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Exchange Rate Pass-Through in the Euro Area

Exchange Rate Pass-Through in the Euro Area »

Source: 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

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 »

Source: 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

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...

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...

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

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

Source: 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

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...

The Exchange Rate Pass -Through to Import and Export Prices

The Exchange Rate Pass -Through to Import and Export Prices »

Source: 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

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....

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...

Limits of Floating Exchange Rates

Limits of Floating Exchange Rates »

Source: Limits of Floating Exchange Rates : the Role of Foreign Currency Debt and Import Structure

Volume/Issue: 2011/42

Series: IMF Working Papers

Author(s): Pascal Towbin , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455219001

Keywords: Exchange rate regime, balance sheet effect, pass-through, interacted panel VAR, external shock, exchange rate, currency debt, foreign currency debt, exchange rate regimes, Prices

A traditional argument in favor of flexible exchange rates is that they insulate output better from real shocks, because the exchange rate can adjust and stabilize demand for domestic goods through expenditure swit...

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....

Limits of Floating Exchange Rates
			: the Role of Foreign Currency Debt and Import Structure

Limits of Floating Exchange Rates : the Role of Foreign Currency Debt and Import Structure »

Volume/Issue: 2011/42

Series: IMF Working Papers

Author(s): Pascal Towbin , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455219001.001

ISBN: 9781455219001

Keywords: Exchange rate regime, balance sheet effect, pass-through, interacted panel VAR, external shock, exchange rate, currency debt, foreign currency debt, exchange rate regimes, Prices

A traditional argument in favor of flexible exchange rates is that they insulate output better from real shocks, because the exchange rate can adjust and stabilize demand for domestic goods through expenditure swit...