This paper investigates whether exchange rate pass-through (ERPT) into import prices is a nonlinear phenomenon for five … of confidence during the recent sovereign debt crisis has entailed higher sensitivity of import prices to exchange rate … beyond this threshold level, the sensitivity of import prices becomes higher and reaches full ERPT. Our findings raise the …

United Kingdom. Our identification strategy uses input-output linkages to account for heterogeneity in exposure to import … import shares in consumer expenditure. This effect is driven by both direct consumption of imported goods and the use of … imported inputs in domestic production. Our results are consistent with complete pass-through of import costs to consumer …

, in turn, the effect of RMB-induced US import price fluctuations on US producer prices is established. In a panel spanning … affected US prices. Thus, the pre-2005 period is used to filter out the effects of other exchange rates on import and producer … prices. Additionally, utilizing the remainder of the sample, the pure effect of an RMB appreciation on US import prices and …

a dynamic panel-data model, our estimates indicate that decline of import-price sensitivity to the exchange rate is not …In this paper, we evaluate the first-stage pass-through, namely the responsiveness of import prices to the exchange … conduct a sectoral analysis using disaggregated import prices data. We find a much higher degree of pass-through for more …

empirical results indicate that the long-run import pass-through has indeed declined significantly. As a result, the …

Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …