Exchange rate pass-through to import prices in Europe

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dc.contributor.authorArsova, Antonia
dc.date.accessioned2021-03-26T07:42:17Z
dc.date.available2021-03-26T07:42:17Z
dc.date.issued2020-04-10
dc.description.abstractThis paper takes a panel cointegration approach to the estimation of short- and long-run exchange rate pass-through (ERPT) to import prices in the European countries. Although economic theory suggests a long-run relationship between import prices and exchange rate, in recent empirical studies its existence has either been overlooked or it has proven difficult to establish. Resorting to novel tests for panel cointegration, we find support for the equilibrium relationship hypothesis. Exchange rate pass-through elasticities, estimated by two different techniques for cointegrated panel regressions, give insight into the most recent development of the ERPT.en
dc.identifier.urihttp://hdl.handle.net/2003/40105
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-21982
dc.language.isoende
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectExchange rate pass-throughen
dc.subjectImport pricesen
dc.subjectPanel cointegrationen
dc.subjectCross-sectional dependenceen
dc.subjectCommon factorsen
dc.subject.ddc310
dc.titleExchange rate pass-through to import prices in Europeen
dc.title.alternativea panel cointegration approachen
dc.typeTextde
dc.type.publicationtypearticlede
dcterms.accessRightsopen access
eldorado.secondarypublicationtruede
eldorado.secondarypublication.primarycitationArsova, A. Exchange rate pass-through to import prices in Europe: a panel cointegration approach. Empir Econ (2020).de
eldorado.secondarypublication.primaryidentifierhttps://doi.org/10.1007/s00181-020-01858-8de

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