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Exchange rate pass-through to U.S. import prices: some new evidence

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Cited by:

  1. Erceg, Christopher J. & Guerrieri, Luca & Gust, Christopher, 2008. "Trade adjustment and the composition of trade," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2622-2650, August.
  2. Stahn, Kerstin, 2009. "Changes in import pricing behaviour: the case of Germany," Discussion Paper Series 1: Economic Studies 2009,14, Deutsche Bundesbank.
  3. Dong, Changgui & Wiser, Ryan & Rai, Varun, 2018. "Incentive pass-through for residential solar systems in California," Energy Economics, Elsevier, vol. 72(C), pages 154-165.
  4. Stephane Dees & Matthias Burgert & Nicolas Parent, 2013. "Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through," Empirical Economics, Springer, vol. 45(2), pages 789-816, October.
  5. Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.
  6. Stewart Ngandu, 2008. "Exchange Rates And Employment," South African Journal of Economics, Economic Society of South Africa, vol. 76(s2), pages 205-221, August.
  7. Enders, Almira & Enders, Zeno & Hoffmann, Mathias, 2018. "International financial market integration, asset compositions, and the falling exchange rate pass-through," Journal of International Economics, Elsevier, vol. 110(C), pages 151-175.
  8. 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.
  9. David C. Parsley, 2012. "Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services," Journal of Development Studies, Taylor & Francis Journals, vol. 48(7), pages 832-846, January.
  10. 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.
  11. Bouvet, Florence & Ma, Alyson C. & Van Assche, Ari, 2017. "Tariff and exchange rate pass-through for Chinese exports: A firm-level analysis across customs regimes," China Economic Review, Elsevier, vol. 46(C), pages 87-96.
  12. Philipp Engler & Michael Fidora & Christian Thimann, 2009. "External Imbalances and the US Current Account: How Supply‐Side Changes Affect an Exchange Rate Adjustment," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 927-941, November.
  13. 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.
  14. Gust, Christopher & Leduc, Sylvain & Sheets, Nathan, 2009. "The adjustment of global external balances: Does partial exchange-rate pass-through to trade prices matter?," Journal of International Economics, Elsevier, vol. 79(2), pages 173-185, November.
  15. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  16. Ceglowski, Janet, 2010. "Exchange rate pass-through to bilateral import prices," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1637-1651, December.
  17. Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2014. "Missing Import Price Changes and Low Exchange Rate Pass-Through," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 156-206, April.
  18. Riccardo Realfonzo & Angelantonio Viscione, 2015. "The Real Effects of a Euro Exit: Lessons from the Past," International Journal of Political Economy, Taylor & Francis Journals, vol. 44(3), pages 161-173, July.
  19. Christopher Erceg & Christopher Gust & David López-Salido, 2007. "The Transmission of Domestic Shocks in Open Economies," NBER Chapters, in: International Dimensions of Monetary Policy, pages 89-148, National Bureau of Economic Research, Inc.
  20. María-Dolores, Ramón, 2010. "Exchange rate pass-through in New Member States and candidate countries of the EU," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 23-35, January.
  21. Lawrence Edwards & Robert Z. Lawrence, 2014. "AGOA Rules: The Intended and Unintended Consequences of Special Fabric Provisions," NBER Chapters, in: African Successes, Volume III: Modernization and Development, pages 343-393, National Bureau of Economic Research, Inc.
  22. Yanamandra, Venkataramana, 2015. "Exchange rate changes and inflation in India: What is the extent of exchange rate pass-through to imports?," Economic Analysis and Policy, Elsevier, vol. 47(C), pages 57-68.
  23. Cwik, Tobias & Müller, Gernot J. & Wolters, Maik H., 2011. "Does trade integration alter monetary policy transmission?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 545-564, April.
  24. 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.
  25. Christopher J. Erceg & Christopher Gust & David López-Salido, 2007. "The Transmission of Domestic Shocks in the Open Economy," NBER Working Papers 13613, National Bureau of Economic Research, Inc.
  26. 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.
  27. Paul R. Bergin & Robert C. Feenstra, 2009. "Pass‐Through of Exchange Rates and Competition between Floaters and Fixers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 35-70, February.
  28. Andrés González & Hernán Rincón & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías," Borradores de Economia 532, Banco de la Republica de Colombia.
  29. 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.
  30. 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.
  31. Hjalmarsson, Erik, 2007. "Fully modified estimation with nearly integrated regressors," Finance Research Letters, Elsevier, vol. 4(2), pages 92-94, June.
  32. Linda S. Goldberg & Cédric Tille, 2006. "The internationalization of the dollar and trade balance adjustment," Staff Reports 255, Federal Reserve Bank of New York.
  33. Gehlhar, Mark J. & Dohlman, Erik & Brooks, Nora L. & Jerardo, Alberto & Vollrath, Thomas L., 2007. "Global Growth, Macroeconomic Change, and U.S. Agricultural Trade," Economic Research Report 55963, United States Department of Agriculture, Economic Research Service.
  34. Jaime R. Marquez & Charles P. Thomas, 2006. "Measurement matters for modeling U.S. import prices," International Finance Discussion Papers 883, Board of Governors of the Federal Reserve System (U.S.).
  35. Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
  36. Linda S. Goldberg & Cédric Tille, 2006. "The International Role of the Dollar and Trade Balance Adjustment," NBER Working Papers 12495, National Bureau of Economic Research, Inc.
  37. 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.
  38. Berner, Eike, 2011. "Exchange rate pass-through: New evidence from German micro data," Economics Working Papers 2011-01, Christian-Albrechts-University of Kiel, Department of Economics.
  39. Antonia López-Villavicencio & Valérie Mignon, 2021. "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 35-59, Springer.
  40. Jose Manuel Campa & Linda S. Goldberg, 2008. "Pass-Through of Exchange Rates to Consumption Prices: What Has Changed and Why?," NBER Chapters, in: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy, pages 139-176, National Bureau of Economic Research, Inc.
  41. Joseph E. Gagnon & Nathan Sheets & Robert J. Vigfusson, 2007. "Exchange rate pass-through to export prices: assessing some cross-country evidence," International Finance Discussion Papers 902, Board of Governors of the Federal Reserve System (U.S.).
  42. Etienne Gagnon & Benjamin R. Mandel & Robert J. Vigfusson, 2012. "The hitchhiker’s guide to missing import price changes and pass-through," Staff Reports 537, Federal Reserve Bank of New York.
  43. Laure Frey & Benoît Mojon, 2009. "Le dollar et l’inflation mondiale," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 81-106.
  44. 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.
  45. Amstad, Marlene & Fischer, Andreas M., 2010. "Monthly pass-through ratios," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July.
  46. 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.
  47. Patricia S. Pollard & Cletus C. Coughlin, 2006. "Passthrough Estimates and the Choice of an Exchange Rate Index," Review of International Economics, Wiley Blackwell, vol. 14(4), pages 535-553, September.
  48. Yuko Imura, 2013. "Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through," Staff Working Papers 13-30, Bank of Canada.
  49. Lawrence, Robert Z., 2013. "Associations of Southeast Asian Nations, People's Republic of China, and India Growth and the Rest of the World: The Role of Trade," Working Paper Series rwp13-013, Harvard University, John F. Kennedy School of Government.
  50. Jiménez-Rodríguez, Rebeca & Morales-Zumaquero, Amalia, 2016. "A new look at exchange rate pass-through in the G-7 countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 985-1000.
  51. 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.
  52. Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR," Working Papers hal-01282811, HAL.
  53. María-Dolores, Ramon, 2009. "How different is the exchange rate pass-through in new member states of the EU? Some potential explanatory factors," UMUFAE Economics Working Papers 4698, DIGITUM. Universidad de Murcia.
  54. Antonio J., Garzón & Luis A., Hierro, 2022. "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 130-146.
  55. 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.
  56. 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.
  57. Eduardo J. J. Ganapolsky & Diego Vilán, 2005. "Buy foreign while you can: the cheap dollar and exchange rate pass-through," Economic Review, Federal Reserve Bank of Atlanta, vol. 90(Q 3), pages 15-36.
  58. William Powers & David Riker, 2015. "The Effect of Exchange Rates on the Costs of Exporters When Inputs Are Denominated in Foreign Currencies," The International Trade Journal, Taylor & Francis Journals, vol. 29(1), pages 3-18, March.
  59. Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR," Post-Print hal-03714934, HAL.
  60. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  61. Pdf Strydom, 2006. "The International Adjustment Mechanism Under Restraint," South African Journal of Economics, Economic Society of South Africa, vol. 74(3), pages 463-472, September.
  62. Amit Ghosh & Ramkishen Rajan, 2009. "What is the extent of exchange rate pass-through in Singapore? Has it changed over time?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 14(1), pages 61-72.
  63. Mr. David Cook & Woon Gyu Choi, 2008. "New Keynesian Exchange Rate Pass-Through," IMF Working Papers 2008/213, International Monetary Fund.
  64. Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
  65. repec:zbw:bofitp:2008_025 is not listed on IDEAS
  66. Khun, Channary & Lim, Sokchea & Basnet, Hem, 2021. "Exchange Rate Pass-Through into Japanese Import Prices: Evidence at Both Bilateral and Product Levels," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 115-132, November.
  67. Hahn, Elke, 2007. "The impact of exchange rate shocks on sectoral activity and prices in the euro area," Working Paper Series 796, European Central Bank.
  68. Gita Gopinath & Roberto Rigobon, 2008. "Sticky Borders," The Quarterly Journal of Economics, Oxford University Press, vol. 123(2), pages 531-575.
  69. Janet Ceglowski, 2012. "Has global competition changed US export pricing?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 1-13, January.
  70. Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2009. "Exchange Rate Passthrough to Export Prices: Assessing Cross‐Country Evidence," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 17-33, February.
  71. Bussière, M. & Delle Chiaie, S. & Peltonen, T. A., 2013. "Exchange Rate Pass-Through in the Global Economy," Working papers 424, Banque de France.
  72. Ben Cheikh, Nidhaleddine, 2012. "Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?," MPRA Paper 41179, University Library of Munich, Germany.
  73. Shioji, Etsuro, 2015. "Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 43-58.
  74. Stahn Kerstin, 2011. "Changes in Import Pricing Behaviour: Evidence for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(4), pages 522-545, August.
  75. Charles P. Thomas & Jaime Marquez, 2009. "Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 120-138.
  76. Reginaldo P. Nogueira Junior & Miguel Leon-Ledesma, 2008. "Exchange Rate Pass-Through Into Inflation: The Role of Asymmetries and NonLinearities," Studies in Economics 0801, School of Economics, University of Kent.
  77. Neiman, Brent, 2010. "Stickiness, synchronization, and passthrough in intrafirm trade prices," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 295-308, April.
  78. Philippe Jeanfils, 2008. "Imperfect exchange rate pass-through : the role of distribution services and variable demand elasticity," Working Paper Research 135, National Bank of Belgium.
  79. Georgiadis, Georgios & Gräb, Johannes & Khalil, Makram, 2019. "Global value chain participation and exchange rate pass-through," Working Paper Series 2327, European Central Bank.
  80. Ghosh, Amit, 2013. "Exchange rate pass through, macro fundamentals and regime choice in Latin America," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 163-171.
  81. Jeevan K Khundrakpam, 2007. "Economic reforms and exchange rate pass-through to domestic prices in India," BIS Working Papers 225, Bank for International Settlements.
  82. Catherine L. Mann & Katharina Plück, 2005. "The US Trade Deficit: A Disaggregated Perspective," Working Paper Series WP05-11, Peterson Institute for International Economics.
  83. 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 Industria Artigianato Agricoltura di Genova, vol. 63(1), pages 121-135.
  84. Ahmed Mohammed, Abdullahi, 2016. "Exchange Rate Pass Through into Consumer Price Inflation in Nigeria: An Empirical Investigation," MPRA Paper 86515, University Library of Munich, Germany, revised 12 Oct 2016.
  85. Kolver Hernandez & Aslı Leblebicioğlu, 2012. "A regime-switching analysis of pass-through," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(3), pages 523-552, September.
  86. Etsuro Shioji, 2012. "The Evolution of the Exchange Rate Pass-Through in Japan:A Re-evaluation Based on Time-Varying Parameter VARs," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(1), pages 67-92, June.
  87. repec:kap:iaecre:v:15:y:2009:i:3:p:296-309 is not listed on IDEAS
  88. Ceglowski, Janet, 2010. "Has pass-through to export prices risen? Evidence for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 24(1), pages 86-98, March.
  89. Pierre Beynet & Éric Dubois & Damien Fréville & Alain Michel, 2006. "Pourquoi le solde commercial américain a-t-il continué de se dégrader depuis 2002 malgré la dépréciation du dollar ?," Économie et Statistique, Programme National Persée, vol. 397(1), pages 3-20.
  90. Andrés González & Hernán Rincóm & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación," Borradores de Economia 5089, Banco de la Republica.
  91. Paul Gaggl, 2009. "The Role of Exchange Rate Movements for Prices in the Euro Area," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 83-103.
  92. Hagemejer, Jan & Hałka, Aleksandra & Kotłowski, Jacek, 2022. "Global value chains and exchange rate pass-through—The role of non-linearities," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 461-478.
  93. Imura, Yuko, 2016. "Endogenous trade participation with price rigidities," Journal of International Economics, Elsevier, vol. 100(C), pages 14-33.
  94. Kólver Hernández & Asli Leblebicioglu, 2008. "A Regime Switching Analysis of Exchange Rate Pass-through," Working Papers 08-17, University of Delaware, Department of Economics.
  95. M. Nusrate Aziz & Nick Horsewood & Somnath Sen, 2014. "The First and Second Stage Pass-through of Exchange Rates: A Developing Country Perspective," Review of Development Economics, Wiley Blackwell, vol. 18(3), pages 595-609, August.
  96. repec:jns:jbstat:v:227:y:2007:i:3:p:295-329 is not listed on IDEAS
  97. Edwin M. Truman, 2005. "Postponing Global Adjustment: An Analysis of the Pending Adjustment of Global Imbalances," Working Paper Series WP05-6, Peterson Institute for International Economics.
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