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Bank of Canada RSS Feedsen2024-03-29T15:33:19+00:00Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices
https://www.bankofcanada.ca/2017/11/staff-discussion-paper-2017-12/
In this paper, we analyze the presence of time variation in the pass-through from the nominal effective exchange rate to import prices for 24 advanced economies over the period 1995–2015. In line with earlier studies in the literature, we find substantial heterogeneity in the level of exchange rate pass-through across countries.2017-11-10T11:50:58+00:00enUnderstanding the Time Variation in Exchange Rate Pass-Through to Import Prices2017-11-10Exchange ratesInflation and pricesInternational topicsMonetary policy transmissionStaff Discussion Paper 2017-12https://www.bankofcanada.ca/wp-content/uploads/2017/11/sdp2017-12.pdfUnderstanding the Time Variation in Exchange Rate Pass-Through to Import PricesRose CunninghamMin Jae KimChristian FriedrichKristina HessNovember 2017EE3E31FF3F31F4F41