Arbeitspapier
Exchange rate uncertainty and import prices in the euro area
This paper analyses the effects of exchange rate uncertainty on the pricing behaviour of import firms in the euro area. Uncertainty is measured via the volatility of the structural shocks to the exchange rate in a non-linear VAR framework and is an important determinant of import prices. An increase in exchange rate uncertainty is associated with a fall in prices on average, which suggests that the exchange rate risk is borne by the importers. The analysis utilizes a dataset on industrial import prices, disaggregated by origin of imports. Controlling for intra- and extra-euro area trade is important.
- ISBN
-
978-3-86788-917-9
- Sprache
-
Englisch
- Erschienen in
-
Series: Ruhr Economic Papers ; No. 789
- Klassifikation
-
Wirtschaft
Bayesian Analysis: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Foreign Exchange
- Thema
-
exchange rate uncertainty
exchange rate pass-through
non-linearities
import price inflation
extra-euro area trade
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Blagov, Boris
- Ereignis
-
Veröffentlichung
- (wer)
-
RWI - Leibniz-Institut für Wirtschaftsforschung
- (wo)
-
Essen
- (wann)
-
2018
- DOI
-
doi:10.4419/86788917
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Blagov, Boris
- RWI - Leibniz-Institut für Wirtschaftsforschung
Entstanden
- 2018
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