Artikel
Exchange rate uncertainty and import prices in the euro area
This paper analyzes the effects of exchange rate uncertainty on the pricing behavior of import firms in the euro area. Uncertainty is measured via the volatility of the structural shocks to the exchange rate in a nonlinear vector-autoregressive model 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. Controlling for the origin of imports (within or outside the euro area) is important for assessing the impact of exchange rate movements on prices.
- Language
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Englisch
- Bibliographic citation
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Journal: Review of International Economics ; ISSN: 1467-9396 ; Volume: 27 ; Year: 2019 ; Issue: 5 ; Pages: 1537-1572 ; Hoboken, NJ: Wiley
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Blagov, Boris
- Event
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Veröffentlichung
- (who)
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Wiley
- (where)
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Hoboken, NJ
- (when)
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2019
- DOI
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doi:10.1111/roie.12434
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Blagov, Boris
- Wiley
Time of origin
- 2019
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Exchange Rate Uncertainty and Import Prices in the Euro Area
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Exchange rate pass-through to import prices in the euro area
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Extra-euro area manufacturing import prices and exchange rate pass-through
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