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dc.contributor.authorMacCarthy, Jonathanen
dc.date.accessioned2012-08-17T14:25:26Z-
dc.date.available2012-08-17T14:25:26Z-
dc.date.issued2000-
dc.identifier.urihttp://hdl.handle.net/10419/60561-
dc.description.abstractThis paper examines the impact of exchange rates and import prices on the domestic producer price index and consumer price index in selected industrialized economies. The empirical model is a vector autoregression incorporating a distribution chain of pricing. When the model is estimated over the post-Bretton Woods era, impulse responses indicate that exchange rates have a modest effect on domestic price inflation while import prices have a stronger effect. Pass-through is larger in countries with a larger import share and more persistent exchange rates and import prices. Over 1996-98, these external factors have had a sizable disinflationary effect in many of the countries, but not in the United States. Estimating the model using post-1982 data has little effect on these conclusionsen
dc.language.isoengen
dc.publisher|aFederal Reserve Bank of New York |cNew York, NYen
dc.relation.ispartofseries|aStaff Report |x111en
dc.subject.jelE31en
dc.subject.jelF41en
dc.subject.jelF31en
dc.subject.ddc330en
dc.subject.keywordpass-through, in‡ation, exchange rates, import pricesen
dc.subject.stwInflationen
dc.subject.stwWechselkursen
dc.subject.stwAußenhandelspreisen
dc.subject.stwIndustriestaatenen
dc.titlePass-through of exchange rates and import prices to domestic inflation in some industrialized economies-
dc.typeWorking Paperen
dc.identifier.ppn320220435en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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