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Exchange rate pass-through to import prices in Europe : a panel cointegration approach
Arsova, Antonia - 2019
This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass … establish. Resorting to novel tests for panel cointegration, we find support for the equilibrium relationship hypothesis …. Exchange rate pass-through elasticities, estimated by two different techniques for cointegrated panel regressions, give insight …
Persistent link: https://www.econbiz.de/10011974808
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2011
ignored in existing empirical studies. We use time series and up-to-date panel data techniques to test for cointegration with …
Persistent link: https://www.econbiz.de/10013132131
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2011
prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to …
Persistent link: https://www.econbiz.de/10013132423
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2010
prices), which is typically ignored in existing empirical studies. We use time series and up-to-date panel data techniques to …
Persistent link: https://www.econbiz.de/10013136879
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Exchange rate pass-through in the euro area and EU countries
Ortega, Eva; Osbat, Chiara - 2020
Aggregate exchange rate pass-through (ERPT) to import and consumer prices in the EU is currently lower than it was in the 1990s and is non-linear. Low estimated aggregate ERPT to consumer prices does not at all mean that exchange rate movements do not have an impact on inflation, as aggregate...
Persistent link: https://www.econbiz.de/10012206373
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Exchange Rate Pass-Through in New Member States and Candidate Countries of the EU
Pedrero, Ramón María-Dolores - 2008
This paper studies the pass-through of exchange rate changes into the prices of imports that originated inside the euro area made by some New Member States (NMSs) of the European Union and one candidate country (Turkey). I use data on import unit values for nine different product categories and...
Persistent link: https://www.econbiz.de/10014213693
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Exchange rate pass-through to import prices in Europe : a panel cointegration approach
Arsova, Antonia - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 61-100
Persistent link: https://www.econbiz.de/10012585875
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Recent estimates of exchange rate pass-through to import prices in the Euro area
Cheikh, Nidhaleddine Ben; Rault, Christophe - 2015
This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...
Persistent link: https://www.econbiz.de/10010518820
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The pass-through of exchange rate in the context of the European sovereign debt crisis
Cheikh, Nidhaleddine Ben; Rault, Christophe - 2015
This paper investigates whether exchange rate pass-through (ERPT) into import prices is a nonlinear phenomenon for five heavily indebted Euro area countries, namely the so-called GIIPS group (Greece, Ireland, Italy, Portugal, and Spain). Using logistic smooth transition models, we explore the...
Persistent link: https://www.econbiz.de/10011376318
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The pass-through of exchange rate in the context of the European sovereign debt crisis
Cheikh, Nidhaleddine Ben; Rault, Christophe - 2015
This paper investigates whether exchange rate pass-through (ERPT) into import prices is a nonlinear phenomenon for five heavily indebted Euro area countries, namely the so-called GIIPS group (Greece, Ireland, Italy, Portugal, and Spain). Using logistic smooth transition models, we explore the...
Persistent link: https://www.econbiz.de/10011346864