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

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

DOI: http://dx.doi.org/10.5089/9781451859867.001

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...

Pass-Through of Imported Input Prices to Domestic Producer Prices

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

DOI: http://dx.doi.org/10.5089/9781475522280.001

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...

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...

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...

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...

Back Matter

Back Matter »

Source: 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

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...

Quality, Trade, and Exchange Rate Pass-Through

Quality, Trade, and Exchange Rate Pass-Through »

Volume/Issue: 2014/42

Series: IMF Working Papers

Author(s): Natalie Chen , and Luciana Juvenal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 March 2014

DOI: http://dx.doi.org/10.5089/9781475526394.001

ISBN: 9781475526394

Keywords: Exchage rate pass-through, pricing-to-market, quality, unit values, firms, exchange rate, real exchange rate, exchange rate pass, exchange rate changes, Models of Trade with Imperfect Competition and Scale Economies

This paper investigates theoretically and empirically the heterogeneous response of exporters to real exchange rate fluctuations due to product quality. Our model shows that the elasticity of demand perceived by ex...

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...

Exchange Rate Pass-Through and Monetary Policy in Croatia

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

DOI: http://dx.doi.org/10.5089/9781451853223.001

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...

Exchange Rate Pass-Through in Brazil

Exchange Rate Pass-Through in Brazil »

Volume/Issue: 2003/141

Series: IMF Working Papers

Author(s): Agnes Belaisch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

DOI: http://dx.doi.org/10.5089/9781451856200.001

ISBN: 9781451856200

Keywords: pass-through, exchange rate, VAR, exchange rate shock, price inflation, currency depreciation, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

In the last two years the real has undergone a large depreciation and the central bank has missed its inflation target in 2002 for the second year in a row. Inflation, however, has increased much less than the rate...