Exchange rate pass-through and relative prices : an industry-level empirical investigation

Bhattacharya, Prasad S., Karayalcin, Cem A. and Thomakos, Dimitrios D. 2008, Exchange rate pass-through and relative prices : an industry-level empirical investigation, Journal of international money and finance, vol. 27, no. 7, pp. 1135-1160.

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Title Exchange rate pass-through and relative prices : an industry-level empirical investigation
Author(s) Bhattacharya, Prasad S.
Karayalcin, Cem A.
Thomakos, Dimitrios D.
Journal name Journal of international money and finance
Volume number 27
Issue number 7
Start page 1135
End page 1160
Total pages 26
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2008-11
ISSN 0261-5606
1873-0639
Keyword(s) exchange rates
pass-through effect
expenditure-switching
Summary In 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.
Language eng
Field of Research 140210 International Economics and International Finance
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2008, Elsevier Ltd
Persistent URL http://hdl.handle.net/10536/DRO/DU:30017301

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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