Series: IMF Working Papers
Author(s): Dominique Gross , and Nicolas Schmitt
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 April 1999
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...