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Citations for "Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance"

by Michael B. Devereux & Charles Engel & Peter E. Storgaard

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  1. Linda Goldberg & Cédric Tille, 2013. "A bargaining theory of trade invoicing and pricing," Staff Reports, Federal Reserve Bank of New York 611, Federal Reserve Bank of New York.
  2. Corsetti, Giancarlo & Pesenti, Paolo, 2005. "International dimensions of optimal monetary policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 52(2), pages 281-305, March.
  3. Alexander Mihailov, 2003. "Exchange Rate Pass-Through on Prices in Macrodata: A Comparative Sensitivity Analysis," Economics Discussion Papers, University of Essex, Department of Economics 568, University of Essex, Department of Economics.
  4. Novy, Dennis, 2006. "Hedge Your Costs: Exchange Rate Risk and Endogenous Currency Invoicing," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 765, University of Warwick, Department of Economics.
  5. Teo, Wing Leong, 2009. "Should East Asia's currencies be pegged to the yen? The role of invoice currency," Journal of the Japanese and International Economies, Elsevier, Elsevier, vol. 23(3), pages 283-308, September.
  6. Elbeck, Matt, 2010. "Advancing the design of a dynamic petro-dollar currency basket," Energy Policy, Elsevier, Elsevier, vol. 38(4), pages 1938-1945, April.
  7. Raphael S. Schoenle & Raphael A. Auer, 2013. "Market Structure and Exchange Rate Pass-Through," Working Papers, Brandeis University, Department of Economics and International Businesss School 62, Brandeis University, Department of Economics and International Businesss School.
  8. Shi, Kang & Xu, Juanyi, 2010. "Twin dollarization and exchange rate policy," Journal of International Economics, Elsevier, Elsevier, vol. 81(1), pages 109-121, May.
  9. Devereux, Michael B. & Engel, Charles & Storgaard, Peter E., 2004. "Endogenous exchange rate pass-through when nominal prices are set in advance," Journal of International Economics, Elsevier, Elsevier, vol. 63(2), pages 263-291, July.
  10. Ehsan U. Choudhri & Dalia S. Hakura, 2014. "The Exchange Rate Pass-Through to Import and Export Prices: The Role of Nominal Rigidities and Currency Choice," Carleton Economic Papers, Carleton University, Department of Economics 14-09, Carleton University, Department of Economics.
  11. Bacchetta, Philippe & Van Wincoop, Eric, 2002. "A theory of the currency denomination of international trade," Working Paper Series, European Central Bank 0177, European Central Bank.
  12. Jenny E. Ligthart & Sebastian E. V. Werner, 2011. "Has the Euro Affected the Choice of Invoicing Currency?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 2011-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  13. Devereux, Michael B. & Shi, Kang & Xu, Juanyi, 2007. "Global monetary policy under a dollar standard," Journal of International Economics, Elsevier, Elsevier, vol. 71(1), pages 113-132, March.
  14. Shin-ichi Fukuda & Masanori Ono, 2006. "On the Determinants of Exporters' Currency Pricing: History vs. Expectations," NBER Working Papers, National Bureau of Economic Research, Inc 12432, National Bureau of Economic Research, Inc.
  15. Caroline Schmidt, 2005. "International Transmission Effects of Monetary Policy Shocks: Can Asymmetric Price Setting Explain the Stylized Facts?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich 05-102, KOF Swiss Economic Institute, ETH Zurich.
  16. Charles Engel, 2005. "Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing," NBER Working Papers, National Bureau of Economic Research, Inc 11209, National Bureau of Economic Research, Inc.
  17. Alessandro Flamini, 2004. "Inflation Targeting and Exchange Rate Pass-Through," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 04-2004, Economics Section, The Graduate Institute of International Studies.
  18. Lian An & Jian Wang, 2011. "Exchange rate pass-through: evidence based on vector autoregression with sign restrictions," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 70, Federal Reserve Bank of Dallas.
  19. Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers, Bank of England 382, Bank of England.
  20. Linda Goldberg, 2005. "Trade Invoicing in the Accession Countries: Are They Suited to the Euro?," NBER Working Papers, National Bureau of Economic Research, Inc 11653, National Bureau of Economic Research, Inc.
  21. Jian Wang, 2007. "Home bias, exchange rate disconnect, and optimal exchange rate policy," Working Papers, Federal Reserve Bank of Dallas 0701, Federal Reserve Bank of Dallas.
  22. Ariel Burstein & Gita Gopinath, 2013. "International Prices and Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc 18829, National Bureau of Economic Research, Inc.
  23. Yosuke Tsuyuguchi & Philip D Wooldridge, 2008. "The evolution of trading activity in Asian foreign exchange markets," BIS Working Papers, Bank for International Settlements 252, Bank for International Settlements.
  24. Bussière, Matthieu & Peltonen, Tuomas A., 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," Working Paper Series, European Central Bank 0951, European Central Bank.
  25. Linda Goldberg & Cédric Tille, 2008. "Macroeconomic interdependence and the international role of the dollar," Staff Reports, Federal Reserve Bank of New York 316, Federal Reserve Bank of New York.
  26. Federico Marongiu, 2004. "Devaluación e Inflacion en Argentina despues de la Convertibilidad," Macroeconomics, EconWPA 0404013, EconWPA.
  27. Kolver Hernandez & Aslı Leblebicioğlu, 2012. "A regime-switching analysis of pass-through," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 148(3), pages 523-552, September.
  28. Luis Felipe Céspedes & Rodrigo Valdés, 2006. "Autonomía de Bancos Centrales: La Experiencia Chilena," Working Papers Central Bank of Chile, Central Bank of Chile 358, Central Bank of Chile.
  29. Alessandro Flamini, 2012. "Interest Rate Forecasts in Inflation Targeting Open-Economies," DEM Working Papers Series, University of Pavia, Department of Economics and Management 027, University of Pavia, Department of Economics and Management.
  30. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2007. "Optimal Monetary Policy and the Sources of Local-Currency Price Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6557, C.E.P.R. Discussion Papers.
  31. Chen, Natalie & Juvenal, Luciana, 2013. "Quality, Trade, and Exchange Rate Pass-Through," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE) 165, Competitive Advantage in the Global Economy (CAGE).
  32. Bouakez, Hafedh & Rebei, Nooman, 2008. "Has exchange rate pass-through really declined? Evidence from Canada," Journal of International Economics, Elsevier, Elsevier, vol. 75(2), pages 249-267, July.
  33. Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Working Papers, Bank of Canada 06-2, Bank of Canada.
  34. Giancarlo Corsetti & Paolo Pesenti, 2005. "The simple geometry of transmission and stabilization in closed and open economies," Staff Reports, Federal Reserve Bank of New York 209, Federal Reserve Bank of New York.
  35. Michael Dotsey & Margarida Duarte, 2009. "How Important is the Currency Denomination of Exports in Open-Economy Models?," Working Papers, University of Toronto, Department of Economics tecipa-383, University of Toronto, Department of Economics.
  36. Eiji Fuji & Jeannine Bailliu, 2004. "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Computing in Economics and Finance 2004, Society for Computational Economics 135, Society for Computational Economics.
  37. Jeffrey Frankel & David Parsley & Shang-Jin Wei, 2012. "Slow Pass-through Around the World: A New Import for Developing Countries?," Open Economies Review, Springer, Springer, vol. 23(2), pages 213-251, April.
  38. José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange rate pass through to import prices in the euro area," Banco de Espa�a Working Papers, Banco de Espa�a 0538, Banco de Espa�a.
  39. Linda S. Goldberg & Cédric Tille, 2006. "The International Role of the Dollar and Trade Balance Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc 12495, National Bureau of Economic Research, Inc.
  40. Luis Carranza & José E. Galdón-Sánchez & Javier Gómez Biscarri, 2004. "Exchange Rate and Inflation Dynamics in Dollarized Economies," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 10/04, School of Economics and Business Administration, University of Navarra.
  41. Claudio E. V. Borio & Andrew Filardo, 2007. "Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation," BIS Working Papers, Bank for International Settlements 227, Bank for International Settlements.
  42. Alexander Mihailov, 2004. "The Empirical Range of Pass-Through in US, German and Japanese Macrodata," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 44, Money Macro and Finance Research Group.
  43. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "A New Micro Model of Exchange Rate Dynamics (March 2004)," Working Papers, Georgetown University, Department of Economics gueconwpa~05-05-04, Georgetown University, Department of Economics.
  44. Andreas Bachmann, 2012. "Exchange rate pass-through to various price indices: empirical estimation using vector error correction models," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp1205, Universitaet Bern, Departement Volkswirtschaft.
  45. Kólver Hernández & Asli Leblebicioglu, 2008. "A Regime Switching Analysis of Exchange Rate Pass-through," Working Papers, University of Delaware, Department of Economics 08-17, University of Delaware, Department of Economics.
  46. James L. Butkiewicz & Zeliha Ozdogan, 2013. "Financial crisis, monetary policy reform and the monetary transmission mechanism in Turkey," Working Papers, University of Delaware, Department of Economics 13-08, University of Delaware, Department of Economics.
  47. Senay, Ozge & Sutherland, Alan, 2010. "Local Currency Pricing, Foreign Monetary Shocks and Exchange Rate Policy," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 2010-18, Scottish Institute for Research in Economics (SIRE).
  48. Kamps, Annette, 2006. "The euro as invoicing currency in international trade," Working Paper Series, European Central Bank 0665, European Central Bank.
  49. Alberto Cavallo & Brent Neiman & Roberto Rigobon, 2012. "Currency Unions, Product Introductions, and the Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc 18563, National Bureau of Economic Research, Inc.
  50. Giovanni Ganelli & Juha Tervala, 2007. "Public Infrastructures, Public Consumption, and Welfare in a New-Open-Economy-Macro Model," IMF Working Papers, International Monetary Fund 07/67, International Monetary Fund.
  51. Olivier de Bandt & Tovonony Razafindrabe, 2014. "Does nominal rigidity mislead our perception of the exchange rate pass-through?," EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX 2014-36, University of Paris West - Nanterre la Défense, EconomiX.
  52. Straume, Hans-Martin, 2013. "Currency invoicing in Norwegian salmon export," Working Papers in Economics, University of Bergen, Department of Economics 11/13, University of Bergen, Department of Economics.
  53. Tokhir Mirzoev, 2004. "A Dynamic Model of Endogenous Exchange Rate Pass-Through," International Finance, EconWPA 0409002, EconWPA.
  54. Xiaowen Jin, 2012. "An Empirical Study of Exchange Rate Pass-Through in China," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(2), pages 135-156, May.
  55. Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012. "Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(4), pages 1154-1166.
  56. Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series, European Central Bank 0531, European Central Bank.
  57. Michaelis, Jochen, 2006. "Optimal monetary policy in the presence of pricing-to-market," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(3), pages 564-584, September.
  58. Corsetti, Giancarlo, 2007. "New Open Economy Macroeconomics," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6578, C.E.P.R. Discussion Papers.
  59. Linda S. Goldberg & Cedric Tille, 2005. "Vehicle Currency Use in International Trade," NBER Working Papers, National Bureau of Economic Research, Inc 11127, National Bureau of Economic Research, Inc.
  60. Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2007. "Currency Choice and Exchange Rate Pass-through," NBER Working Papers, National Bureau of Economic Research, Inc 13432, National Bureau of Economic Research, Inc.
  61. María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
  62. Devereux, Michael B. & Yetman, James, 2010. "Price adjustment and exchange rate pass-through," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(1), pages 181-200, February.
  63. Ehsan U. Choudhri & Dalia Hakura, 2012. "The Exchange Rate Pass -Through to Import and Export Prices," IMF Working Papers, International Monetary Fund 12/226, International Monetary Fund.
  64. Margarida Duarte & Michael Dotsey, 2011. "How Important is the Currency Denomination of Exports in Open Economy Models?," 2011 Meeting Papers, Society for Economic Dynamics 380, Society for Economic Dynamics.
  65. Flodén, Martin & Wilander, Fredrik, 2004. "State Dependent Pricing and Exchange Rate Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 174, Sveriges Riksbank (Central Bank of Sweden).
  66. Alessandro Flamini & Costas Milas, 2014. "Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication," DEM Working Papers Series, University of Pavia, Department of Economics and Management 080, University of Pavia, Department of Economics and Management.
  67. Corsetti, Giancarlo & Dedola, Luca, 2005. "A macroeconomic model of international price discrimination," Journal of International Economics, Elsevier, Elsevier, vol. 67(1), pages 129-155, September.
  68. Berger, Wolfram, 2006. "The choice between fixed and flexible exchange rates: Which is best for a small open economy?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 28(4), pages 371-385, May.
  69. Ida Wolden Bache, 2006. "Assessing the structural VAR approach to exchange rate pass-through," Computing in Economics and Finance 2006, Society for Computational Economics 309, Society for Computational Economics.
  70. Flamini Alessandro, 2012. "Economic Stability and the Choice of the Target Inflation Index," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 16(2), pages 1-37, April.
  71. Martins Bitans, 2004. "Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment," Working Papers, Latvijas Banka 2004/04, Latvijas Banka.
  72. Tommaso Monacelli, 2003. "Monetary Policy in a Low Pass-Through Environment," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 228, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  73. Olivier de Bandt & Tovonony Razafindrabe, 2014. "Does nominal rigidity mislead our perception of the exchange rate passthrough?," Working Papers, Department of Research, Ipag Business School 2014-576, Department of Research, Ipag Business School.
  74. David Cook & Woon Gyu Choi, 2008. "New Keynesian Exchange Rate Pass-Through," IMF Working Papers, International Monetary Fund 08/213, International Monetary Fund.
  75. Rebecca Driver & Stephen Millard, 2004. "Exchange rates, commodities and the implications of volatility in a small open economy world," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 26, Money Macro and Finance Research Group.
  76. Beladi, Hamid & Chakrabarti, Avik & Marjit, Sugata, 2010. "Exchange rate pass-through: A generalization," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 46(4), pages 493-504, July.
  77. Y. Ponomarev & P. Trunin & A. Ulyukayev., 2014. "Exchange Rate Pass-through in Russia," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 3.
  78. Cesar Carrera & Mahir Binici, 2006. "Pass-Through del Tipo de Cambio y Política Monetaria: Evidencia Empírica de los Países del OECD," Working Papers, Banco Central de Reserva del Perú 2006-009, Banco Central de Reserva del Perú.
  79. Devereux, Michael B. & Shi, Kang & Xu, Juanyi, 2005. "Friedman redux: Restricting monetary policy rules to support flexible exchange rates," Economics Letters, Elsevier, Elsevier, vol. 87(3), pages 291-299, June.
  80. Ligthart, J.E. & Da Silva, J., 2007. "Currency Invoicing in International Trade: A Panel Data Approach," Discussion Paper, Tilburg University, Center for Economic Research 2007-25, Tilburg University, Center for Economic Research.
  81. Bj�rn D�hring, 2008. "Hedging and invoicing strategies to reduce exchange rate exposure - a euro-area perspective," European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission 299, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  82. Al-Abri, Almukhtar S. & Goodwin, Barry K., 2009. "Re-examining the exchange rate pass-through into import prices using non-linear estimation techniques: Threshold cointegration," International Review of Economics & Finance, Elsevier, Elsevier, vol. 18(1), pages 142-161, January.
  83. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2006. "Exchange rate pass-through into UK import prices," Bank of England working papers, Bank of England 312, Bank of England.
  84. Shambaugh, Jay, 2008. "A new look at pass-through," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 560-591, June.
  85. Buzaushina, Almira & Enders, Zeno & Hoffmann, Mathias, 2014. "International Financial Market Integration, Asset Compositions and the Falling Exchange Rate Pass-Through," Working Papers, University of Heidelberg, Department of Economics 0569, University of Heidelberg, Department of Economics.
  86. Tseng, Hui-Kuan, 2010. "Incomplete Pass-through and Exchange Rate Volatility: A Simulation Approach - Pass-through incompleto e volatilità del cambio: un approccio simulato," Economia Internazionale / International Economics, Camera di Commercio di Genova, Camera di Commercio di Genova, vol. 63(1), pages 121-135.
  87. Eichengreen, Barry & Chiţu, Livia & Mehl, Arnaud, 2014. "Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era," Working Paper Series, European Central Bank 1651, European Central Bank.
  88. Luis Felipe Céspedes C. & Rodrigo Valdés P., 2006. "Central Bank Autonomy: The Chilean Experience," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, Central Bank of Chile, vol. 9(1), pages 25-47, April.
  89. Olivier de Bandt & Tovonony Razafindrabe, 2012. "Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation," EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX 2012-32, University of Paris West - Nanterre la Défense, EconomiX.
  90. Przystupa, Jan & Wróbel, Ewa, 2009. "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper, University Library of Munich, Germany 17660, University Library of Munich, Germany.
  91. Charles Engel, 2004. "On the Relationship between Pass-Through and Sticky Nominal Prices," Working Papers, Hong Kong Institute for Monetary Research 112004, Hong Kong Institute for Monetary Research.
  92. Wei Dong, 2013. "The Quantitative Importance of the Expenditure-Switching Effect," Open Economies Review, Springer, Springer, vol. 24(2), pages 311-338, April.
  93. Hafedh Bouakez & Nooman Rebei, 2005. "Has Exchange Rate Pass-Through Really Declined in Canada?," Working Papers, Bank of Canada 05-29, Bank of Canada.
  94. Floden, Martin & Wilander, Fredrik, 2006. "State dependent pricing, invoicing currency, and exchange rate pass-through," Journal of International Economics, Elsevier, Elsevier, vol. 70(1), pages 178-196, September.
  95. Linda Goldberg & Cedric Tille, 2006. "The internationalization of the dollar and trade balance adjustment," Staff Reports, Federal Reserve Bank of New York 255, Federal Reserve Bank of New York.