Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017. "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
References listed on IDEAS
- Lian An & Jian Wang, 2012.
"Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions,"
Open Economies Review, Springer, vol. 23(2), pages 359-380, April.
- An, Lian, 2006. "Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions," MPRA Paper 527, University Library of Munich, Germany.
- Lian An & Jian Wang, 2011. "Exchange rate pass-through: evidence based on vector autoregression with sign restrictions," Globalization Institute Working Papers 70, Federal Reserve Bank of Dallas.
- Jeffrey Frankel & David Parsley & Shang-Jin Wei, 2012.
"Slow Pass-through Around the World: A New Import for Developing Countries?,"
Open Economies Review, Springer, vol. 23(2), pages 213-251, April.
- Frankel, Jeffrey & Parsley, David & Wei, Shang-Jin, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," Working Paper Series rwp05-016, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & David C. Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," NBER Working Papers 11199, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A. & Wei, Shang-jin & Parsley, David, 2012. "Slow Pass-through Around the World: A New Import for Developing Countries?," Scholarly Articles 10494212, Harvard Kennedy School of Government.
- Jeffrey Frankel & David Parsley & Shang-Jin Wei, 2005. "Slow Passthrough Around the World: A New Import for Developing Countries?," CID Working Papers 116, Center for International Development at Harvard University.
- Choudhri, Ehsan U. & Hakura, Dalia S., 2006.
"Exchange rate pass-through to domestic prices: Does the inflationary environment matter?,"
Journal of International Money and Finance, Elsevier, vol. 25(4), pages 614-639, June.
- Ms. Dalia S Hakura & Ehsan U. Choudhri, 2001. "Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?," IMF Working Papers 2001/194, International Monetary Fund.
- José Manuel Campa & Linda S. Goldberg, 2005.
"Exchange Rate Pass-Through into Import Prices,"
The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 679-690, November.
- Goldberg, Linda S. & Campa, José Manuel, 2004. "Exchange Rate Pass-Through into Import Prices," CEPR Discussion Papers 4391, C.E.P.R. Discussion Papers.
- Marc J. Melitz & Giancarlo I. P. Ottaviano, 2021.
"Market Size, Trade, and Productivity,"
World Scientific Book Chapters, in: Firms and Workers in a Globalized World Larger Markets, Tougher Competition, chapter 4, pages 87-108,
World Scientific Publishing Co. Pte. Ltd..
- Marc J. Melitz & Gianmarco I. P. Ottaviano, 2008. "Market Size, Trade, and Productivity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(1), pages 295-316.
- Marc J. Melitz & Gianmarco I.P. Ottaviano, 2005. "Market Size, Trade, and Productivity," NBER Working Papers 11393, National Bureau of Economic Research, Inc.
- Marc J. Melitz & Gianmarco I.P. Ottaviano, 2005. "Market Size, Trade, and Productivity," Development Working Papers 201, Centro Studi Luca d'Agliano, University of Milano.
- Ottaviano, Gianmarco & Melitz, Marc, 2008. "Market Size, Trade, and Productivity," Scholarly Articles 3229096, Harvard University Department of Economics.
- Taylor, John B., 2000. "Low inflation, pass-through, and the pricing power of firms," European Economic Review, Elsevier, vol. 44(7), pages 1389-1408, June.
- Delatte, Anne-Laure & López-Villavicencio, Antonia, 2012.
"Asymmetric exchange rate pass-through: Evidence from major countries,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 833-844.
- Anne-Laure Delatte & Antonia Lòpez-Villavicencio, 2012. "Asymmetric exchange rate pass-through: Evidence from major countries," Post-Print hal-00779761, HAL.
- Cletus C. Coughlin & Patricia S. Pollard, 2004. "Size matters: asymmetric exchange rate pass-through at the industry level," Working Papers 2003-029, Federal Reserve Bank of St. Louis.
- Mr. Siang Meng Tan & Ms. Joey Chew & Mr. Sam Ouliaris, 2011. "Exchange Rate Pass-Through Over the Business Cycle in Singapore," IMF Working Papers 2011/141, International Monetary Fund.
- Choudhri, Ehsan U. & Hakura, Dalia S., 2015.
"The exchange rate pass-through to import and export prices: The role of nominal rigidities and currency choice,"
Journal of International Money and Finance, Elsevier, vol. 51(C), pages 1-25.
- Ehsan U. Choudhri & Ms. Dalia S Hakura, 2012. "The Exchange Rate Pass -Through to Import and Export Prices: The Role of Nominal Rigidities and Currency Choice," IMF Working Papers 2012/226, International Monetary Fund.
- 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 14-09, Carleton University, Department of Economics.
- Josip Tica & Petra Posedel, 2009. "Threshold Model of the Exchange Rate Pass-Through Effect," Eastern European Economics, Taylor & Francis Journals, vol. 47(6), pages 43-59, November.
- M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016.
"The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 15-27, June.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland," William Davidson Institute Working Papers Series wp1078, William Davidson Institute at the University of Michigan.
- Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008.
"Measuring Long-Run Exchange Rate Pass-Through,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007. "Measuring Long-Run Exchange Rate Pass-Through," Working papers 173, Banque de France.
- de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers 2007-32, Kiel Institute for the World Economy (IfW Kiel).
- Matthieu Bussière & Simona Delle Chiaie & Tuomas A Peltonen, 2014.
"Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 146-178, April.
- Bussière, Matthieu & Peltonen, Tuomas A., 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," Working Paper Series 951, European Central Bank.
- Bussiére, Matthieu & Peltonen, Tuomas, 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," BOFIT Discussion Papers 25/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- repec:zbw:bofitp:2008_025 is not listed on IDEAS
- Guillermo A. Calvo & Carmen M. Reinhart, 2002.
"Fear of Floating,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 379-408.
- Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fear of Floating," NBER Working Papers 7993, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Calvo, Guillermo, 2002. "Fear of floating," MPRA Paper 14000, University Library of Munich, Germany.
- Reinhart, Carmen, 2001. "Fear of Floating: Exchange Rate Flexibility Indices," MPRA Paper 13196, University Library of Munich, Germany.
- Reginaldo P. Nogueira, Jr. & Miguel A. León-Ledesma, 2011.
"Does exchange rate pass-through respond to measures of macroeconomic instability?,"
Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 167-180, May.
- Reginaldo P. Nogueira & Miguel A. León-Ledesma, 2011. "Does Exchange Rate Pass-Through Respond to Measures of Macroeconomic Instability?," Journal of Applied Economics, Taylor & Francis Journals, vol. 14(1), pages 167-180, May.
- Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007.
"Exchange Rate Pass-Through in Emerging Markets,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 84-102, November.
- Ca' Zorzi, Michele & Hahn, Elke & Sánchez, Marcelo, 2007. "Exchange rate pass-through in emerging markets," Working Paper Series 739, European Central Bank.
- Jon Faust & Joseph E. Gagnon & Mario Marazzi & Jaime R. Marquez & Robert F. Martin & Trevor A. Reeve & John H. Rogers & Nathan Sheets & Robert J. Vigfusson, 2005. "Exchange rate pass-through to U.S. import prices: some new evidence," International Finance Discussion Papers 833, Board of Governors of the Federal Reserve System (U.S.).
- Matthieu Bussiere, 2013.
"Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 731-758, October.
- Bussière, Matthieu, 2007. "Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries," Working Paper Series 822, European Central Bank.
- Kohlscheen, Emanuel, 2010.
"Emerging floaters: Pass-throughs and (some) new commodity currencies,"
Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1580-1595, December.
- Kohlscheen, E., 2009. "Emerging Floaters : Pass-Throughs and (Some) New Commodity Currencies," Economic Research Papers 271295, University of Warwick - Department of Economics.
- Emanuel Kohlscheen, 2010. "Emerging Floaters: pass-throughs and (some) new commodity currencies," Working Papers Series 224, Central Bank of Brazil, Research Department.
- Emanuel Kohlscheen, 2009. "Emerging Floaters: Pass-Throughs and (Some) New Commodity Currencies," WEF Working Papers 0049, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- Kohlscheen, E, 2009. "Emerging Floaters : Pass-Throughs and (Some) New Commodity Currencies," The Warwick Economics Research Paper Series (TWERPS) 905, University of Warwick, Department of Economics.
- Dubravko Mihaljek & Marc Klau, 2008. "Exchange rate pass-through in emerging market economies: what has changed and why?," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 103-130, Bank for International Settlements.
- Ben Cheikh, Nidhaleddine, 2012.
"Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-28.
- Nidhaleddine Ben Cheikh, 2012. "Asymmetric exchange rate pass-through in the Euro area: new evidence from smooth transition models," Post-Print halshs-00761014, HAL.
- Ben Cheikh, Nidhaleddine, 2012. "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics Discussion Papers 2012-36, Kiel Institute for the World Economy (IfW Kiel).
- Ware, Roger & Winter, Ralph, 1988. "Forward markets, currency options and the hedging of foreign exchange risk," Journal of International Economics, Elsevier, vol. 25(3-4), pages 291-302, November.
- Marc J. Melitz & Gianmarco I. P. Ottaviano, 2008. "Market Size, Trade, and Productivity (DOI:10.111/j.1467-937x.2007.00463.x)," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 985-985.
- Valerie Herzberg & George Kapetanios & Simon Price, 2003. "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England.
- José Manuel Campa & José M. González-Mínguez & María Sebastiá-Barriel, 2006.
"Non-linear adjustment of import prices in the European Union,"
Working Papers
0635, Banco de España.
- Campa, Jose M. & Gonzalez, Jose M. & Sebastia, Maria, 2008. "Non-linear adjustment of import prices in the European Union," IESE Research Papers D/734, IESE Business School.
- Campa, Jose Manuel & Gonzalez Minguez, Jose M & Sebastia Barriel, Maria, 2008. "Non-linear adjustment of import prices in the European Union," Bank of England working papers 347, Bank of England.
- Dornbusch, Rudiger, 1987.
"Exchange Rates and Prices,"
American Economic Review, American Economic Association, vol. 77(1), pages 93-106, March.
- Rudiger Dornbusch, 1985. "Exchange Rates and Prices," NBER Working Papers 1769, National Bureau of Economic Research, Inc.
- Pesaran, M. Hashem & Smith, Ron, 1995.
"Estimating long-run relationships from dynamic heterogeneous panels,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
- Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
- Nidhaleddine Ben Cheikh, 2012.
"Non-linearities in exchange rate pass-through: Evidence from smooth transition models,"
Economics Bulletin, AccessEcon, vol. 32(3), pages 2530-2545.
- Nidhaleddine Ben Cheikh, 2012. "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," Post-Print halshs-00761018, HAL.
- Ben Cheikh, Nidhaleddine, 2012. "Non-linearities in exchange rate pass-through: Evidence from smooth transition models," MPRA Paper 39258, University Library of Munich, Germany.
- Marston, Richard C., 1990. "Pricing to market in Japanese manufacturing," Journal of International Economics, Elsevier, vol. 29(3-4), pages 217-236, November.
- Swamy, P A V B, 1970.
"Efficient Inference in a Random Coefficient Regression Model,"
Econometrica, Econometric Society, vol. 38(2), pages 311-323, March.
- Tom Doan, "undated". "SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set," Statistical Software Components RTS00206, Boston College Department of Economics.
- Jan Przystupa & Ewa Wróbel, 2011. "Asymmetry of the Exchange Rate Pass-Through," Eastern European Economics, Taylor & Francis Journals, vol. 49(1), pages 30-51, January.
- Sam Peltzman, 2000. "Prices Rise Faster than They Fall," Journal of Political Economy, University of Chicago Press, vol. 108(3), pages 466-502, June.
- Webber, Anthony G., 2000. "Newton's gravity law and import prices in the Asia Pacific," Japan and the World Economy, Elsevier, vol. 12(1), pages 71-87, January.
- Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010.
"Trade integration, competition, and the decline in exchange-rate pass-through,"
Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
- Christopher Gust & Sylvain Leduc & Robert Vigfusson, 2006. "Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through," 2006 Meeting Papers 165, Society for Economic Dynamics.
- Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson, 2006. "Trade integration, competition, and the decline in exchange-rate pass-through," International Finance Discussion Papers 864, Board of Governors of the Federal Reserve System (U.S.).
- Devereux, Michael B. & Engel, Charles, 2002.
"Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 913-940, July.
- Michael B. Devereux & Charles Engel, 2002. "Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect," NBER Working Papers 8858, National Bureau of Economic Research, Inc.
- Mallick, Sushanta & Marques, Helena, 2012. "Pricing to market with trade liberalization: The role of market heterogeneity and product differentiation in India’s exports," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 310-336.
- Kleshchelski, Isaac & Vincent, Nicolas, 2009.
"Market share and price rigidity,"
Journal of Monetary Economics, Elsevier, vol. 56(3), pages 344-352, April.
- Isaac Kleshchelski & Nicolas Vincent, 2007. "Market Share and Price Rigidity," Cahiers de recherche 08-01, HEC Montréal, Institut d'économie appliquée.
- Marazzi, Mario & Sheets, Nathan, 2007. "Declining exchange rate pass-through to U.S. import prices: The potential role of global factors," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 924-947, October.
- Daniels, Joseph P. & VanHoose, David D., 2013.
"Exchange-rate pass through, openness, and the sacrifice ratio,"
Journal of International Money and Finance, Elsevier, vol. 36(C), pages 131-150.
- Daniels, Joseph P & VanHoose, David D, 2010. "Exchange-Rate Pass Through, Openness, and the Sacrifice Ratio," Working Papers and Research 2010-05, Marquette University, Center for Global and Economic Studies and Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023.
"Information flows and the law of one price,"
International Review of Financial Analysis, Elsevier, vol. 85(C).
- Rui Fan & Oleksandr Talavera & Vu Tran, 2022. "Information flows and the law of one price," Discussion Papers 22-05, Department of Economics, University of Birmingham.
- Angeles Galvan Daniel & Cortés Espada Josué Fernando & Sámano Daniel, 2019. "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers 2019-10, Banco de México.
- Tosapol Apaitan & Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2021. "Heterogeneity in Exchange Rate Pass-through to Import Prices in Thailand: Evidence from Micro Data," PIER Discussion Papers 167, Puey Ungphakorn Institute for Economic Research.
- Diby François Kassi & Dilesha Nawadali Rathnayake & Akadje Jean Roland Edjoukou & Yobouet Thierry Gnangoin & Pierre Axel Louembe & Ning Ding & Gang Sun, 2019. "Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries," Economies, MDPI, vol. 7(1), pages 1-33, January.
- Beverly Lapham & Ayman Mnasri, 2019. "Exchange Rate Pass-Through: A Competitive Search Approach," Working Paper 1418, Economics Department, Queen's University.
- Núñez, Héctor M. & Otero, Jesús & Trujillo-Barrera, Andrés, 2023. "Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products," International Economics, Elsevier, vol. 176(C).
- Roberta Colavecchio & Ieva Rubene, 2019.
"Non-linear exchange rate pass-through to euro area inflation: A local projection approach,"
BCL working papers
138, Central Bank of Luxembourg.
- Colavecchio, Roberta & Rubene, Ieva, 2020. "Non-linear exchange rate pass-through to euro area inflation: a local projection approach," Working Paper Series 2362, European Central Bank.
- Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023.
"Recent developments of the autoregressive distributed lag modelling framework,"
Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 7-32, February.
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021. "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers 2021rwp-186, Yonsei University, Yonsei Economics Research Institute.
- Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020. "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 89-101.
- Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017. "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, vol. 41(C), pages 247-259.
- Fedoseeva, Svetlana & Zeidan, Rodrigo, 2018. "How (a)symmetric is the response of import demand to changes in its determinants? Evidence from European energy imports," Energy Economics, Elsevier, vol. 69(C), pages 379-394.
- Kashif Munir, 2023. "Energy use and environmental degradation in Europe: evidence from panel nonlinear ARDL," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2529-2543, June.
- Dainauskas, Justas, 2023. "Time-varying exchange rate pass-through into terms of trade," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020. "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Alsamara, Mouyad & Mrabet, Zouhair & Dombrecht, Michel, 2018. "Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis," Economic Modelling, Elsevier, vol. 75(C), pages 432-440.
- Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019. "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 357-372.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate, 2012. "Exchange rate pass-through into import prices revisited: What drives it?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 818-844.
- Diby François Kassi & Dilesha Nawadali Rathnayake & Akadje Jean Roland Edjoukou & Yobouet Thierry Gnangoin & Pierre Axel Louembe & Ning Ding & Gang Sun, 2019. "Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries," Economies, MDPI, vol. 7(1), pages 1-33, January.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016.
"Recent estimates of exchange rate pass-through to import prices in the euro area,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 69-105, February.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016. "Recent estimates of exchange rate pass-through to import prices in the euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 69-105, February.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," William Davidson Institute Working Papers Series wp1080, William Davidson Institute at the University of Michigan.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016. "Recent estimates of exchange rate pass-through to import prices in the euro area," Post-Print hal-03533135, HAL.
- Nidhaleddine BEN CHEIKH & Christophe RAULT, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," LEO Working Papers / DR LEO 2234, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," Working Papers halshs-01252130, HAL.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," CESifo Working Paper Series 5341, CESifo.
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.
- Mirdala, Rajmund, 2015. "Exchange Rate Pass-Through in the Euro Area," MPRA Paper 68862, University Library of Munich, Germany.
- Konopczak, Karolina, 2019. "Can inaction account for the incomplete exchangerate pass-through? Evidence from threshold ARDL model," MF Working Papers 37, Ministry of Finance in Poland.
- Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019. "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 357-372.
- Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020.
"Inflation and exchange rate pass-through,"
Journal of International Money and Finance, Elsevier, vol. 105(C).
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019. "Inflation and Exchange Rate Pass-Through," Policy Research Working Paper Series 8780, The World Bank.
- Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
- Raphael A. Auer, 2015.
"Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1617-1650, December.
- Raphael Auer, 2011. "Exchange rate pass-through, domestic competition and inflation -- evidence from the 2005/08 revaluation of the Renminbi," Globalization Institute Working Papers 68, Federal Reserve Bank of Dallas.
- Auer, Raphael, 2015. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CEPR Discussion Papers 10344, C.E.P.R. Discussion Papers.
- Raphael A Auer, 2014. "Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 15.01, Swiss National Bank, Study Center Gerzensee.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CESifo Working Paper Series 3759, CESifo.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 2012-01, Swiss National Bank.
- Chou, K.W., 2019. "Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 331-351.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016.
"Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach,"
Borradores de Economia
930, Banco de la Republica de Colombia.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 14299, Banco de la Republica.
- Hernán Rincón & Norberto Rodríguez, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers 13-2016, Economics Section, The Graduate Institute of International Studies.
- Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020. "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Mirdala, Rajmund, 2013.
"Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes,"
MPRA Paper
53209, University Library of Munich, Germany.
- Rajmund Mirdala, 2014. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series wp1070, William Davidson Institute at the University of Michigan.
- Safet Kurtović & Blerim Halili & Nehat Maxhuni, 2019. "Exchange rate pass-through into import prices: evidence from Central and Southeast European countries," Indian Economic Review, Springer, vol. 54(1), pages 51-80, June.
- Comunale, Mariarosaria & Simola, Heli, 2018.
"The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
- Mariarosaria Comunale & Heli Simola, 2016. "The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors," Bank of Lithuania Working Paper Series 35, Bank of Lithuania.
- Comunale, Mariarosaria & Simola, Heli, 2016. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," BOFIT Discussion Papers 16/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Fatma Marrakchi Charfi & Mohamed Kadria, 2016. "Incomplete Exchange Rate Pass-Through Transmission To Prices: An Svar Model For Tunisia," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-23, December.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
- Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
- Anderl, Christina & Caporale, Guglielmo Maria, 2023.
"Nonlinearities in the exchange rate pass-through: The role of inflation expectations,"
International Economics, Elsevier, vol. 173(C), pages 86-101.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series 9544, CESifo.
- Musti, Babagana Mala & Siddiki, Jalal Uddin, 2018. "Nonlinear and Asymmetric Exchange Rate Pass-Through to Consumer Prices In Nigeria: Evidence from a Smooth Transition Autoregressive Model," Economics Discussion Papers 2018-3, School of Economics, Kingston University London.
More about this item
Keywords
Exchange Rate Pass-Through; Asymmetry; Nonlinear ARDL Model; Random Coefficients Panel Data Model; Emerging Markets.;All these keywords.
JEL classification:
- F10 - International Economics - - Trade - - - General
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2016-07-02 (International Trade)
- NEP-OPM-2016-07-02 (Open Economy Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:71764. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.