Verfügbarkeit: New Keynesian Exchange Rate Pass-Through

New Keynesian Exchange Rate Pass-Through:

Using the theory of optimal local currency pricing, this paper constructs a structural equation to estimate the rate at which foreign producer prices pass through the local currency prices of imported goods in the U.S. This can be viewed as measuring exchange rate pass-through, in line with price st...

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1. Verfasser:	Cook, David (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2008
Schriftenreihe:	IMF Working Papers Working Paper No. 08/213
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Using the theory of optimal local currency pricing, this paper constructs a structural equation to estimate the rate at which foreign producer prices pass through the local currency prices of imported goods in the U.S. This can be viewed as measuring exchange rate pass-through, in line with price stickiness in the New Keynesian Phillips curve literature. We estimate the structural equation using the generalized methods of moments for consistent estimates of exchange rate pass-through. We find that a model with a mix of local currency pricing and producer currency pricing fits the data best. The estimate of price stickiness in import prices is comparable to existing estimates of domestic price stickiness
Beschreibung:	1 Online-Ressource (25 p)
ISBN:	145187071X 9781451870718

Internformat

MARC


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spelling	Cook, David Verfasser aut New Keynesian Exchange Rate Pass-Through Cook, David Washington, D.C International Monetary Fund 2008 1 Online-Ressource (25 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 08/213 Using the theory of optimal local currency pricing, this paper constructs a structural equation to estimate the rate at which foreign producer prices pass through the local currency prices of imported goods in the U.S. This can be viewed as measuring exchange rate pass-through, in line with price stickiness in the New Keynesian Phillips curve literature. We estimate the structural equation using the generalized methods of moments for consistent estimates of exchange rate pass-through. We find that a model with a mix of local currency pricing and producer currency pricing fits the data best. The estimate of price stickiness in import prices is comparable to existing estimates of domestic price stickiness Online-Ausg Choi, Woon Gyu Sonstige oth http://elibrary.imf.org/view/IMF001/09579-9781451870718/09579-9781451870718/09579-9781451870718.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Cook, David New Keynesian Exchange Rate Pass-Through
title	New Keynesian Exchange Rate Pass-Through
title_auth	New Keynesian Exchange Rate Pass-Through
title_exact_search	New Keynesian Exchange Rate Pass-Through
title_exact_search_txtP	New Keynesian Exchange Rate Pass-Through
title_full	New Keynesian Exchange Rate Pass-Through Cook, David
title_fullStr	New Keynesian Exchange Rate Pass-Through Cook, David
title_full_unstemmed	New Keynesian Exchange Rate Pass-Through Cook, David
title_short	New Keynesian Exchange Rate Pass-Through
title_sort	new keynesian exchange rate pass through
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