Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through

Stephane Dees, Matthias Burgert & Nicolas Parent
This paper aims at showing heterogeneity in the degree of exchange rate pass-through to import prices in major advanced economies at three different levels: 1) across destination markets; 2) across types of exporters (distinguishing developed economy from emerging economy exporters); and 3) over time. Based on monthly data over the period 1991–2007, the results show first that large destination markets exhibit the lowest degrees of pass-through. The degree of pass-through for goods imported from emerging...
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.