Exchange Rate Pass‐through to Trade Prices: The Role of Nonlinearities and Asymmetries*

M Bussiere - Oxford Bulletin of Economics and Statistics, 2013 - Wiley Online Library
A standard assumption in the empirical literature is that exchange rate pass‐through is both
linear and symmetric. This study tests these assumptions for export and import prices in the …

[PDF][PDF] 中国汇率传递效应的实证分析

王晋斌, 李南 - 经济研究, 2009 - econ.ruc.edu.cn
内容提要: 对于高外贸依存度的中国经济来说, 主要贸易伙伴物价水平的变化将会影响到国内
物价水平的变化. 如果人民币汇率变化幅度难以吸收进口品到岸价格(以外币计价) …

[HTML][HTML] Global trade flows: Revisiting the exchange rate elasticities

M Bussière, G Gaulier, W Steingress - Open Economies Review, 2020 - Springer
This paper contributes to the debate on the magnitude of exchange rate elasticities by
providing a set of price and quantity elasticities for 51 advanced and emerging-market …

Imported inputs and invoicing currency choice: Theory and evidence from UK transaction data

W Chung - Journal of International Economics, 2016 - Elsevier
A significant proportion of international trade is in intermediate goods. This paper considers
theoretically and empirically how exporters' dependence on imported inputs affects their …

Exchange‐rate pass‐through at the product level

G Gaulier, A Lahrèche‐Révil… - Canadian Journal of …, 2008 - Wiley Online Library
We use a detailed database to investigate exchange‐rate pass‐through at the product level
for a large number of countries. The empirical analysis suggests that pricing behaviours are …

Evolving macroeconomic dynamics in a small open economy: An estimated markov switching DSGE model for the UK

P Liu, H Mumtaz - Journal of Money, Credit and Banking, 2011 - Wiley Online Library
This paper investigates the possibility of shifts in the UK economy using a Markov switching
open economy dynamic stochastic general equilibrium (DSGE) model. We find …

Much ado about something important: How do exchange rate movements affect inflation?

K Forbes - The Manchester School, 2016 - Wiley Online Library
Understanding how exchange rate movements 'pass‐through'to prices and inflation is
critically important for monetary policy. Yet key tenets of our standard framework for …

A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers

MA Nasir, XV Vo - Structural Change and Economic Dynamics, 2020 - Elsevier
This study analyses the implications of Inflation Targeting (IT) for the Exchange Rate Pass-
Through (ERPT) to inflation and trade balance by focusing on the first three movers ie New …

[HTML][HTML] Analysing of exchange rate and gross domestic product (GDP) by adaptive neuro fuzzy inference system (ANFIS)

S Jovic, JS Miladinovic, R Micic, S Markovic… - Physica A: Statistical …, 2019 - Elsevier
In this paper was investigated the effect of exchange rate pass-through (ERPT) into
aggregate import prices. The results shown in the long run pass-through was not observed …

Time‐varying dynamics of the real exchange rate: An empirical analysis

H Mumtaz, L Sunder‐Plassmann - Journal of applied …, 2013 - Wiley Online Library
We use a time‐varying structural vector autoregression to investigate evolving dynamics of
the real exchange rate for the UK, euro area and Canada. We show that demand and …