Exchange rate movements and tradable goods prices in East Asia: An analysis based on Japanese customs data, 1988-1999

IMF Staff Papers

Volumn 48, Issue 2, 2001, Pages 266-289

  Takagi, Shinji ^a   Yoshida, Yushi ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039298568     PISSN: 10207635     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Article

References (34)

1. Arellano, Manuel, and Stephen Bond, 1991, "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Vol. 58, No. 2, pp. 277-97.
2. Baldwin, Richard, 1988, "Some Empirical Evidence on Hysteresis in Aggregate U.S. Import Prices," Working Paper 2483, National Bureau of Economic Research (January).
3. Baltagi, Badi H., 1995, Econometric Analysis of Panel Data (Chichester: John Wiley and Sons).
4. Beggs, John J., and Marc Nerlove, 1988, "Biases in Dynamic Models with Fixed Effects," Economics Letters, Vol. 26, No. 1, pp. 29-31.
5. Dohner, Robert S., 1984, "Export Pricing, Flexible Exchange Rates, and Divergence in the Prices of Traded Goods," Journal of International Economics, Vol. 16, No. 1-2, pp. 79-101.
6. Dornbusch, Rudiger, 1987, "Exchange Rates and Prices," American Economic Review, Vol. 77 (March), pp. 93-106.
7. Dunn, Robert M., Jr., 1970, "Flexible Exchange Rates and Oligopoly Pricing: A Study of Canadian Markets," Journal of Political Economy, Vol. 78 (January/February), pp. 140-51.
8. Fisher, Eric, 1989, "A Model of Exchange Rate Pass-Through," Journal of International Economics, Vol. 26, No. 1-2, pp. 119-37.
9. Froot, Kenneth A., and Paul D. Klemperer, 1989, "Exchange Rate Pass-Through When Market Share Matters," American Economic Review, Vol. 79 (September), pp. 637-54.
10. Gagnon, Joseph E., and Michael M. Knetter, 1995, "Markup Adjustment and Exchange Rate Fluctuations: Evidence from Panel Data on Automobile Exports," Journal of International Money and Finance, Vol. 14 (April), pp. 289-310.
11. Giovannini, Alberto, 1988, "Exchange Rates and Traded Goods Prices," Journal of International Economics, Vol. 24, No. 1-2, pp. 45-68.
12. Hooper, Peter, and Catherine L. Mann, 1989, "Exchange Rate Pass-Through in the 1980s: The Case of U.S. Imports of Manufactures," Brookings Papers on Economic Activity: 1, pp. 297-337.
13. Hsiao, Cheng, 1986, Analysis of Panel Data (Cambridge: Cambridge University Press).
14. Hung, Wansing, Yoonbai Kim, and Kenichi Ohno, 1993, "Pricing Exports: A Cross-Country Study," Journal of International Money and Finance, Vol. 12 (February), pp. 3-28.
15. International Monetary Fund, 1998, International Capital Markets: Developments, Prospects, and Policy Issues (Washington: International Monetary Fund), September.
16. _, International Financial Statistics (Washington: International Monetary Fund), monthly issues.
17. Isard, Peter, 1977, "How Far Can We Push the Law of One Price," American Economic Review, Vol. 67, No. 5, pp. 942-48.
18. Japan Tariff Association, Japan Exports and Imports, monthly issues.
19. Kasa, Kenneth, 1992, "Adjustment Costs and Pricing-to-Market: Theory and Evidence," Journal of International Economics, Vol. 32, No. 1-2, pp. 1-30.
20. Kiviet, Jan F., 1995, "On Bias, Inconsistency, and Efficiency of Various Estimators in Dynamic Panel Data Models," Journal of Econometrics, Vol. 68, No. 1, pp. 53-78.
21. Knetter, Michael M., 1989, "Price Discrimination by U.S. and German Exporters," American Economic Review, Vol. 79 (March), pp. 198-210.
22. _, 1993, "International Comparisons of Pricing-To-Market Behavior," American Economic Review, Vol. 83 (June), pp. 473-86.
23. _, 1994, "Is Export Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis," Journal of International Money and Finance, Vol. 13 (February), pp. 55-70.
24. Kravis, Irving B., and Robert E. Lipsey, 1977, "Export Prices and the Transmission of Inflation," American Economic Review, Vol. 67 (February), pp. 155-63.
25. _, 1978, "Price Behavior in the Light of Balance of Payments Theories," Journal of International Economics, Vol. 8 (May), pp. 193-246.
26. Krugman, Paul, 1987, "Pricing to Market When the Exchange Rate Changes," in Real-Financial Linkages Among Open Economies, ed. by S. W. Arndt and J. D. Richardson (Cambridge, Massachusetts: MIT Press).
27. Magee, Stephen P., 1973, "Currency Contracts, Pass-Through, and Devaluation," Brookings Papers on Economic Activity: 1, pp. 303-23.
28. _, 1974, "U.S. Import Prices in the Currency-Contract Period," Brookings Papers on Economic Activity: 1, pp. 117-64.
29. Mann, Catherine L., 1986, "Prices, Profit Margins, and Exchange Rates," Federal Reserve Bulletin (June), pp. 366-79.
30. Marston, Richard C., 1990, "Pricing to Market in Japanese Manufacturing," Journal of International Economics, Vol. 29 (November), pp. 217-36.
31. Nickell, Stephen, 1981, "Biases in Dynamic Models with Fixed Effects," Econometrica, Vol. 49 (November), pp. 1417-26.
32. Ohno, Kenichi, 1989, "Export Pricing Behavior of Manufacturing: A U.S.-Japan Comparison," IMF Staff Papers, Vol. 36 (September), pp. 550-79.
33. Sazanami, Yoko, Fukunari Kimura, and Hiroki Kawai, 1997, "Sectoral Price Movements Under the Yen Appreciation," Journal of the Japanese and International Economies, Vol. 11, No. 4, pp. 611-41.
34. World Bank, 1998, East Asia: The Road to Recovery (Washington: World Bank Group).