File(s) under permanent embargo
Exchange rate pass-through and relative prices : an industry-level empirical investigation
journal contribution
posted on 2008-11-01, 00:00 authored by Prasad BhattacharyaPrasad Bhattacharya, C Karayalcin, D ThomakosIn 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.
History
Journal
Journal of international money and financeVolume
27Issue
7Pagination
1135 - 1160Publisher
ElsevierLocation
Amsterdam, The NetherlandsPublisher DOI
ISSN
0261-5606eISSN
1873-0639Language
engPublication classification
C1 Refereed article in a scholarly journalCopyright notice
2008, Elsevier LtdUsage metrics
Categories
No categories selectedKeywords
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC