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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...

Exchange Rate Pass Through to Prices in Maldives

Exchange Rate Pass Through to Prices in Maldives »

Source: Exchange Rate Pass Through to Prices in Maldives

Volume/Issue: 2012/126

Series: IMF Working Papers

Author(s): Iyabo Masha , and Chanho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503555

Keywords: Inflation, Exchange Rate, Maldives, exchange rate pass, exchange rate changes

This study examines the degree of exchange rate pass through (EPRT) into producer and consumer prices in Maldives. ERPT to consumer prices is first estimated using a nonparametric approach. A recursive vector autor...

Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants

Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants »

Source: Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants

Volume/Issue: 2012/141

Series: IMF Working Papers

Author(s): Ivohasina Razafimahefa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475503982

Keywords: exchange rate, impulse responses, exchange rate pass, exchange rate changes,

This paper analyzes the exchange rate pass-through to domestic prices and its determinants in sub-Saharan African countries. It finds that the pass-through is incomplete. The pass-through is larger following a depr...

Exchange Rate Fluctuations and U.K. Manufacturing Exports

Exchange Rate Fluctuations and U.K. Manufacturing Exports »

Source: Exchange Rate Fluctuations and U.K. Manufacturing Exports

Volume/Issue: 1994/132

Series: IMF Working Papers

Author(s): Hossein Samiei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1994

ISBN: 9781451932683

Keywords: export prices, exchange rate, exchange rate fluctuations, exchange rate pass, effective exchange rate

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Hysteresis in Exports

Hysteresis in Exports »

Source: Hysteresis in Exports

Volume/Issue: 1995/52

Series: IMF Working Papers

Author(s): Giorgia Giovannetti , and Hossein Samiei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1995

ISBN: 9781451847192

Keywords: exchange rate, export prices, exchange rate changes, exchange rate pass, exchange rates

This paper presents an empirical examination of the importance of hysteresis in international trade. An econometric model of export determination is developed where the presence of sunk costs causes discontinuous b...

Switzerland

Switzerland »

Source: Switzerland : Selected Issues Paper

Volume/Issue: 2011/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

ISBN: 9781455284610

Keywords: exchange rate, exports of goods, exchange rate pass, export performance, effective exchange rate

The paper assesses the competitiveness of Swiss exporters, and shows that the effect of nominal exchange rate on trade balance depends on the degree of exchange rate pass-through and on trade elasticities. It highl...

Switzerland: Selected Issues

Switzerland: Selected Issues »

Source: Switzerland : Selected Issues Paper

Volume/Issue: 2011/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

ISBN: 9781455284610

Keywords: exchange rate, exports of goods, exchange rate pass, export performance, effective exchange rate

The paper assesses the competitiveness of Swiss exporters, and shows that the effect of nominal exchange rate on trade balance depends on the degree of exchange rate pass-through and on trade elasticities. It highl...

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...

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...

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...