Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/142540
Authors: 
Forte, Antonio
Year of Publication: 
2009
Series/Report no.: 
EERI Research Paper Series 08/2009
Abstract: 
In this paper I analyse the pass-through effect in four big areas using different approaches. On the one hand, I inspect this issue comparing the REER (real effective exchange rate) with the WARP (weighted average relative price) in the US, the UK, Japan and the Euro area. On the other hand, I try to support the findings of the first part with a double econometric analysis: I employ single equation and Var approaches in order to provide wide and robust results. The global conclusion is that in the major economies of the world the pass-through effect has been very light from January 1999 onward and that, especially in the Euro area, this result is linked with the firms behaviour.
Subjects: 
Real effective exchange rate
weighted average relative price
WARP
REER
double econometric analysis
JEL: 
F30
F31
Document Type: 
Working Paper

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