Pass-through of competitors' exchange rates to US import and producer prices

Pass-Through of Exchange Rates and Import Prices to Domestic In‡ation in Some Industrialized Economies¤

This paper examines the impact of exchange rates and import prices on domestic PPI and CPI in selected industrialized economies. The empirical model is a VAR incorporating a distribution chain of pricing. Impulse responses and variance decompositions indicate that these external factors have a modest e¤ect on domestic price in‡ation over the post-Bretton Woods era. The pass-through is somewhat ...

Estimating Exchange Rate Pass-Through on Producer Prices in Main Sectors of Iranian Economy

Exchange rate changes could impact on prices. Whether exchange rate pass through to prices is complete or incomplete is an interesting question in analyzing impacts of exchange rate policy. An important aspect of exchange rate pass through is in producer price index and in its sub-indices. Our aim is to analyze the effects of exchange rate changes on producer sub-indices. To do that we have use...

The Exchange Rate Asymmetric Pass-Through to Import Price Index: The Case Study of Iran

The main objective of this paper is to investigate the asymmetric effects of exchangerate on Iranian import price index using quarterly time series data over the period 1990- 2011. For this purpose, positive and negative shocks of the exchange rate have been separated from each other using dummy variables and the effects of the size of the exchange rate shocks by determining a threshold.The emp...

Exchange Rate Pass-Through To Domestic Prices In Iran (1990-2006)

Exchange Rate Pass-Through into China’s Import Prices: An Empirical Analysis Based on ARDL Model

This study analyzes the exchange rate pass-through into China aggregate import prices and prices of eleven industries under the HS classification. Chinese monthly data from July 2005 to July 2015 are used. Bounds test finds that all industries have co-integration relationship, with the exception of footwear and headgear products (HS12) and transport equipment (HS17). We have researched the shor...