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How much do import price shocks matter for consumer prices?

Hampton, Tim - 2001

Persistent link: https://www.econbiz.de/10001631686

How Much Do Import Price Shocks Matter for Consumer Prices?

Hampton, Tim - 2002

New Zealand and Australia have recently had large import price increases on the back of currency depreciations. Despite … these large import price shocks, consumer prices have not risen as strongly as would be suggested by previously accepted … relationships. The recent prolonged period of general US dollar strength has also raised the profile of exchange rate and import …

Persistent link: https://www.econbiz.de/10014113056

Exchange rate pass-through after the crisis : the Hungarian experience

Hajnal, Mihály; Molnár, György; Várhegyi, Judit - 2015

Exchange rate movements influence prices through numerous channels. In this paper we provide empirical evidence on pass-through of exchange rate movements into consumer prices. The pass-through depends on a number of factors, and its size may vary over time. In recent years, prices have...

Persistent link: https://www.econbiz.de/10011341750

Foreign Exchange Market Efficiency : Fractional Cointegration Approach

Belkacem, Lotfi; El Meddeb, Zahra; Boubaker, Heni - 2005

market. For this aim, we use fractional cointegration tests based essentially on estimation of an error correction bivariate …

Persistent link: https://www.econbiz.de/10014063076

State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses

Martins de Souza, Rafael; Maciel, Luiz Felipe Pires; … - In: Applied economics 45 (2013) 34/36, pp. 5062-5075

Persistent link: https://www.econbiz.de/10010226437

Exchange Rate Pass-Through to Swedish Import Prices

Adolfson, Malin - 1998

Swedish import price determination is investigated using disaggregated monthly data from 1980:1 to 1995:05 for eight … different industries. The cointegration analysis indicates two cointegrating relations, in all industries, between import prices …-run exchange rate pass-through. Pass-through is defined as the total effect a nominal exchange-rate change has on the import price …

Persistent link: https://www.econbiz.de/10014075034