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Exchange rate pass-through and relative prices: An industry-level empirical investigation

Listed author(s):
  • Bhattacharya, Prasad S.
  • Karayalcin, Cem A.
  • Thomakos, Dimitrios D.

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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File URL: http://www.sciencedirect.com/science/article/pii/S0261-5606(08)00082-X
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 27 (2008)
Issue (Month): 7 (November)
Pages: 1135-1160

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Handle: RePEc:eee:jimfin:v:27:y:2008:i:7:p:1135-1160
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443

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