Showing 31 - 40 of 205,632
affected US prices. Thus, the pre-2005 period is used to filter out the effects of other exchange rates on import and producer … prices. Additionally, utilizing the remainder of the sample, the pure effect of an RMB appreciation on US import prices and …, in turn, the effect of RMB-induced US import price fluctuations on US producer prices is established. In a panel spanning …
Persistent link: https://www.econbiz.de/10013037032
-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 …-through over time. -- Exchange rate pass-through ; consumer prices ; import prices ; cointegration ; vector error correction models …
Persistent link: https://www.econbiz.de/10009545250
) into import prices. In order to classify his sample of 24 developing countries by regimes of inflation, Barhoumi [(2006 …), “Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation …
Persistent link: https://www.econbiz.de/10011346361
This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 Euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...
Persistent link: https://www.econbiz.de/10013022505
This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 Euro area (EA) countries. First, based on quarterly data over the 1990-2012 period, our study does not find a significant heterogeneity in the degree of pass-through across the monetary union members, in...
Persistent link: https://www.econbiz.de/10013045898
–2012. We examine China’s consumer price index (CPI), import price index (IPI) and producer price index (PPI) by using time …
Persistent link: https://www.econbiz.de/10011598073
The pass-through from exchange rate changes to inflation differs depending on the underlying shock. This paper quantifies the conditional exchange rate pass-through (CERPT) to prices, i.e. the change in prices relative to that in the exchange rate following a certain exogenous shock, with a...
Persistent link: https://www.econbiz.de/10011806006
We study the fluctuations of exchange rates and consumer prices in two small open economies, Sweden and Canada, using a structural Bayesian VAR. Four domestic and two global shocks are identified through zero and sign restrictions. For both economies, we find that the main driver of consumer...
Persistent link: https://www.econbiz.de/10012176017
We examine exchange rate pass-through into aggregate import prices for several industrialized countries in view of … importing country inflation rate regime, and using nonlinear smooth transition estimation methodology we present empirical …
Persistent link: https://www.econbiz.de/10013143237
. The quasi-experimental case of the food import to Hong Kong from Mainland China is considered in the analysis. The results … show that the pass-through of the exchange rate of Chinese RMB against to US dollar to Hong Kong's food import price is …
Persistent link: https://www.econbiz.de/10012197615