Search Results

You are looking at 11 - 16 of 16 items :

  • Keyword: exchange rate pass x
  • Western Hemisphere x
  • United States x
Clear All Modify Search
Exchange Rate Pass-Through in the Euro Area
			: The Role of Asymmetric Pricing Behavior

Exchange Rate Pass-Through in the Euro Area : The Role of Asymmetric Pricing Behavior »

Volume/Issue: 2004/14

Series: IMF Working Papers

Author(s): Hamid Faruqee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

DOI: http://dx.doi.org/10.5089/9781451843156.001

ISBN: 9781451843156

Keywords: New Open Economy Macroeconomic Models, exchange rate, exchange rate pass, import prices, exchange rate shock, export prices, Open Economy Macroeconomics,

Exchange rate pass-through in a set of euro area prices along the pricing chain is examined. Using a vector autoregression (VAR) approach, the empirics analyze the joint time-series behavior of the euro exchange ra...

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

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

DOI: http://dx.doi.org/10.5089/9781451980639.001

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...

Explaining the Exchange Rate Pass-Through in Different Prices

Explaining the Exchange Rate Pass-Through in Different Prices »

Volume/Issue: 2002/224

Series: IMF Working Papers

Author(s): Hamid Faruqee , Dalia Hakura , and Ehsan Choudhri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

DOI: http://dx.doi.org/10.5089/9781451875331.001

ISBN: 9781451875331

Keywords: New open economy macroeconomic models, exchange rate, exchange rate shock, exchange rate pass, open economy, import prices, Open Economy Macroeconomics,

This paper examines the performance of different new open economy macroeconomic models in explaining the exchange rate pass-through in a wide range of prices. Quantitative versions of different models are used to d...

Some Implications for Monetary Policy of Uncertain Exchange Rate Pass-Through

Some Implications for Monetary Policy of Uncertain Exchange Rate Pass-Through »

Volume/Issue: 2003/25

Series: IMF Working Papers

Author(s): Benjamin Hunt , and Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 March 2003

DOI: http://dx.doi.org/10.5089/9781451844283.001

ISBN: 9781451844283

Keywords: Exchange Rate, Uncertainty, inflation, exchange rate pass, monetary policy rules, General Aggregative Models: Forecasting and Simulation, Open Economy Macroeconomics,

The paper uses MULTIMOD to examine the implications of uncertain exchange rate pass-through for the conduct of monetary policy. From the policymaker's perspective, uncertainty about exchange rate pass-through impli...

Non-Linear Exchange Rate Pass-Through in Emerging Markets

Non-Linear Exchange Rate Pass-Through in Emerging Markets »

Volume/Issue: 2016/1

Series: IMF Working Papers

Author(s): Francesca Caselli , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2016

DOI: http://dx.doi.org/10.5089/9781513578262.001

ISBN: 9781513578262

Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...

The Exchange Rate Pass -Through to Import and Export Prices
			: The Role of Nominal Rigidities and Currency Choice

The Exchange Rate Pass -Through to Import and Export Prices : The Role of Nominal Rigidities and Currency Choice »

Volume/Issue: 2012/226

Series: IMF Working Papers

Author(s): Ehsan Choudhri , and Dalia Hakura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2012

DOI: http://dx.doi.org/10.5089/9781475510232.001

ISBN: 9781475510232

Keywords: import and export prices, nominal rigidities, currency choice, exchange rate, export price, import price, exchange rate pass, export prices, International Policy Coordination and Transmission, Open Economy Macroeconomics,

Using both regression- and VAR-based estimates, the paper finds that the exchange rate pass-through to import prices for a large number of countries is incomplete and larger than the pass-through to export prices....