Industry‐specific Real Effective Exchange Rates and Export Price Competitiveness: The Cases of J apan, C hina, and K orea
This paper constructs a new dataset of the industry‐specific real effective exchange rate,
based on the producer price indices, for J apan, C hina, and K orea on a monthly basis from …
based on the producer price indices, for J apan, C hina, and K orea on a monthly basis from …
A pass‐through revival
E Shioji - Asian Economic Policy Review, 2014 - Wiley Online Library
It has been found that the pass‐through of the exchange rate and import prices to domestic
prices has weakened over time. The most recent research, however, shows that this trend …
prices has weakened over time. The most recent research, however, shows that this trend …
Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?
E Shioji - Journal of the Japanese and International Economies, 2015 - Elsevier
This paper argues that the exchange rate could be a powerful transmission channel of the
effects of ongoing “unconventional” monetary policies in Japan. It is shown that exchange …
effects of ongoing “unconventional” monetary policies in Japan. It is shown that exchange …
Tariff and exchange rate pass-through for Chinese exports: A firm-level analysis across customs regimes
We examine whether a firm's import content share differentially affects the degree of tariff
and exchange rate pass-through into its export prices. Our pricing-to-market model suggests …
and exchange rate pass-through into its export prices. Our pricing-to-market model suggests …
Firm predicted exchange rates and nonlinearities in pricing-to-market
TNA Nguyen, K Sato - Journal of the Japanese and International …, 2019 - Elsevier
This paper employs the nonlinear autoregressive distributed lag (NARDL) model to
investigate possible short-and long-run asymmetry in the pricing-to-market (PTM) behavior …
investigate possible short-and long-run asymmetry in the pricing-to-market (PTM) behavior …
Decomposition of Japan's trade balance
Y Sasaki, Y Yoshida - International Review of Economics & Finance, 2018 - Elsevier
Hit by the global financial crisis and a great earthquake followed by a tsunami, Japan's trade
balance has turned to deficit, ending its 26 years of trade surplus. However, it is puzzling that …
balance has turned to deficit, ending its 26 years of trade surplus. However, it is puzzling that …
Invoice currency choice, nonlinearities and exchange rate pass-through
TNA Nguyen, K Sato - Applied Economics, 2020 - Taylor & Francis
Estimating time-varying thresholds as a proxy for exporter's predicted exchange rates, this
study proposes a new approach to analyse possible asymmetric behaviour of exchange rate …
study proposes a new approach to analyse possible asymmetric behaviour of exchange rate …
A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model
K Kawasaki, K Sato - Japan and the World Economy, 2021 - Elsevier
It is well known that intra-industry trade and cross-border production networks have
promoted economic growth and regional integration in East Asia. However, regional supply …
promoted economic growth and regional integration in East Asia. However, regional supply …
[PDF][PDF] Does trade integration affect the asymmetric behavior of export prices? The case of manufacturing exports of Turkey
H Vergil - African Journal of Business Management, 2011 - academicjournals.org
This article attempts to analyze the effect of trade integration on the asymmetric behavior of
export prices with respect to exchange rate changes using the experience of Turkey's trade …
export prices with respect to exchange rate changes using the experience of Turkey's trade …
[PDF][PDF] Döviz Kurunun Fiyatlar Genel Düzeyi Üzerindeki Geçişkenlik Etkisi: Gecikmesi Dağitilmiş Yaklaşim
HF Erdem, N Yamak - Kafkas Üniversitesi İktisadi ve İdari Bilimler …, 2016 - dergipark.org.tr
Döviz kurunun fiyatlar genel düzeyi üzerindeki etkisinin büyüklüğü ve süresi ampirik
literatürde sıkça tartışılmaktadır. Bu tartışmaçoğunlukla, doğrusal ilişkileri temel alan …
literatürde sıkça tartışılmaktadır. Bu tartışmaçoğunlukla, doğrusal ilişkileri temel alan …