Exchange rate pass-through and dynamic oligopoly: an empirical investigation

The Scope for Exchange Rate Pass-through in an Oligopoly

This paper represents one of the first analyses of exchange rate pass-through in a dynamic context. It explores the impact of exchange rate fluctuations in a duopoly where firms interact over an indefinite period of time. In these circumstances there exists an incentive for the duopolists to tacitly collude. The paper investigates the manner in which exchange rate changes influence the inherent...

An Empirical Analysis of Exchange Rate Pass-Through to Iran's Saffron Export Price

Exchange rate pass-through to the price of traded goods is one of the important issues in economy of developing countries such as Iran and affects the efficiency of the exchange rate policies to improve the trade balance. The main aim of this paper is to empirically analyze exchange rate pass-through to Iran's saffron export price using panel data for twenty destination markets during 2000–2011...

The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)

Assessing exchange rate pass-through: A new empirical approach

Recent work by Devereux, Engel, and Storgaard (2004, JIE, pp. 286), suggests that one of the key channels through which monetary policy may work is by changing the degree of pass-through. Inspired by this observation, we develop a unified estimation framework within a fully specified open macroeconomic model where both pass-through and exchange rates are endogenously determined so as to empiric...

Alternative Exchange Rate Theories: An Empirical Investigation