Showing 1 - 10 of 158,468
The article analyses the impact of exchange rate changes on German export and import prices. The analytical framework … follow different price setting strategies: German exporters largely pass-through exchange rate changes; i.e. an appreciation … appreciation of foreign currency into their profit margins in order to stabilise export prices (expressed in terms of domestic …
Persistent link: https://www.econbiz.de/10003744526
Persistent link: https://www.econbiz.de/10009690439
This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a … analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10010255170
Persistent link: https://www.econbiz.de/10010462839
This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a … analyze data for different product categories, and also cointegration techniques to carefully distinguish between short …
Persistent link: https://www.econbiz.de/10010341125
with such negative effects. European exporters seem to benefit more from Euro depreciation, than its appreciation harm them … changes in a nonlinear way. Particularly his analysis revealed, that a positive impact on trade during the Euro depreciation … national currency on exports, the estimation results suggest that European agri-food exporters have found their way to cope …
Persistent link: https://www.econbiz.de/10010440554
This paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass …-through (ERPT) to import prices in the European countries. Although economic theory suggests a long-run relationship between import … establish. Resorting to novel tests for panel cointegration, we find support for the equilibrium relationship hypothesis …
Persistent link: https://www.econbiz.de/10011974808
This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a … analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10009771153
-through over time. -- Exchange rate pass-through ; consumer prices ; import prices ; cointegration ; vector error correction models …-through for Switzerland are based on either single equation estimation or on VAR models. However, these approaches feature some … various price (sub-)indices. Passthrough to import prices is substantial both in the short-run and in the long-run and occurs …
Persistent link: https://www.econbiz.de/10009545250
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a cointegrating relationship (between import unit values, the exchange rate and foreign prices), which is typically … 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/10003656041