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Exchange-Rate Pass-Through to Import Prices in the Euro Area

Campa, José Manuel - 2005

This paper presents an empirical analysis of transmission rates from exchange rate movements to import prices, across countries and product categories, in the euro area over the last fifteen years. Our results show that the transmission of exchange rate changes to import prices in the short run...

Persistent link: https://www.econbiz.de/10012467045

Identification of the equilibrium exchange rate pass-through effect in cointegrated VAR with an application to the Euro area

Masten, Igor - In: Economic and business review : EBR 19 (2017) 1, pp. 5-18

Persistent link: https://www.econbiz.de/10012268342

A multi-country DSGE model with incomplete exchange rate pass-through : an application for the Euro-area

Razafindrabe, Tovonony M. - In: Economic modelling 52 (2016), pp. 78-100

Persistent link: https://www.econbiz.de/10011645559

Non-linear exchange rate pass-through to euro area inflation : a local projection approach

Colavecchio, Roberta; Rubene, Ieva - 2020

How long does it take for exchange rate changes to pass through into in ation? Does it make a difference whether the exchange rate depreciates or appreciates? Do relatively large exchange rate changes entail more exchange rate pass-through? In this paper, we examine possible non-linearities in...

Persistent link: https://www.econbiz.de/10012150116

Non-linear exchange rate pass-through to euro area inflation : a local projection approach

Colavecchio, Roberta; Rubene, Ieva - 2019

Persistent link: https://www.econbiz.de/10012213057

Has the exchange rate pass through recently declined in the euro area?

Özyurt, Selin - 2016

Persistent link: https://www.econbiz.de/10011619392

Exchange rate pass-through to import prices : accounting for changes in the eurozone trade structure

López-Villavicencio, Antonia; Mignon, Valérie - In: Review of world economics 156 (2020) 4, pp. 835-858

Persistent link: https://www.econbiz.de/10012433812

Investigating first-stage exchange rate pass‐through : sectoral and macro evidence from euro area countries

Cheikh, Nidhaleddine Ben; Rault, Christophe - In: The world economy : the leading journal on … 40 (2017) 12, pp. 2611-2638

Persistent link: https://www.econbiz.de/10011958980

Globalization and exchange-rate pass-through in Europe : is there a link?

López-Villavicencio, Antonia; Mignon, Valérie - In: Journal of economic integration 33 (2018) 4, pp. 773-786

Persistent link: https://www.econbiz.de/10011960057

Has the Exchange Rate Pass Through Recently Declined in the Euro Area?

Özyurt, Selin - 2016

This study investigates the degree and speed of the exchange rate pass through (ERPT) into extra-euro area import prices for the euro area aggregate and the five largest countries. Based on quarterly frequency data, the analysis covers the period 1996Q1-2015Q2. Two alternative measures of the...

Persistent link: https://www.econbiz.de/10012983079