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 …

This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a …-run and long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass …

This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a … long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass-through coefficients …