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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...

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...

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

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

DOI: http://dx.doi.org/10.5089/9781451846621.001

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 »

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

DOI: http://dx.doi.org/10.5089/9781498302777.001

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...

Understanding Inflation in Malawi

Understanding Inflation in Malawi »

Source: Understanding Inflation in Malawi : A Quantitative Investigation

Volume/Issue: 2017/48

Series: IMF Working Papers

Author(s): Dong Frank Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2017

ISBN: 9781475585988

Keywords: Sub-Saharan Africa, Malawi, Foreign exchange, Inflation, Exchange Rate, Pass-through, Regime Switch, Monetary Policy (Targets, Instruments, and Effects)

This paper focuses on the role of the pass-through of the exchange rate and policydeterminants in driving inflation. Using linear and nonlinear frameworks, the paper finds: (i) after the switch to a floating exchan...

Monetary Policy Credibility and Exchange Rate Pass-Through°

Monetary Policy Credibility and Exchange Rate Pass-Through° »

Source: Monetary Policy Credibility and Exchange Rate Pass-Through

Volume/Issue: 2016/240

Series: IMF Working Papers

Author(s): Yan Carriere-Swallow , Bertrand Gruss , Nicolas Magud , and Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 December 2016

ISBN: 9781475560312

Keywords: Price stabilization, Monetary policy, Exchange rate pass-through, Emerging markets, Consumer prices, Developed countries, Cross country analysis, monetary policy credibility

A long-standing conjecture in macroeconomics is that recent declines in exchange rate pass-through are in part due to improved monetary policy performance. In a large sample of emerging and advanced economies, we f...

Outside the Band
			: Depreciation and Inflation Dynamics in Chile

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

DOI: http://dx.doi.org/10.5089/9781498350976.001

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...

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...