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

journal contribution
posted on 01.11.2008, 00:00 authored by Prasad BhattacharyaPrasad Bhattacharya, C Karayalcin, D Thomakos
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.

History

Journal

Journal of international money and finance

Volume

27

Issue

7

Pagination

1135 - 1160

Publisher

Elsevier

Location

Amsterdam, The Netherlands

ISSN

0261-5606

eISSN

1873-0639

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2008, Elsevier Ltd