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Ponomarev, Jurij; Trunin, Pavel V.; Uljukaev, Aleksej V. - 2014

The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate...

Persistent link: https://www.econbiz.de/10011398366

Exports and invoicing: evidence from the 2015 Swiss Franc appreciation

Auer, Raphael A.; Burstein, Ariel T.; Erhardt, Katharina; … - 2020

The Swiss National Bank's (SNB) elimination of the lower bound on the EUR/CHF exchange rate on January 15 2015 provides a unique setting to study how prices and quantities respond to changes in nominal exchange rates. In this paper, we complement the study of imports in Auer et al. (2020) by...

Persistent link: https://www.econbiz.de/10012309667

Exchange rate transmission and export activity at the firm level

Lassmann, Andrea - 2013

This paper analyses how exchange rate shocks are transmitted at the firm level and establishes a nexus to firm-level export activity. Using precise survey data from a sample of Swiss firms, I find that an appreciation increases the probability of a decrease in firm-level costs, prices and...

Persistent link: https://www.econbiz.de/10010319717

Exchange rate transmission and export activity at the firm level

Lassmann, Andrea - 2013

Persistent link: https://www.econbiz.de/10009708078

Persistency of Turkish Export Shocks : A Quantile Autoregression (QAR) Approach

Berument, Hakan - 2018

This study analyzes the persistency of total and disaggregated Turkish exports for different shock magnitudes using the … the persistence of shocks are not similar across different quantiles of Total Exports and disaggregated export sectors … Total Exports as well as Food and Beverages, Chemicals, Basic Metals, Raw Materials, Motor Vehicles and Radio & TV exports …

Persistent link: https://www.econbiz.de/10012915243

Macroeconomic Shocks and Trade Balance Adjustments in Papua New Guinea

Nguyen, Bao - 2019

Previous studies have mostly focused on the relationship between macroeconomic shocks and trade balance adjustments of resource-rich countries while largely overlooked countries with trade composition of high resource-export and strong import-dependence such as Papua New Guinea. Utilising a...

Persistent link: https://www.econbiz.de/10012889832

The Exchange Rate, Asymmetric Shocks and Asymmetric Distributions

Demian, Vlad - 2015

The elasticity of exports to exchange rate fluctuations has been the subject of a large literature without a clear … estimates. In addition, exports appear to be sensitive to appreciation episodes, but rather unaffected by depreciations. Finally …

Persistent link: https://www.econbiz.de/10013020655

Asset Price, the Exchange Rate, and Trade Balances in China : A Sign Restriction VAR Approach

Kim, Wongi - 2018

Although asset price is an important factor in determining changes in external balances, no studies have investigated it from the Chinese perspective. In this study, I empirically examine the underlying driving forces of China's trade balances, particularly the role of asset price and the real...

Persistent link: https://www.econbiz.de/10012909657

Sources of real exchange rate fluctuations : the role of supply shocks revisited ; conference paper

Gehrke, Britta; Yao, Fang - 2013 - This version: August 2013

This paper re-examines the role of real supply shocks in international business cycles. In contrast to previous studies, we extend the concept of supply shocks beyond the productivity shock towards labor supply shocks. Our analysis simultaneously identifies five real and nominal disturbances in...

Persistent link: https://www.econbiz.de/10010344601

Phillips curve shocks and real exchange rate fluctuations : SVAR evidence

Gehrke, Britta; Yao, Fang - 2014

Steinsson (2008) shows that real shocks that affect the New Keynesian Phillips curve explain the behavior of the real exchange rate in a sticky-price business cycle model. This paper reveals that these shocks are important for the volatility of the real exchange rate in the data. In a structural...

Persistent link: https://www.econbiz.de/10010400806

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