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  1. The role of firm-to-firm relationships in exporter dynamics
    Autor*in: Rigo, Davide
    Erschienen: 2021
    Verlag:  The Graduate Institute Geneva, Center for Trade and Economic Integration, Geneva

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    Schriftenreihe: CTEI working paper
    Schlagworte: exporter dynamics; firm-to-firm relationships; prices; Brexit referendum; exchange rate pass-through
    Umfang: 1 Online-Ressource (circa 48 Seiten)
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    An earlier version of this paper, titled "The role of customer base in exporter dynamics", was distributed as a chapter in the author and Oliver Exton's doctoral thesis
  2. The role of imported inputs in pass-through dynamics
    Autor*in: Ertuğ, Dilara; Özlü, Pınar; Özmen, M. Utku; Yüncüler, Çağlar
    Erschienen: [2020]
    Verlag:  Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department, Ankara, Turkey

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    Schriftenreihe: Working paper / Türkiye Cumhuriyet Merkez Bankası ; no: 20, 03 (February 2020)
    Schlagworte: Imported inputs; import price pass-through; exchange rate pass-through; FX liability
    Umfang: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  3. Endogenous product adjustment and exchange rate pass-through
    Autor*in: Freitag, Andreas; Lein, Sarah
    Erschienen: 24 April 2022
    Verlag:  Centre for Economic Policy Research, London

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    Schriftenreihe: Array ; DP17250
    Schlagworte: large exchange rate shocks; exchange rate pass-through; Quality adjustment
    Umfang: 1 Online-Ressource (circa 95 Seiten), Illustrationen
  4. Nonlinearities in the exchange rate pass-through
    the role of inflation expectations
    Autor*in: Anderl, Christina; Caporale, Guglielmo Maria
    Erschienen: January 2022
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    This paper investigates nonlinearities in the exchange rate pass-through (ERPT) to consumer and import prices by estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting countries (the... mehr

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    This paper investigates nonlinearities in the exchange rate pass-through (ERPT) to consumer and import prices by estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting countries (the UK, Canada, Australia, New Zealand and Sweden) and three non-targeters (the US, the Euro-Area and Switzerland) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the transition variable, and the nonlinear model is also assessed against a benchmark linear model. The pass-through to both consumer and import prices is found to be stronger in the nonlinear model and in some cases is close to being complete. Also, it is stronger for import prices than for consumer prices. Both seem to be more responsive to exchange rate changes when market expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation expectations appear to affect the ERPT more in inflation targeting countries.

     
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    hdl: 10419/252061
    Schriftenreihe: CESifo working paper ; no. 9544 (2022)
    Schlagworte: exchange rate pass-through; smooth transition regression; nonlinearities; inflation expectations
    Umfang: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  5. Heterogeneity in exchange rate pass-through to import prices in Thailand
    evidence from micro data
    Autor*in: Apaitan, Tosapol; Pym Manopimoke; Nuwat Nookhwun; Jettawat Pattararangrong
    Erschienen: [2021]
    Verlag:  [Puey Ungphakorn Institute for Economic Research], [Bangkok]

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    Schriftenreihe: Discussion paper / Puey Ungphakorn Institute for Economic Research ; no. 167 (November 2021)
    Schlagworte: invoice currency; exchange rate pass-through; directional asymmetry; differentiated products; firm market power; local currency pricing; producer currency pricing; dominant currency pricing
    Umfang: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  6. Exchange rate pass-through and wheat prices in Russia
    Autor*in: Yugay, Stanislav; Götz, Linde Johanna; Svanidze, Miranda
    Erschienen: 2020
    Verlag:  GEWISOLA, [Braunschweig]

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    Schlagworte: exchange rate pass-through; wheat prices; food security; Russia
    Umfang: 1 Online-Ressource (circa 13 Seiten), Illustrationen
  7. Exchange rate misalignment and external imbalances
    what is the optimal monetary policy response?
    Autor*in: Corsetti, Giancarlo; Dedola, Luca; Leduc, Sylvain
    Erschienen: March 2020
    Verlag:  Institute for Monetary and Economic Studies, Bank of Japan, Tokyo, Japan

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    Schriftenreihe: Array ; no. 2020, E-04
    Schlagworte: Currency misalignments; trade imbalances; asset markets and risk sharing; optimal targeting rules; international policy cooperation; exchange rate pass-through
    Umfang: 1 Online-Ressource (circa 101 Seiten), Illustrationen
  8. Endogenous product adjustment and exchange rate pass-through
    Autor*in: Freitag, Andreas; Lein, Sarah
    Erschienen: November 2022
    Verlag:  CESifo, Munich, Germany

    We document how product quality responds to exchange rate movements and quantify the extent to which these quality changes affect the aggregate pass-through into export prices. We analyze the substantial sudden appreciation of the Swiss franc post... mehr

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    We document how product quality responds to exchange rate movements and quantify the extent to which these quality changes affect the aggregate pass-through into export prices. We analyze the substantial sudden appreciation of the Swiss franc post removal of the 1.20-CHF-per-euro lower bound in 2015 using export data representing a large share of the universe of goods exports from Switzerland. We find that firms upgrade the quality of their products after the appreciation. Furthermore, they disproportionately remove lower-quality products from their product ranges. This quality upgrading and quality sorting effect accounts for a substantial share of the total pass-through one year after the appreciation. We cross-check our results with the microdata underlying the Swiss export price index, which includes an adjustment factor for quality based on firms' reported product replacements, and obtain similar results.

     
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    hdl: 10419/271761
    Schriftenreihe: CESifo working papers ; 10117 (2022)
    Schlagworte: large exchange rate shocks; exchange rate pass-through; quality adjustment
    Umfang: 1 Online-Ressource (circa 95 Seiten), Illustrationen
  9. Importer dispersion and exchange rate pass-through
    Autor*in: Du, Qingyuan; Liu, Yalin; Xu, Jianwei
    Erschienen: [2022]
    Verlag:  [Monash University, Monash Business School, Department of Economics], [Clayton]

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    Schriftenreihe: Discussion paper / Monash University, Department of Economics ; no. 2022, 23
    Schlagworte: importer heterogeneity; exchange rate pass-through
    Umfang: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  10. Make-up strategies and exchange rate pass-through in a low-interest-rate environment
    Autor*in: Cantelmo, Alessandro; Cova, Pietro; Notarpietro, Alessandro; Pisani, Massimiliano
    Erschienen: [2022]
    Verlag:  Banca d'Italia Eurosistema, [Rom]

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    Schriftenreihe: Temi di discussione / Banca d'Italia ; number 1398 (December 2022)
    Schlagworte: effective lower bound; exchange rate pass-through; local currency pricing; make-up strategies; monetary policy
    Umfang: 1 Online-Ressource (circa 75 Seiten), Illustrationen
  11. Endogenous product adjustment and exchange rate pass-through
    Autor*in: Freitag, Andreas; Lein, Sarah
    Erschienen: November 2022
    Verlag:  University of Basel, Faculty of Business and Economics, Basel, Switzerland

    We document how product quality responds to exchange rate movements and quantify the extent to which these quality changes affect the aggregate pass-through into export prices. We analyze the substantial sudden appreciation of the Swiss franc post... mehr

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    We document how product quality responds to exchange rate movements and quantify the extent to which these quality changes affect the aggregate pass-through into export prices. We analyze the substantial sudden appreciation of the Swiss franc post removal of the 1.20-CHF-per-euro lower bound in 2015 using export data representing a large share of the universe of goods exports from Switzerland. We find that firms upgrade the quality of their products after the appreciation. Furthermore, they disproportionately remove lower-quality products from their product ranges. This quality upgrading and quality sorting effect accounts for a substantial share of the total pass-through one year after the appreciation. We cross-check our results with the microdata underlying the Swiss export price index, which includes an adjustment factor for quality based on firms' reported product replacements, and obtain similar results.

     
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    hdl: 10419/278250
    Schriftenreihe: WWZ working paper ; 2022, 09
    Schlagworte: large exchange rate shocks; exchange rate pass-through; quality adjustment
    Umfang: 1 Online-Ressource (circa 94 Seiten), Illustrationen
  12. Exchange rate misalignment and external imbalances
    what is the optimal monetary policy response?
    Autor*in: Corsetti, Giancarlo; Dedola, Luca; Leduc, Sylvain
    Erschienen: [2023]
    Verlag:  European Central Bank, Frankfurt am Main, Germany

    How should monetary policy respond to excessive capital inflows that appreciate the currency and widen the external deficit? Using the workhorse two-country open-macro model, we derive a quadratic approximation of the utility-based global loss... mehr

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    How should monetary policy respond to excessive capital inflows that appreciate the currency and widen the external deficit? Using the workhorse two-country open-macro model, we derive a quadratic approximation of the utility-based global loss function in incomplete market economies, and solve for the optimal targeting rules under cooperation. The optimal monetary stance is expansionary if the exchange rate pass-through (ERPT) on import prices is complete, contractionary if nominal rigidities attenuate ERPT. Excessive capital inflows, however, may lead to currency undervaluation instead of overvaluation for some parameter values. The optimal stance is then invariably expansionary to support domestic demand.

     
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    ISBN: 9789289961288
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    hdl: 10419/278675
    Schriftenreihe: Working paper series / European Central Bank ; no 2843
    Schlagworte: Currency misalignment; trade imbalances; asset markets and risk sharing; optimal targeting rules; international policy cooperation; exchange rate pass-through
    Umfang: 1 Online-Ressource (circa 107 Seiten), Illustrationen
  13. Method versus cross-country heterogeneity in the exchange rate pass-through
    Autor*in: Iorngurum, Tersoo David
    Erschienen: [2023]
    Verlag:  Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Prague

    Estimates of the exchange rate pass-through vary significantly across studies, making it difficult for policymakers and researchers to ascertain the true impact of exchange rate fluctuations on domestic prices. I conduct a meta-analysis to understand... mehr

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    Estimates of the exchange rate pass-through vary significantly across studies, making it difficult for policymakers and researchers to ascertain the true impact of exchange rate fluctuations on domestic prices. I conduct a meta-analysis to understand why estimates differ and provide consensus for the conflicting results. My dataset includes 32 primary studies containing 684 estimates for 108 countries. Because there are many potential causes of heterogeneity, I use Bayesian model averaging to identify the most important ones. I find that estimates vary due to differences in country-specific and methodological characteristics. The country-specific characteristics include central bank independence, inflationary environment, and economic development, while the methodological variables include data frequency, data dimension, and data time span. When I control for differences in methodology and assign greater weight to those that reflect the best practices in the literature, I find that the implied pass-through estimates remain substantial, albeit smaller than suggested in the literature. The pass-through is 6% for developed countries and 9% for developing countries.

     
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    hdl: 10419/286345
    Schriftenreihe: IES working paper ; 2023, 16
    Schlagworte: exchange rate pass-through; prices; heterogeneity; meta-analysis
    Umfang: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  14. Exchange rate pass-through in emerging Asia and exposure to external shocks
    Autor*in: Beirne, John; Renzhi, Nuobu; Panthi, Pradeep
    Erschienen: [2023]
    Verlag:  Asian Development Bank Institute, Tokyo, Japan

    Using a time-varying parameter SVAR model over the period 1994 to 2021, this paper provides estimates of exchange rate pass-through (ERPT) to both producer and consumer prices for nine emerging Asian economies. We also examine the role of four global... mehr

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    Using a time-varying parameter SVAR model over the period 1994 to 2021, this paper provides estimates of exchange rate pass-through (ERPT) to both producer and consumer prices for nine emerging Asian economies. We also examine the role of four global shocks as propagation channels to both producer and consumer price ERPT, specifically via oil prices, global output, US monetary policy, and the VIX. Our main findings are: (i) ERPT is incomplete and mostly higher for ERPT to producer than consumer prices; (ii) longer-term ERPT to producer and consumer prices is mostly greater in magnitude than shorter-term ERPT; (iii) ERPT has been declining for most Asian EMEs since around 2010; (iv) oil price and global output shocks mostly affect longer-term producer price ERPT in emerging Asia; and (v) US monetary policy and VIX shocks mostly affect longer-term consumer price ERPT in emerging Asia.

     
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    Schriftenreihe: ADBI working paper series ; no. 1379 (May 2023)
    Schlagworte: exchange rate pass-through; global shocks; structural VAR; time-varying parameter VAR
    Umfang: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  15. On the seemingly incompleteness of exchange rate pass-through to import prices
    do globalization and/or regional trade matter?
    Autor*in: Lopez-Villavicencio, Antonia; Mignon, Valérie
    Erschienen: [2017]
    Verlag:  Université de Paris Ouest Nanterre La Défense, Nanterre

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    Schriftenreihe: Working paper / EconomiX ; 2017, 32
    Schlagworte: exchange rate pass-through; import prices; globalization; eurozone
    Umfang: 1 Online-Ressource (circa 32 Seiten)
  16. Dominant currency pricing
    evidence from Korean exports
    Autor*in: Son, Minkyu
    Erschienen: 2023. 1
    Verlag:  Bank of Korea, Seoul, Korea

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    Schriftenreihe: BOK working paper ; no. 2023, 3
    Schlagworte: Invoicing currency; exchange rate pass-through
    Umfang: 1 Online-Ressource (circa 52 Seiten), Illustrationen
  17. Global trade flows
    revisiting the exchange rate elasticities
    Autor*in: Bussière, Matthieu; Gaulier, Guillaume; Steingress, Walter
    Erschienen: November 2016
    Verlag:  Banque de France, Paris

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    Schriftenreihe: Document de travail / Banque de France ; no 608
    Schlagworte: exchange rates; trade elasticities; exchange rate pass-through; competitiveness
    Umfang: 1 Online-Ressource (circa 49 Seiten), Illustrationen