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Exchange rate pass-through in deflation: The case of Taiwan

Lin, Po-Chun; Wu, Chung-Shu - In: International Review of Economics & Finance 22 (2012) 1, pp. 101-111

This paper incorporates deflation in an analysis of the relationship between the exchange rate pass-through and … exchange rate pass-through is increasing in deflation. The increase becomes smaller when the price of oil is excluded. Evidence … for pass-through increasing in deflation has not previously been found in the existing literature and presents a new …

Persistent link: https://www.econbiz.de/10010573102

International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade

Kim, Mina; Nam, Deokwoo; Wang, Jian; Wu, Jason - Hong Kong Institute for Monetary Research (HKIMR), … - 2013

The interaction between the exchange rate regime, trade firms' price-setting behavior, and exchange rate pass-through (ERPT) is an important topic in international economics. This paper studies this using a goods-level dataset of US-China trade prices collected by the US Bureau of Labor...

Persistent link: https://www.econbiz.de/10010705947

Price stickiness and exchange-rate pass-through: some evidence from Indian online retail

Bhattacharya, Jyotirmoy - Volkswirtschaftliche Fakultät, … - 2012

We use daily data for a period of 219 days on the price of imported books from an online retailer based in India in order to study price stickiness and exchange-rate pass-through. The price changes in our sample are a mixture of idiosyncratic and synchronized price changes. Exchange rate...

Persistent link: https://www.econbiz.de/10011113244

Exchange rates in theory and in reality

Mussa, Michael - 1990

Persistent link: https://www.econbiz.de/10004103040

Das Theorem der Kaufkraftparität : eine empirische Betrachtung unter dem Aspekt neuerer Verfahren der Zeitreihenanalyse

Holzer, Stefan - 1994

Persistent link: https://www.econbiz.de/10004191853

Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change

Coricelli, Fabrizio; Égert, Balázs; MacDonald, Ronald - 2006

This paper surveys recent advances in empirical studies of the monetary transmission mechanism (MTM), with special attention to Central and Eastern Europe. In particular, while laying out the functioning of the separate channels in the MTM, it explores possible interrelations between different...

Persistent link: https://www.econbiz.de/10009476887

Does trade integration alter monetary policy transmission?

Cwik, Tobias J.; Müller, Gernot J.; Wolters, Maik H. - Center for Financial Studies - 2008

This paper explores the role of trade integrationor opennessfor monetary policy transmission in a medium-scale New Keynesian model. Allowing for strategic complementarities in price-setting, we highlight a new dimension of the exchange rate channel by which monetary policy directly impacts...

Persistent link: https://www.econbiz.de/10010986403

Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector

Boug, Pål; Cappelen, Ådne; Eika, Torbjørn - In: Open Economies Review 24 (2013) 5, pp. 853-879

The degree of exchange rate pass-through to domestic goods prices has important implications for monetary policy in small open economies with floating exchange rates. Evidence indicates that pass-through is faster to import prices than to consumer prices. Price setting behaviour in the...

Persistent link: https://www.econbiz.de/10010988452

Does nominal rigidity mislead our perception of the exchange rate pass-through?

DE BANDT, OLIVIER; Razafindrabe, Tovonony Maherizo - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2014

Relying on a novel dataset of detailed micro-data on import prices, this paper explores the close link that exists between nominal import price rigidity and the extent of exchange rate pass-through (ERPT). We show that previous evidence in favor of incomplete and low value of ERPT in the...

Persistent link: https://www.econbiz.de/10010992418

A regime-switching analysis of pass-through

Hernandez, Kolver; Leblebicioğlu, Aslı - In: Review of World Economics (Weltwirtschaftliches Archiv) 148 (2012) 3, pp. 523-552

We empirically investigate how various economic factors affect the changes in the pricing policies of exporters, in particular changes in the exchange rate pass-through. Assuming exporters set prices following either a high or a low pass-through pricing policy, and assuming that the transition...

Persistent link: https://www.econbiz.de/10010992931

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