Coverart for item
The Resource Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee

Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee

Label
Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior
Title
Exchange rate pass-through in the euro area
Title remainder
the role of asymmetric pricing behavior
Statement of responsibility
Hamid Faruqee
Creator
Contributor
Author
Issuing body
Subject
Genre
Language
eng
Summary
Exchange rate pass-through in a set of euro area prices along the pricing chain is examined. Using a vector autoregression (VAR) approach, the empirics analyze the joint time-series behavior of the euro exchange rate and a system of euro-area prices in response to an exchange rate shock. The impulse-response functions from the VAR estimates are used to identify-in a 'new open economy macroeconomics model'-those key behavioral parameters that best replicate the pattern of exchange rate pass-through in the euro area. Area-wide prices are found to display incomplete pass-through, consistent with euro currency-pricing and pricing-to-market behavior. The results are compared to those for the other major industrial economies, and suggest that, as with the United States, "expenditure-switching" effects on the current account still operate but are generally small
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Faruqee, Hamid
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.04/14 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
International Monetary Fund
Series statement
IMF Working Paper,
Series volume
WP/04/14
http://library.link/vocab/subjectName
  • Eurozone
  • Balance of payments
  • Foreign exchange rates
  • Pricing
  • Balance of payments
  • Eurozone
  • Foreign exchange rates
  • Pricing
  • European Union countries
Label
Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee
Instantiates
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 23-26)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
""Contents""; ""I. INTRODUCTION""; ""II. EMPIRICAL ESTIMATES""; ""A. VAR Methodology""; ""B. Cross-Country Evidence""; ""III. MODEL OF INCOMPLETE PASS-THROUGH""; ""IV. MATCHING THEORY AND EMPIRICS""; ""V. CONCLUSIONS""; ""References""
Control code
646885594
Dimensions
unknown
Extent
1 online resource (26 pages)
Form of item
online
Isbn
9781281089090
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451891201.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • imfWPIEA0142004
  • (IMF)WPIEA0142004
  • (OCoLC)646885594
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 23-26)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
""Contents""; ""I. INTRODUCTION""; ""II. EMPIRICAL ESTIMATES""; ""A. VAR Methodology""; ""B. Cross-Country Evidence""; ""III. MODEL OF INCOMPLETE PASS-THROUGH""; ""IV. MATCHING THEORY AND EMPIRICS""; ""V. CONCLUSIONS""; ""References""
Control code
646885594
Dimensions
unknown
Extent
1 online resource (26 pages)
Form of item
online
Isbn
9781281089090
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451891201.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • imfWPIEA0142004
  • (IMF)WPIEA0142004
  • (OCoLC)646885594
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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