Search Results

You are looking at 1 - 10 of 26 items :

  • Keyword: exchange rate pass x
  • Western Hemisphere x
  • Keywords: exchange rates x
Clear All Modify Search
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...

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...

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 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...

Quality, Trade, and Exchange Rate Pass-Through

Quality, Trade, and Exchange Rate Pass-Through »

Source: 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

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 »

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...

Exchange Rate Pass-Through in Brazil

Exchange Rate Pass-Through in Brazil »

Source: 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

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...

Non-Linear Exchange Rate Pass-Through in Emerging Markets

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

Source: 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

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...

Hysteresis in Exports

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

DOI: http://dx.doi.org/10.5089/9781451847192.001

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...