Exchange rate pass-through and relative prices: An industry-level empirical investigation

被引：11

作者：

Bhattacharya, Prasad S. ^{[2
]}

Karayalcin, Cem A. ^{[1
]}

Thomakos, Dimitrios D. ^{[3
]}

机构：

[1] Florida Int Univ, Dept Econ, Miami, FL 33199 USA

[2] Deakin Univ, Sch Accounting Econ & Finance, Fac Business & Law, Burwood, Vic 3125, Australia

[3] Univ Peloponnese, Dept Econ, Sch Management & Econ, Peloponnese, Greece

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 2008年 / 27卷 / 07期

关键词：

Exchange rates; Pass-through effect; Expenditure-switching;

D O I：

10.1016/j.jimonfin.2008.05.004

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this paper we explore the extent of exchange rate pass-through for the USA, UK and Japan using a post-Bretton Woods industry-level dataset. We investigate how different channels of exchange rate pass-through affect domestic and import prices. Our analysis is suggestive of two channels of transmission and we find considerable variation in the extent of pass-through across industries and countries. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1135 / 1160

页数：26

共 50 条

[1] Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
Barhoumi, Karim
[J]. ECONOMICS BULLETIN, 2005, 3
[2] Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?
Bhattacharya, Prasad S.
Thomakos, Dimitrios D.
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2008, 24 (01) : 134 - 150
[3] The Industry Determinants of Exchange Rate Pass-Through into Canadian Producer Prices
Shakeri, Mohammad
Gray, Richard
[J]. INTERNATIONAL JOURNAL OF THE ECONOMICS OF BUSINESS, 2013, 20 (01) : 15 - 38
[4] Exchange rate pass-through and dynamic oligopoly: an empirical investigation
Gross, DM
Schmitt, N
[J]. JOURNAL OF INTERNATIONAL ECONOMICS, 2000, 52 (01) : 89 - 112
[5] EXCHANGE RATE PASS-THROUGH INTO RETAIL PRICES
Antoniades, Alexis
Zaniboni, Nicola
[J]. INTERNATIONAL ECONOMIC REVIEW, 2016, 57 (04) : 1425 - 1447
[6] Exchange rate pass-through into import prices
Campa, JM
Goldberg, LS
[J]. REVIEW OF ECONOMICS AND STATISTICS, 2005, 87 (04) : 679 - 690
[7] Exchange Rate Pass-Through to Import and Export Prices: An Empirical Analysis in China
Li Lianlian
Tian Yishun
[J]. PROCEEDINGS OF THE 10TH INTERNATIONAL CONFERENCE ON INNOVATION AND MANAGEMENT, 2013, : 84 - 88
[8] Differences in long run exchange rate pass-through into import prices in developing countries: An empirical investigation
Barhoumi, Karim
[J]. ECONOMIC MODELLING, 2006, 23 (06) : 926 - 951
[9] Exchange rate pass-through to bilateral import prices
Ceglowski, Janet
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2010, 29 (08) : 1637 - 1651
[10] Exchange Rate Pass-Through to Domestic Prices in Eurozone
Mirdala, Rajmund
[J]. ROLE OF FINANCIAL SECTOR IN SUPPORTING THE ECONOMIC RECOVERY OF CEE COUNTRIES, 8TH INTERNATIONAL CONFERENCE ON CURRENCY, BANKING AND INTERNATIONAL FINANCE, 2014, : 265 - 273

← 1 2 3 4 5 →