Passthrough estimates and the choice of an exchange rate index

Review of International Economics

Volumn 14, Issue 4, 2006, Pages 535-553

  Pollard, Patricia S ^a   Coughlin, Cletus C ^b  

^a INTERNATIONAL MONETARY FUND   (United States)

^b FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY; EXCHANGE RATE; IMPORT;

EID: 33747167009     PISSN: 09657576     EISSN: 14679396     Source Type: Journal    
DOI: 10.1111/j.1467-9396.2006.00642.x     Document Type: Article

References (32)

1. Alterman, William, "Price Trends in US Trade: New Data, New Insights," in P. Hooper and J. D. Richardson (eds), International Economic Transactions: Issues in Measurement and Empirical Research, Chicago: University of Chicago Press (1991):109-39.
2. Antzoulatos, Angelos A. and Jiawen Yang, "Exchange Rate Pass-through in US Manufacturing Industries: A Demand Side Story," International Trade Journal 10 (1996):325-52.
3. Bernhofen, Daniel M. and Peng Xu, "Exchange Rates and Market Power: Evidence from the Petrochemical Industry," Journal of International Economics 52 (2000):283-97.
4. Betts, Caroline and Michael B. Devereux, "Exchange Rate Dynamics in a Model of Pricing-to-market," Journal of International Economics 50 (2000):215-44.
5. Blonigen, Bruce A. and Stephen E. Haynes, "Antidumping Investigations and the Pass-through of Exchange Rates and Antidumping Duties," National Bureau of Economic Research working paper 7378 (1999).
6. Blonigen, Bruce A. and Stephen E. Haynes, "Antidumping Investigations and the Pass-through of Antidumping Duties and Exchange Rates," American Economic Review 92 (2002):1044-61.
7. Campa, JoséManuel and Linda S. Goldberg, "Exchange Rate Pass-through into Import Prices: A Macro or Micro Phenomenon?" Review of Economics and Statistics 87 (2005):679-90.
8. Corsetti, Giancarlo and Luca Dedola, "Macroeconomics of International Price Discrimination," European Central Bank working paper 176 (2002).
9. Coughlin, Cletus C. and Patricia S. Pollard, "A Question of Measurement: Is the Dollar Rising or Falling?" Federal Reserve Bank of St. Louis Review 78 (1996):3-18.
10. Davidson, Russell and James G. MacKinnon, "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica 49 (1981):781-93.
11. Davidson, Russell and James G. MacKinnon, "Bootstrap J Tests of Nonnested Linear Regression Models," Journal of Econometrics 109 (2002):167-93.
12. Feenstra, Robert C., "Symmetric Pass-through of Tariffs and Exchange Rates under Imperfect Competition: An Empirical Test," Journal of International Economics 27 (1989):25-45.
13. Feenstra, Robert C., Joseph E. Gagnon, and Michael M. Knetter, "Market Share and Exchange Rate Pass-through in World Automobile Trade," Journal of International Economics 40 (1996):187-207.
14. Feinberg, Robert M., "The Effects of Foreign Exchange Movements on US Domestic Prices," Review of Economics and Statistics 71 (1989):505-11.
15. Feinberg, Robert M., "The Choice of Exchange-rate Index and Domestic Price Pass-through," Journal of Industrial Economics 39 (1991):409-20.
16. Gil-Pareja, Salvador, "Pricing to Market Behavior in European Car Markets," European Economic Review 47 (2003): 945-62.
17. Goldberg, Linda, "Industry Specific Exchange Rates for the United States," Federal Reserve Bank of New York Economic Policy Review 10 (2004):1-16.
18. Goldberg, Pinelopi K. and Michael M. Knetter, "Goods Prices and Exchange Rates: What Have We Learned?" Journal of Economic Literature 35 (1997):1243-72.
19. Gron, Anne and Deborah L. Swenson, "Incomplete Exchange-rate Pass-through and Imperfect Competition: The Effect of Local Production," American Economic Review Papers and Proceedings 86 (1996):71-6.
20. Gross, Dominique M. and Nicolas Schmitt, "Exchange Rate Pass-through and Dynamic Oligopoly: An Empirical Investigation," Journal of International Economics 52 (2000):89-112.
21. Knetter, Michael M., "International Comparisons of Pricing-to-Market Behavior," American Economic Review 83 (1993):423-36.
22. Leahy, Michael P., "New Summary Measures of the Foreign Exchange Value of the Dollar," Federal Reserve Bulletin 84 (1998):811-18.
23. Marazzi, Mario, Nathan Sheets, Robert Vigfusson, Jon Faust, Joseph Gagnon, Jaime Marquez, Robert Martin, Trevor Reeve, and John Rogers, " Exchange Rate Pass-through to US Import Prices: Some New Evidence," Board of Governors of the Federal Reserve System, International Finance discussion paper 833 (2005).
24. Ohno, Kenichi, "Export Pricing Behavior of Manufacturing: A US-Japan Comparison," IMF Staff Papers 36 (1989): 550-79.
25. Olivei, Giovanni P., "Exchange Rates and the Prices of Manufacturing Products Imported into the United States," New England Economic Review (2002):3-18.
26. Pollard, Patricia S. and Cletus C. Coughlin, "Pass-through Estimates and the Choice of an Exchange Rate Index," Federal Reserve Bank of St. Louis working paper 2003-004C (2005).
27. Pompelli, Gregory K. and Daniel H. Pick, "Pass-through of Exchange Rates and Tariffs in Brazil-US Tobacco Trade," American Journal of Agricultural Economics 72 (1990):676-81.
28. Wickremasinghe, Guneratne and Param Silvapulle, "Role of Exchange Rate Volatility in Exchange Rate Pass-through into Import Prices: Some Evidence from Japan," unpublished manuscript (2003).
29. Woo, Wing T., "Exchange Rates and the Prices of Nonfood, Nonfuel Products," Brookings Papers on Economic Activity (1984):511-30.
30. Xu, Zhenhui, "Purchasing Power Parity, Price Indices and Exchange Rate Forecasts," Journal of International Money and Finance 22 (2003):105-30.
31. Yang, Jiawen, "Exchange Rate Pass-through in US Manufacturing Industries," Review of Economics and Statistics 79 (1997): 95-104.
32. Yang, Jiawen, "Pricing-to-market in US Imports and Exports: A Time Series and Cross-sectional Study," Quarterly Review of Economics and Statistics 38 (1998):843-61.