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Exchange Rate Pass-Through and Dynamic Oligopoly

Exchange Rate Pass-Through and Dynamic Oligopoly »

Source: Exchange Rate Pass-Through and Dynamic Oligopoly : An Empirical Investigation

Volume/Issue: 1999/47

Series: IMF Working Papers

Author(s): Dominique Gross , and Nicolas Schmitt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451846621

Keywords: Exchange rate pass-through, Oligopoly, exchange rate, exchange rate pass, cointegration, exchange rates, equations

This paper explicitly takes into account the dynamic oligopolistic rivalry among source producers to evaluate the degree of exchange rate pass-through. Using recent time-series techniques for the case of imported a...

Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* Gains from Anchoring Inflation Expectations:
Evidence from the Taper Tantrum Shock*

Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock* »

Source: Gains from Anchoring Inflation Expectations: Evidence from the Taper Tantrum Shock

Volume/Issue: 2019/75

Series: IMF Working Papers

Author(s): Rudolfs Bems , Francesca Caselli , Francesco Grigoli , and Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 March 2019

ISBN: 9781498302777

Keywords: Exchange rate pass-through, Consumer price indexes, Inflation expectations, Capital outflows, Monetary policy, Taper Tantrum, Exchange Rate Pass-Through., inflation expectation, tantrum, pass-through

Many argue that improvements in monetary policy frameworks in emerging market economies over the past few decades, have made them more resilient to external shocks. This paper exploits the May 2013 taper tantrum in...

Pass-Through of Imported Input Prices to Domestic Producer Prices

Pass-Through of Imported Input Prices to Domestic Producer Prices »

Source: Pass-Through of Imported Input Prices to Domestic Producer Prices

Volume/Issue: 2016/23

Series: IMF Working Papers

Author(s): JaeBin Ahn , Chang-Gui Park , and Chanho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2016

ISBN: 9781475522280

Keywords: exchange rate pass-through, imported input cost pass-through, inflation, price, prices, price index, producer price, General,

Motivated by stylized facts pointing to a dominant role of imported inputs in transmitting external price shocks to domestic prices, this paper zooms in to study the pass-through of imported input costs to domestic...

Exchange Rate Movements and Tradable Goods Prices in East Asia

Exchange Rate Movements and Tradable Goods Prices in East Asia »

Source: Exchange Rate Movements and Tradable Goods Prices in East Asia : An Analysis Based on Japanese Customs Data, 1988-98

Volume/Issue: 1999/31

Series: IMF Working Papers

Author(s): Yushi Yoshida , and Shinji Takagi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

ISBN: 9781451845006

Keywords: Exchange rate, tradable goods, pass-through, exporters, export prices, export pricing, exchange rates

The paper uses a dynamic panel data model to estimate the pass-through coefficients of 20 nine-digit industrial commodities that are traded between Japan and its East Asian trading partners to investigate the respo...

Exchange Rate Pass-Through to Domestic Prices

Exchange Rate Pass-Through to Domestic Prices »

Source: Exchange Rate Pass-Through to Domestic Prices : Does the Inflationary Environment Matter?

Volume/Issue: 2001/194

Series: IMF Working Papers

Author(s): Dalia Hakura , and Ehsan Choudhri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859867

Keywords: Pass-through, exchange rate, inflation rate, average inflation, average inflation rate, Open Economy Macroeconomics,

The paper tests a hypothesis suggested by Taylor (2000) that a low inflationary environment leads to a low exchange rate pass-through to domestic prices. To test this hypothesis, the paper derives a pass-through re...

Regional Economic Outlook, April 2016, Western Hemisphere Department
			: Managing Transitions and Risks

Regional Economic Outlook, April 2016, Western Hemisphere Department : Managing Transitions and Risks »

Series: Regional Economic Outlook

Author(s): Hamid Faruqee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 April 2016

DOI: http://dx.doi.org/10.5089/9781498329996.086

ISBN: 9781498329996

Keywords: Latin America, Central America, Caribbean, Commodity price fluctuations, Currency exchange rates, Central banks, Exchange rate pass-through, Commodity prices, Exchange rate policy, Oil prices

The United States has seen an improvement in economic activity, driven by consumption, and has taken a first step toward gradual normalization of interest rates. The U.S. recovery continues to support activity in M...

Outside the Band

Outside the Band »

Source: Outside the Band : Depreciation and Inflation Dynamics in Chile

Volume/Issue: 2016/129

Series: IMF Working Papers

Author(s): Esther Perez Ruiz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 July 2016

ISBN: 9781498350976

Keywords: traded goods inflation, non-traded goods inflation, exchange rate pass-through, indexation, monetary policy, Chile

This paper examines inflation dynamics in Chile during the last peso depreciation episode 2013-15. The evidence is for substantial pass-through effects to inflation, given the large and persistent depreciation move...

Pass-Through of External Shocks to Inflation in Sri Lanka

Pass-Through of External Shocks to Inflation in Sri Lanka »

Source: Pass-Through of External Shocks to Inflation in Sri Lanka

Volume/Issue: 2008/78

Series: IMF Working Papers

Author(s): Nombulelo Duma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2008

ISBN: 9781451869392

Keywords: pass-through, exchange rate, monetary policy, price inflation, monetary fund, increase in inflation,

This paper investigates pass-through of external shocks (exchange rate, oil price, and import price shocks) to inflation in Sri Lanka. The analysis is based on a vector autoregression (VAR) model that incorporates...

The Volatility of the Relative Price of Commodities In Terms of Manufactures Across Exchange Regimes

The Volatility of the Relative Price of Commodities In Terms of Manufactures Across Exchange Regimes »

Source: The Volatility of the Relative Price of Commodities In Terms of Manufactures Across Exchange Regimes : A Theoretical Model

Volume/Issue: 1998/163

Series: IMF Working Papers

Author(s): Hong Liang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1998

ISBN: 9781451980639

Keywords: Relative commodity price, exchange regimes, exchange rate pass-through, exchange rate, exchange rates, exchange rate regime, exchange rate regimes, commodity prices

This paper investigates the relationship between the nominal exchange rate regime and the volatility of relative commodity prices. The analysis shows that the relationship depends upon both the market structure and...

Exchange Rate Pass-Through and Monetary Policy in Croatia

Exchange Rate Pass-Through and Monetary Policy in Croatia »

Source: Exchange Rate Pass-Through and Monetary Policy in Croatia

Volume/Issue: 2002/109

Series: IMF Working Papers

Author(s): Leo Bonato , and Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

ISBN: 9781451853223

Keywords: pass-through, VAR, distribution chain, cointegration, exchange rate, time series, granger causality, exchange rate movements, Open Economy Macroeconomics, Ar,

Exchange rate targeting is considered the best policy option in dollarized economies when wages and prices are indexed to the exchange rate. Croatia is a highly dollarized economy, but empirical investigation condu...