Rate Pass Through, Openness, Inflation, and the Sacrifice Ratio

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Author Info
Joseph P. Daniels () (Center for Global and Economic Studies, Marquette University)
David D. VanHoose () (Hanmaker School of Business, Baylor University)

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Abstract

Considerable recent work has reached mixed conclusions about whether and how globalization affects the inflation-output trade-off and realized inflation rates. In this paper, we utilize cross-country data to provide evidence of interacting effects between a greater extent of exchange-rate pass through and openness to international trade as factors that we find both contribute to lower inflation. The interplay between the inflation effects of pass through and openness suggest that both factors may influence the terms of the output-inflation trade-off. We develop a simple theoretical model showing how both pass through and openness can interact to influence the sacrifice ratio, and we empirically explore the nature of the interplay between the two variables as factors influencing the sacrifice ratio. Our results indicate that a greater extent of pass through depresses the sacrifice ratio and that once the extent of pass through is taken into account alongside other factors that affect the sacrifice ratio, the degree of openness to international trade exerts an empirically ambiguous effect on the sacrifice ratio.

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File URL: http://www.busadm.mu.edu/mrq/workingpapers/wpaper0901.pdf
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File Function: First Version, 2008 Second Version, 2009
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Publisher Info
Paper provided by Marquette University, Department of Economics in its series Working Papers and Research with number 0901.

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Length: 24 pages
Date of creation: Sep 2009
Date of revision:
Handle: RePEc:mrq:wpaper:0901

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Web page: http://www.busamd.mu.edu/Economics/
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Related research
Keywords: Pass Through; Openness; Sacrifice Ratio;

Find related papers by JEL classification:
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies

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This page was last updated on 2009-12-2.


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