Recent estimates of exchange rate pass-through to import prices in the euro area
Author
Suggested Citation
DOI: 10.1007/s10290-015-0233-x
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016. "Recent estimates of exchange rate pass-through to import prices in the euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 69-105, February.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," CESifo Working Paper Series 5341, CESifo.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016. "Recent estimates of exchange rate pass-through to import prices in the euro area," Post-Print hal-03533135, HAL.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," William Davidson Institute Working Papers Series wp1080, William Davidson Institute at the University of Michigan.
- Nidhaleddine BEN CHEIKH & Christophe RAULT, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," LEO Working Papers / DR LEO 2234, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," Working Papers halshs-01252130, HAL.
References listed on IDEAS
- Jeannine Bailliu & Eiji Fujii, 2004.
"Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation,"
Staff Working Papers
04-21, Bank of Canada.
- Eiji Fuji & Jeannine Bailliu, 2004. "Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation," Computing in Economics and Finance 2004 135, Society for Computational Economics.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2008.
"High exchange-rate volatility and low pass-through,"
Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1113-1128, September.
- Sylvain Leduc & Giancarlo Corsetti & Luca Dedola, 2005. "Pass-Through and Exchange-Rate Fluctuations in a DSGE Model of Price," 2005 Meeting Papers 381, Society for Economic Dynamics.
- Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," CEPR Discussion Papers 5377, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE models of high exchange-rate volatility and low pass-through," International Finance Discussion Papers 845, Board of Governors of the Federal Reserve System (U.S.).
- Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2005. "DSGE Models of High Exchange-Rate Volatility and Low Pass-Through," Economics Working Papers ECO2005/23, European University Institute.
- Feenstra, Robert C., 1989.
"Symmetric pass-through of tariffs and exchange rates under imperfect competition: An empirical test,"
Journal of International Economics, Elsevier, vol. 27(1-2), pages 25-45, August.
- Robert C. Feenstra, 1987. "Symmetric Pass-Through of Tariffs and Exchange Rates Under Imperfect Competition: An Empirical Test," NBER Working Papers 2453, National Bureau of Economic Research, Inc.
- Campa, Jose M. & Goldberg, Linda S. & Gonzalez-Minguez, Jose M., 2005.
"Exchange-rate pass-through to import prices in the euro area,"
IESE Research Papers
D/609, IESE Business School.
- José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange rate pass through to import prices in the euro area," Working Papers 0538, Banco de España.
- Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005. "Exchange rate pass-through to import prices in the Euro area," Staff Reports 219, Federal Reserve Bank of New York.
- Goldberg, Linda S. & Campa, José Manuel & González Mìnguez, Jose Manuel, 2005. "Exchange Rate Pass-Through to Import Prices in the Euro Area," CEPR Discussion Papers 5347, C.E.P.R. Discussion Papers.
- José Manuel Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange-Rate Pass-Through to Import Prices in the Euro Area," NBER Working Papers 11632, National Bureau of Economic Research, Inc.
- Pinelopi Koujianou Goldberg & Michael M. Knetter, 1997.
"Goods Prices and Exchange Rates: What Have We Learned?,"
Journal of Economic Literature, American Economic Association, vol. 35(3), pages 1243-1272, September.
- Pinelopi K. Goldberg & Michael M. Knetter, 1996. "Goods Prices and Exchange Rates: What Have We Learned?," NBER Working Papers 5862, National Bureau of Economic Research, Inc.
- Choudhri, Ehsan U. & Hakura, Dalia S., 2006.
"Exchange rate pass-through to domestic prices: Does the inflationary environment matter?,"
Journal of International Money and Finance, Elsevier, vol. 25(4), pages 614-639, June.
- Ms. Dalia S Hakura & Ehsan U. Choudhri, 2001. "Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?," IMF Working Papers 2001/194, International Monetary Fund.
- Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2010.
"Currency Choice and Exchange Rate Pass-Through,"
American Economic Review, American Economic Association, vol. 100(1), pages 304-336, March.
- Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2007. "Currency Choice and Exchange Rate Pass-through," NBER Working Papers 13432, National Bureau of Economic Research, Inc.
- Gopinath, Gita & Itskhoki, Oleg & Rigobon, Roberto, 2010. "Currency Choice and Exchange Rate Pass-through," Scholarly Articles 30703874, Harvard University Department of Economics.
- Campa, Jose M. & Goldberg, Linda S., 2002.
"Exchange rate pass-through into import prices: A macro or micro phenomenon?,"
IESE Research Papers
D/475, IESE Business School.
- Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange rate pass-through into import prices: a macro or micro phenomenon?," Staff Reports 149, Federal Reserve Bank of New York.
- Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?," NBER Working Papers 8934, National Bureau of Economic Research, Inc.
- Michael B. Devereux & Charles Engel & CÈdric Tille, 2003.
"Exchange Rate Pass-Through and the Welfare Effects of the Euro,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 223-242, February.
- Michael Devereux & Charles Engel & Cedric Tille, 1999. "Exchange-Rate Pass-Through and the Welfare Effects of the Euro," Working Papers 0034, University of Washington, Department of Economics.
- Michael Devereux & Charles Engel & Cedric Tille, 1999. "Exchange-Rate Pass-Through and the Welfare Effects of the Euro," Discussion Papers in Economics at the University of Washington 0034, Department of Economics at the University of Washington.
- Michael B. Devereux & Charles Engel & Cedric Tille, 1999. "Exchange Rate Pass-Through and the Welfare Effects of the Euro," NBER Working Papers 7382, National Bureau of Economic Research, Inc.
- Goldberg, Linda S. & Tille, Cédric, 2008.
"Vehicle currency use in international trade,"
Journal of International Economics, Elsevier, vol. 76(2), pages 177-192, December.
- Linda S. Goldberg & Cédric Tille, 2005. "Vehicle currency use in international trade," Staff Reports 200, Federal Reserve Bank of New York.
- Linda S. Goldberg & Cedric Tille, 2005. "Vehicle Currency Use in International Trade," NBER Working Papers 11127, National Bureau of Economic Research, Inc.
- Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
- José Manuel Campa & Linda S. Goldberg, 2005.
"Exchange Rate Pass-Through into Import Prices,"
The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 679-690, November.
- Goldberg, Linda S. & Campa, José Manuel, 2004. "Exchange Rate Pass-Through into Import Prices," CEPR Discussion Papers 4391, C.E.P.R. Discussion Papers.
- Taylor, John B., 2000. "Low inflation, pass-through, and the pricing power of firms," European Economic Review, Elsevier, vol. 44(7), pages 1389-1408, June.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?,"
Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Yannick L'horty & Christophe Rault, 2004.
"Inflation, minimum wage and other wages: an econometric study on French macroeconomic data,"
Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 277-290.
- L'Horty, Yannick & Rault, Christophe, 2003. "Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data," IZA Discussion Papers 861, Institute of Labor Economics (IZA).
- Yannick L'Horty & Christophe Rault, 2004. "Inflation, minimum wage and other wages: an econometric study on French macroeconomic data," Post-Print hal-02878004, HAL.
- Yannick L’Horty & Christophe Rault, 2003. "Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data," Documents de recherche 03-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Michele Ca’ Zorzi & Elke Hahn & Marcelo Sánchez, 2007.
"Exchange Rate Pass-Through in Emerging Markets,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 84-102, November.
- Ca' Zorzi, Michele & Hahn, Elke & Sánchez, Marcelo, 2007. "Exchange rate pass-through in emerging markets," Working Paper Series 739, European Central Bank.
- Gordon M. Bodnar & Bernard Dumas & Richard C. Marston, 2002.
"Pass‐through and Exposure,"
Journal of Finance, American Finance Association, vol. 57(1), pages 199-231, February.
- Bernard Dumas & Gordon M. Bodnar & Richard C. Marston, 1997. "Pass-Through and Exposure," Working Papers hal-00605600, HAL.
- Bodnar, Gordon M. & Dumas, Bernard & Marston, Richard C., 2000. "Pass-through and Exposure," Working Papers 00-4, University of Pennsylvania, Wharton School, Weiss Center.
- Bodnar, G.M. & Dumas, B. & Marston, R.C., 1998. "Pass-Through and Exposure," Weiss Center Working Papers 98-01, Wharton School - Weiss Center for International Financial Research.
- Cletus C. Coughlin & Patricia S. Pollard, 2004. "Size matters: asymmetric exchange rate pass-through at the industry level," Working Papers 2003-029, Federal Reserve Bank of St. Louis.
- Zivot, Eric & Andrews, Donald W K, 2002.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
- Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.
- Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.
- Tom Doan, "undated". "ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test," Statistical Software Components RTS00236, Boston College Department of Economics.
- Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008.
"Measuring Long-Run Exchange Rate Pass-Through,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers 2007-32, Kiel Institute for the World Economy (IfW Kiel).
- .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007. "Measuring Long-Run Exchange Rate Pass-Through," Working papers 173, Banque de France.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
- Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Anderton, Robert, 2003. "Extra-euro area manufacturing import prices and exchange rate pass-through," Working Paper Series 219, European Central Bank.
- Josep Carrion-i-Silvestre & Andreu Sansó, 2006. "A guide to the computation of stationarity tests," Empirical Economics, Springer, vol. 31(2), pages 433-448, June.
- Jonathan McCarthy, 2007.
"Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies,"
Eastern Economic Journal, Eastern Economic Association, vol. 33(4), pages 511-537, Fall.
- J. McCarthy, 1999. "Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies," BIS Working Papers 79, Bank for International Settlements.
- Jonathan McCarthy, 2000. "Pass-through of exchange rates and import prices to domestic inflation in some industrialized economies," Staff Reports 111, Federal Reserve Bank of New York.
- Anonymous, 1993. "New Zealand economic chronology 1992," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, June.
- Giovanni P. Olivei, 2002. "Exchange rates and the prices of manufacturing products imported into the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Q 1, pages 3-18.
- Christophe Rault & Robert Sova & Ana Maria Sova, 2009.
"Modelling international trade flows between CEEC and OECD countries,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1547-1554.
- Christophe Rault & Ana Maria Sova & Robert Sova, 2008. "Modeling International Trade Flows Between CEEC and OECD Countries," Post-Print halshs-00202794, HAL.
- Christophe Rault & Robert Sova & Ana Maria Sova, 2008. "Modeling International Trade Flows between CEEC and OECD Countries," CESifo Working Paper Series 2282, CESifo.
- Peter Hooper & Catherine L. Mann, 1989. "Exchange Rate Pass-through in the 1980s: The Case of U.S. Imports of Manufactures," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 20(1), pages 297-337.
- Andrews, Donald W.K., 1986.
"Empirical process methods in econometrics,"
Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 37, pages 2247-2294,
Elsevier.
- Donald W.K. Andrews, 1993. "Empirical Process Methods in Econometrics," Cowles Foundation Discussion Papers 1059, Cowles Foundation for Research in Economics, Yale University.
- Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996.
"Efficient Tests for an Autoregressive Unit Root,"
Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "GLSDETREND: RATS procedure to perform local to unity GLS detrending," Statistical Software Components RTS00077, Boston College Department of Economics.
- Tom Doan, "undated". "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components RTS00066, Boston College Department of Economics.
- Felix P. Hüfner & Michael Schröder, 2003.
"Exchange Rate Pass-Through to Consumer Prices: A European Perspective,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 58(03), pages 383-412, September.
- Schröder, Michael & Hüfner, Felix P., 2002. "Exchange rate pass-through to consumer prices: a European perspective," ZEW Discussion Papers 02-20, ZEW - Leibniz Centre for European Economic Research.
- Mr. Hamid Faruqee, 2004. "Exchange Rate Pass-Through in the Euro Area: The Role of Asymmetric Pricing Behavior," IMF Working Papers 2004/014, International Monetary Fund.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995.
"Exchange Rate Dynamics Redux,"
Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 624-660, June.
- Maurice Obstfeld & Kenneth Rogoff, 1994. "Exchange Rate Dynamics Redux," NBER Working Papers 4693, National Bureau of Economic Research, Inc.
- Maurice Obstfeld and Kenneth Rogoff., 1995. "Exchange Rate Dynamics Redux," Center for International and Development Economics Research (CIDER) Working Papers C95-048, University of California at Berkeley.
- Obstfeld, Maurice & Rogoff, Kenneth S., 1995. "Exchange Rate Dynamics Redux," Scholarly Articles 12491026, Harvard University Department of Economics.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," CEPR Discussion Papers 1131, C.E.P.R. Discussion Papers.
- Obstfeld, Maurice & Rogoff, Kenneth, 1995. "Exchange Rate Dynamics Redux," Center for International and Development Economics Research (CIDER) Working Papers 233403, University of California-Berkeley, Department of Economics.
- Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013.
"Exchange rate pass-through and inflation: A nonlinear time series analysis,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009. "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers 0920, Vanderbilt University Department of Economics.
- Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2012. "Exchange rate pass-through and inflation: a nonlinear time series analysis," Vanderbilt University Department of Economics Working Papers 12-00008, Vanderbilt University Department of Economics.
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Sven W. Arndt & J. David Richardson, 1987. "Real-Financial Linkages Among Open Economies," NBER Working Papers 2230, National Bureau of Economic Research, Inc.
- Yannick L'horty & Christophe Rault, 2003.
"Why Is French Equilibrium Unemployment So High? an Estimation of the Ws-Ps Model,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 6(1), pages 127-156, May.
- L'Horty, Yannick & Rault, Christophe, 2003. "Why Is French Equilibrium Unemployment So High? An Estimation of the WS-PS Model," Journal of Applied Economics, Universidad del CEMA, vol. 6(1), pages 1-30, May.
- Yannick L’Horty & Christophe Rault, 2001. "Why is French Equilibrium Unemployment so High : an Estimation of the WS-PS Model," Documents de recherche 01-18, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Anonymous, 1993. "Economic notes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, June.
- anonymous, 1993. "Kelley touts economy's underlying strength," Economics Update, Federal Reserve Bank of Atlanta, issue Jan, pages 1-7.
- Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010.
"Trade integration, competition, and the decline in exchange-rate pass-through,"
Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
- Christopher J. Gust & Sylvain Leduc & Robert J. Vigfusson, 2006. "Trade integration, competition, and the decline in exchange-rate pass-through," International Finance Discussion Papers 864, Board of Governors of the Federal Reserve System (U.S.).
- Christopher Gust & Sylvain Leduc & Robert Vigfusson, 2006. "Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through," 2006 Meeting Papers 165, Society for Economic Dynamics.
- Jon Faust & Joseph E. Gagnon & Mario Marazzi & Jaime R. Marquez & Robert F. Martin & Trevor A. Reeve & John H. Rogers & Nathan Sheets & Robert J. Vigfusson, 2005. "Exchange rate pass-through to U.S. import prices: some new evidence," International Finance Discussion Papers 833, Board of Governors of the Federal Reserve System (U.S.).
- Matthieu Bussiere, 2013.
"Exchange Rate Pass-through to Trade Prices: The Role of Nonlinearities and Asymmetries,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 731-758, October.
- Bussière, Matthieu, 2007. "Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries," Working Paper Series 822, European Central Bank.
- Devereux, Michael B. & Engel, Charles, 2002.
"Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect,"
Journal of Monetary Economics, Elsevier, vol. 49(5), pages 913-940, July.
- Michael B. Devereux & Charles Engel, 2002. "Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect," NBER Working Papers 8858, National Bureau of Economic Research, Inc.
- Dornbusch, Rudiger, 1987.
"Exchange Rates and Prices,"
American Economic Review, American Economic Association, vol. 77(1), pages 93-106, March.
- Rudiger Dornbusch, 1985. "Exchange Rates and Prices," NBER Working Papers 1769, National Bureau of Economic Research, Inc.
- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Anonymous, 1993. "Economic forecasts overview," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, March.
- Athukorala, Premachandra & Menon, Jayant, 1995.
"Exchange Rates and Strategic Pricing: The Case of Swedish Machinery Exports,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(4), pages 533-546, November.
- Prema-chandra Athukorala & Jayant Manon, 1994. "Exchange Rates and Strategic Pricing: the Case of Swedish Machinery Exports," Working Papers 1994.08, School of Economics, La Trobe University.
- Prema-chandra Athukorala & Jayant Manon, 1994. "Exchange Rates and Strategic Pricing: the Case of Swedish Machinery Exports," Working Papers 1994.08, School of Economics, La Trobe University.
- Gregory, Allan W & Hansen, Bruce E, 1996.
"Tests for Cointegration in Models with Regime and Trend Shifts,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 555-560, August.
- Tom Doan, "undated". "GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks," Statistical Software Components RTS00082, Boston College Department of Economics.
- Andrews, Donald W K & Ploberger, Werner, 1994.
"Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative,"
Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
- Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
- Yannick L'horty & Christophe Rault, 2003. "Why Is French Equilibrium Unemployment So High?," Journal of Applied Economics, Universidad del CEMA, vol. 6, pages 127-156, May.
- Gregory, Allan W. & Hansen, Bruce E., 1996.
"Residual-based tests for cointegration in models with regime shifts,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
- Allan Gregory & Bruce E. Hansen, 1992. "Residual-based Tests For Cointegration In Models With Regime Shifts," Working Paper 862, Economics Department, Queen's University.
- Gregory, A.W. & Hansen, B.E., 1992. "Residual-Based Tests for Cointegration in Models with Regime Shifts," RCER Working Papers 335, University of Rochester - Center for Economic Research (RCER).
- Marazzi, Mario & Sheets, Nathan, 2007. "Declining exchange rate pass-through to U.S. import prices: The potential role of global factors," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 924-947, October.
- Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006.
"Differences in exchange rate pass-through in the euro area,"
European Economic Review, Elsevier, vol. 50(1), pages 121-145, January.
- Campa, Jose M. & Gonzalez, Jose M., 2002. "Differences in exchange rate pass-through in the euro area," IESE Research Papers D/479, IESE Business School.
- José Manuel Campa & Jose M. González Mínguez, 2002. "Differences in exchange rate pass-through in the euro area," Working Papers 0219, Banco de España.
- Campa, José Manuel & González Mìnguez, Jose Manuel, 2004. "Differences in Exchange Rate Pass-Through in the Euro Area," CEPR Discussion Papers 4389, C.E.P.R. Discussion Papers.
- Hahn, Elke, 2003. "Pass-through of external shocks to euro area inflation," Working Paper Series 243, European Central Bank.
- Hamid Faruqee, 2006. "Exchange Rate Pass-Through in the Euro Area," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-4.
- Choudhri, Ehsan U. & Faruqee, Hamid & Hakura, Dalia S., 2005.
"Explaining the exchange rate pass-through in different prices,"
Journal of International Economics, Elsevier, vol. 65(2), pages 349-374, March.
- Mr. Hamid Faruqee & Ms. Dalia S Hakura & Ehsan U. Choudhri, 2002. "Explaining the Exchange Rate Pass-Through in Different Prices," IMF Working Papers 2002/224, International Monetary Fund.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
- Anonymous, 1993. "Economic forecast overview and summary table," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, September.
- Anonymous, 1993. "Economic notes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, March.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Jeannine Bailliu & Hafedh Bouakez, 2004. "Exchange Rate Pass-Through in Industrialized Countries," Bank of Canada Review, Bank of Canada, vol. 2004(Spring), pages 19-28.
- Imed Drine & Christophe Rault, 2006.
"Testing for inflation convergence between the Euro Zone and its CEE partners,"
Applied Economics Letters, Taylor & Francis Journals, vol. 13(4), pages 235-240.
- Imed Drine & Christophe Rault, 2005. "Testing for inflation convergence between the Euro Zone and its CEE partners," William Davidson Institute Working Papers Series wp768, William Davidson Institute at the University of Michigan.
- repec:wsr:wpaper:y:2014:i:132 is not listed on IDEAS
- Catherine L. Mann, 1986. "Prices, profit margins, and exchange rates," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 366-379.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017.
"Alice: A New Inflation Monitoring Tool,"
EcoMod2017
10414, EcoMod.
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018. "ALICE: A new inflation monitoring tool," Working Paper Series 2175, European Central Bank.
- Pleskachev, Yury (Плескачев, Юрий) & Ponomarev, Yury (Пономарев, Юрий), 2017. "Import Price Rigidity and Invoice Currency in Russia [Валюта Контракта И Жесткость Цен На Импортные Товары В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 80-99, June.
- Antonia López-Villavicencio & Valérie Mignon, 2021.
"On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 35-59,
Springer.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers 2017-08, CEPII research center.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020. "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Post-Print hal-03027209, HAL.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," EconomiX Working Papers 2017-32, University of Paris Nanterre, EconomiX.
- Antonia Lopez Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers hal-04141637, HAL.
- Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
- Antonia López-Villavicencio & Valérie Mignon, 2020.
"Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 835-858, November.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Working Papers 2019-08, CEPII research center.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Post-Print hal-02652299, HAL.
- Antonia Lopez Villavicencio & Valérie Mignon, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Working Papers hal-04141874, HAL.
- Valérie Mignon & Antonia Lopez Villavicencio, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," EconomiX Working Papers 2019-16, University of Paris Nanterre, EconomiX.
- Antonio J., Garzón & Luis A., Hierro, 2022. "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 130-146.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016.
"The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 15-27, June.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2014. "The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland," William Davidson Institute Working Papers Series wp1078, William Davidson Institute at the University of Michigan.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2017.
"Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries,"
The World Economy, Wiley Blackwell, vol. 40(12), pages 2611-2638, December.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2017. "Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries," Post-Print hal-03529859, HAL.
- Christophe RAULT & Nidhaleddine BEN CHEIKH, 2017. "Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries," LEO Working Papers / DR LEO 2477, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2017. "Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries," CESifo Working Paper Series 6366, CESifo.
- Ben Cheikh, Nidhaleddine & Rault, Christophe, 2017. "Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries," IZA Discussion Papers 10555, Institute of Labor Economics (IZA).
- Anderl, Christina & Caporale, Guglielmo Maria, 2023.
"Nonlinearities in the exchange rate pass-through: The role of inflation expectations,"
International Economics, Elsevier, vol. 173(C), pages 86-101.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series 9544, CESifo.
- Fatma Marrakchi Charfi & Mohamed Kadria, 2016. "Incomplete Exchange Rate Pass-Through Transmission To Prices: An Svar Model For Tunisia," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-23, December.
- Safet Kurtović & Blerim Halili & Nehat Maxhuni, 2019. "Exchange rate pass-through into import prices: evidence from Central and Southeast European countries," Indian Economic Review, Springer, vol. 54(1), pages 51-80, June.
- Roberta Colavecchio & Ieva Rubene, 2019.
"Non-linear exchange rate pass-through to euro area inflation: A local projection approach,"
BCL working papers
138, Central Bank of Luxembourg.
- Colavecchio, Roberta & Rubene, Ieva, 2020. "Non-linear exchange rate pass-through to euro area inflation: a local projection approach," Working Paper Series 2362, European Central Bank.
- Kurtović Safet & Šehić-Kršlak Sabina & Halili Blerim & Maxhuni Nehat, 2018. "Exchange Rate Pass-Through into Import Prices of Croatia," Naše gospodarstvo/Our economy, Sciendo, vol. 64(4), pages 60-73, December.
- Yohannes Ayele & L. Alan Winters, 2020. "How Do Exchange Rate Depreciations Affect Trade and Prices? A Survey and Lessons about UK Experience after June 2016," Working Paper Series 1420, Department of Economics, University of Sussex Business School.
- Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
- de Bondt, Gabe J. & Hahn, Elke & Zekaite, Zivile, 2021. "ALICE: Composite leading indicators for euro area inflation cycles," International Journal of Forecasting, Elsevier, vol. 37(2), pages 687-707.
- Donayre, Luiggi & Panovska, Irina, 2016. "State-dependent exchange rate pass-through behavior," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 170-195.
- Nguyen Van Phuc & Vo Hong Duc, 2021.
"Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 5-20, January.
- Vo, Duc, 2019. "Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region," MPRA Paper 103293, University Library of Munich, Germany.
- Ponomarev, Yuriy (Пономарев, Юрий) & Rey, Aleksey (Рей, Алексей) & Radchenko, Darya (Радченко, Дарья), 2018. "Investigation of the Relationship between the Intensity of International Trade and the Volatility of Paired Exchange Rates of the Russian Federation and its Trading Partners [Исследование Взаимосвя," Working Papers 061823, Russian Presidential Academy of National Economy and Public Administration.
- Albulescu, Claudiu Tiberiu & Aubin, Christian & Goyeau, Daniel & Tiwari, Aviral Kumar, 2018. "Extreme co-movements and dependencies among major international exchange rates: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 56-69.
- Aijaz Ahmad Bhat & Javaid Iqbal Khan & Sajad Ahmad Bhat & Javed Ahmad Bhat, 2023. "Central Bank Independence and Inflation in India: The Role of Financial Development," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 47(4), pages 392-407, October.
- Safet Kurtović & Nehat Maxhuni & Blerim Halili & Sead Talović, 2021. "Asymmetric exchange rate pass‐through into import prices of Slovenia's manufacturing sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4609-4633, July.
- Javed Ahmad Bhat & Sajad Ahmad Bhat & Waseem Ahmad Parray, 2025. "Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-32, February.
- Jovic, Srdjan & Smigic Miladinovic, Jasmina & Micic, Radmila & Markovic, Sanja & Rakic, Goran, 2019. "Analysing of exchange rate and gross domestic product (GDP) by adaptive neuro fuzzy inference system (ANFIS)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 333-338.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nidhaleddine Ben Cheikh & Christophe Rault, 2017.
"Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries,"
The World Economy, Wiley Blackwell, vol. 40(12), pages 2611-2638, December.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2017. "Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries," Post-Print hal-03529859, HAL.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2017. "Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries," CESifo Working Paper Series 6366, CESifo.
- Ben Cheikh, Nidhaleddine & Rault, Christophe, 2017. "Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries," IZA Discussion Papers 10555, Institute of Labor Economics (IZA).
- Christophe RAULT & Nidhaleddine BEN CHEIKH, 2017. "Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries," LEO Working Papers / DR LEO 2477, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Stahn Kerstin, 2011. "Changes in Import Pricing Behaviour: Evidence for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(4), pages 522-545, August.
- María-Dolores, Ramón, 2010.
"Exchange rate pass-through in New Member States and candidate countries of the EU,"
International Review of Economics & Finance, Elsevier, vol. 19(1), pages 23-35, January.
- Ramón María-Dolores, 2008. "Exchange rate pass-through in new Member States and candidate countries of the EU," Working Papers 0822, Banco de España.
- Antonia López-Villavicencio & Valérie Mignon, 2020.
"Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 835-858, November.
- Antonia Lopez Villavicencio & Valérie Mignon, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Working Papers hal-04141874, HAL.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Post-Print hal-02652299, HAL.
- Valérie Mignon & Antonia Lopez Villavicencio, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," EconomiX Working Papers 2019-16, University of Paris Nanterre, EconomiX.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2019. "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Working Papers 2019-08, CEPII research center.
- Raphael A. Auer, 2015.
"Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1617-1650, December.
- Raphael Auer, 2011. "Exchange rate pass-through, domestic competition and inflation -- evidence from the 2005/08 revaluation of the Renminbi," Globalization Institute Working Papers 68, Federal Reserve Bank of Dallas.
- Auer, Raphael, 2015. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CEPR Discussion Papers 10344, C.E.P.R. Discussion Papers.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 2012-01, Swiss National Bank.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CESifo Working Paper Series 3759, CESifo.
- Raphael A Auer, 2014. "Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 15.01, Swiss National Bank, Study Center Gerzensee.
- Mirdala, Rajmund, 2015. "Exchange Rate Pass-Through in the Euro Area," MPRA Paper 68862, University Library of Munich, Germany.
- Mirdala, Rajmund, 2013.
"Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes,"
MPRA Paper
53209, University Library of Munich, Germany.
- Rajmund Mirdala, 2014. "Exchange Rate Pass-Through to Domestic Prices under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series wp1070, William Davidson Institute at the University of Michigan.
- Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
- Stahn, Kerstin, 2009. "Changes in import pricing behaviour: the case of Germany," Discussion Paper Series 1: Economic Studies 2009,14, Deutsche Bundesbank.
- Matthieu Bussière & Simona Delle Chiaie & Tuomas A Peltonen, 2014.
"Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 146-178, April.
- Bussière, Matthieu & Peltonen, Tuomas A., 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," Working Paper Series 951, European Central Bank.
- Bussiére, Matthieu & Peltonen, Tuomas, 2008. "Exchange rate pass-through in the global economy: the role of emerging market economies," BOFIT Discussion Papers 25/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Campa, Jose M. & Goldberg, Linda S. & Gonzalez-Minguez, Jose M., 2005.
"Exchange-rate pass-through to import prices in the euro area,"
IESE Research Papers
D/609, IESE Business School.
- José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange rate pass through to import prices in the euro area," Working Papers 0538, Banco de España.
- Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005. "Exchange rate pass-through to import prices in the Euro area," Staff Reports 219, Federal Reserve Bank of New York.
- Goldberg, Linda S. & Campa, José Manuel & González Mìnguez, Jose Manuel, 2005. "Exchange Rate Pass-Through to Import Prices in the Euro Area," CEPR Discussion Papers 5347, C.E.P.R. Discussion Papers.
- José Manuel Campa & Linda S. Goldberg & José M. González-Mínguez, 2005. "Exchange-Rate Pass-Through to Import Prices in the Euro Area," NBER Working Papers 11632, National Bureau of Economic Research, Inc.
- Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
- Jane E. Ihrig & Mario Marazzi & Alexander D. Rothenberg, 2006. "Exchange-rate pass-through in the G-7 countries," International Finance Discussion Papers 851, Board of Governors of the Federal Reserve System (U.S.).
- Frederic S. Mishkin, 2008. "Exchange Rate Pass-Through And Monetary Policy," NBER Working Papers 13889, National Bureau of Economic Research, Inc.
- Nguyen Van Phuc & Vo Hong Duc, 2021.
"Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 5-20, January.
- Vo, Duc, 2019. "Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region," MPRA Paper 103293, University Library of Munich, Germany.
- Przystupa, Jan & Wróbel, Ewa, 2009. "Asymmetry of the exchange rate pass-through: An exercise on the Polish data," MPRA Paper 17660, University Library of Munich, Germany.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016.
"The Pass‐through of Exchange Rate in the Context of the European Sovereign Debt Crisis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 154-166, April.
- Ben Cheikh, Nidhaleddine, 2013. "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," MPRA Paper 47308, University Library of Munich, Germany.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," CESifo Working Paper Series 5550, CESifo.
- Nidhaleddine Ben Cheikh & Christophe Rault, 2016. "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," Post-Print hal-03533323, HAL.
- Ben Cheikh, Nidhaleddine & Rault, Christophe, 2015. "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," IZA Discussion Papers 9467, Institute of Labor Economics (IZA).
- Ben Cheikh, Nidhaleddine & Rault, Christophe, 2013. "The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis," MPRA Paper 59484, University Library of Munich, Germany.
- Safet Kurtović & Blerim Halili & Nehat Maxhuni, 2019. "Exchange rate pass-through into import prices: evidence from Central and Southeast European countries," Indian Economic Review, Springer, vol. 54(1), pages 51-80, June.
- Antonia López-Villavicencio & Valérie Mignon, 2021.
"On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 35-59,
Springer.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers 2017-08, CEPII research center.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020. "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Post-Print hal-03027209, HAL.
- Antonia Lopez-Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," EconomiX Working Papers 2017-32, University of Paris Nanterre, EconomiX.
- Antonia Lopez Villavicencio & Valérie Mignon, 2017. "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," Working Papers hal-04141637, HAL.
- Jiménez-Rodríguez, Rebeca & Morales-Zumaquero, Amalia, 2016. "A new look at exchange rate pass-through in the G-7 countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 985-1000.
More about this item
Keywords
Exchange rate pass-through; Import prices; Euro area; E31; F31; F40;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:weltar:v:152:y:2016:i:1:p:69-105. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.