Price change dispersion and time-varying pass-through to consumer prices
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Michael Dotsey & Robert G. King & Alexander L. Wolman, 1999. "State-Dependent Pricing and the General Equilibrium Dynamics of Money and Output," The Quarterly Journal of Economics, Oxford University Press, vol. 114(2), pages 655-690.
- Taylor, John B, 1980. "Aggregate Dynamics and Staggered Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 1-23, February.
- Campa, Jose M. & Goldberg, Linda S. & Gonzalez-Minguez, Jose M., 2005.
"Exchange-rate pass-through to import prices in the euro area,"
IESE Research Papers
D/609, IESE Business School.
- José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange rate pass through to import prices in the euro area," Working Papers 0538, Banco de España;Working Papers Homepage.
- Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005. "Exchange rate pass-through to import prices in the Euro area," Staff Reports 219, Federal Reserve Bank of New York.
- Campa, José Manuel & Goldberg, Linda S. & González Mìnguez, Jose Manuel, 2005. "Exchange Rate Pass-Through to Import Prices in the Euro Area," CEPR Discussion Papers 5347, C.E.P.R. Discussion Papers.
- José Manuel Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange-Rate Pass-Through to Import Prices in the Euro Area," NBER Working Papers 11632, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018.
"The shocks matter: Improving our estimates of exchange rate pass-through,"
Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Daniel Kaufmann, 2009.
"Price-Setting Behaviour in Switzerland: Evidence from CPI Micro Data,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(III), pages 293-349, September.
- Daniel Kaufmann, 2008. "Price-Setting Behaviour in Switzerland Evidence from CPI Micro Data," Working Papers 2008-15, Swiss National Bank.
- 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.
- Campa, José Manuel & Goldberg, Linda S., 2004. "Exchange Rate Pass-Through into Import Prices," CEPR Discussion Papers 4391, C.E.P.R. Discussion Papers.
- Gita Gopinath & Oleg Itskhoki, 2010.
"Frequency of Price Adjustment and Pass-Through,"
The Quarterly Journal of Economics, Oxford University Press, vol. 125(2), pages 675-727.
- Gita Gopinath & Oleg Itskhoki, 2008. "Frequency of Price Adjustment and Pass-through," NBER Working Papers 14200, National Bureau of Economic Research, Inc.
- 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.
- Philippe Bacchetta & Eric van Wincoop, 2003.
"Why Do Consumer Prices React Less Than Import Prices to Exchange Rates?,"
Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 662-670, 04/05.
- Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," Working Papers 02.05, Swiss National Bank, Study Center Gerzensee.
- Bacchetta, Philippe & van Wincoop, Eric, 2003. "Why do Consumer Prices React Less than Import Prices to Exchange Rates?," CEPR Discussion Papers 3702, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates?," NBER Working Papers 9352, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Eric van Wincoop, 2002. "Why Do Consumer Prices React less than Import Prices to Exchange Rates ?," Cahiers de Recherches Economiques du Département d'économie 02.18, Université de Lausanne, Faculté des HEC, Département d’économie.
- 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.).
- 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.
- Calvo, Guillermo A., 1983. "Staggered prices in a utility-maximizing framework," Journal of Monetary Economics, Elsevier, vol. 12(3), pages 383-398, September.
- Jonas Stulz, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-04, Swiss National Bank.
- repec:hrv:faseco:30703806 is not listed on IDEAS
- Linda S. Goldberg & José Manuel Campa, 2010. "The Sensitivity of the CPI to Exchange Rates: Distribution Margins, Imported Inputs, and Trade Exposure," The Review of Economics and Statistics, MIT Press, vol. 92(2), pages 392-407, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018.
"The shocks matter: Improving our estimates of exchange rate pass-through,"
Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through," CEPR Discussion Papers 13037, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- David Berger & Joseph Vavra, 2017. "Shocks vs. Responsiveness: What Drives Time-Varying Dispersion?," NBER Working Papers 23143, National Bureau of Economic Research, Inc.
- Vo, Duc, 2019. "Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region," MPRA Paper 103293, University Library of Munich, Germany.
More about this item
Keywords
Exchange rate pass-through; heterogeneity; aggregate implications of price change dispersion;JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-01-01 (Macroeconomics)
- NEP-OPM-2017-01-01 (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:snb:snbwpa:2016-17. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Enzo Rossi). General contact details of provider: http://edirc.repec.org/data/snbgvch.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.