The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a long-run Engle and Granger cointegrating relationship (between import unit values, the exchange rate and foreign … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …

The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro … suggest a long-run Engle and Granger cointegrating relationship (between import unit values, the exchange rate and foreign … estimation. The main finding is that allowing for possible breaks around the formation of EMU and the appreciation of the euro …

This study examines ERPT with asymmetric response and both import and export market shares, using wool trade data. The …), the estimation provided that for 39 trade cases out of 83, export price responded to appreciation and depreciation in …

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 … the possibility of structural breaks and show how the long run may be restored in the estimation. The main finding is that …

between exchange rate movements and import prices. Recent debates hinge on whether producer-currency-pricing (PCP) or local …-through of exchange rates into import prices. However, for OECD countries, the most important determinants of changes in pass …-through over time are microeconomic and relate to the industry composition of a country's import bundle"--Federal Reserve Bank of …