Exchange rate pass-through and relative prices : an industry-level empirical investigation


Autoria(s): Bhattacharya, Prasad S.; Karayalcin, Cem A.; Thomakos, Dimitrios D.
Data(s)

01/11/2008

Resumo

In this paper we explore the extent of exchange rate pass-through for the USA, UK and Japan using a post-Bretton Woods industry-level dataset. We investigate how different channels of exchange rate pass-through affect domestic and import prices. Our analysis is suggestive of two channels of transmission and we find considerable variation in the extent of pass-through across industries and countries.<br />

Identificador

http://hdl.handle.net/10536/DRO/DU:30017301

Idioma(s)

eng

Publicador

Elsevier

Relação

http://dro.deakin.edu.au/eserv/DU:30017301/bhattacharya-exchangeratepass-2008.pdf

http://dx.doi.org/10.1016/j.jimonfin.2008.05.004

Direitos

2008, Elsevier Ltd

Palavras-Chave #exchange rates #pass-through effect #expenditure-switching
Tipo

Journal Article