Exchange Rate Movements and Tradable Goods Prices in East Asia : An Analysis Based on Japanese Customs Data, 1988-98 /

The paper uses a dynamic panel data model to estimate the pass-through coefficients of 20 nine-digit industrial commodities that are traded between Japan and its East Asian trading partners to investigate the response of tradable goods prices to exchange rate movements. By using the monthly series o...

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Bibliografski detalji
Glavni autor: Yoshida, Yushi
Daljnji autori: Takagi, Shinji
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 1999.
Serija:IMF Working Papers; Working Paper ; No. 1999/031
Online pristup:Full text available on IMF
Opis
Sažetak:The paper uses a dynamic panel data model to estimate the pass-through coefficients of 20 nine-digit industrial commodities that are traded between Japan and its East Asian trading partners to investigate the response of tradable goods prices to exchange rate movements. By using the monthly series of unit export and import values obtained from the Japanese customs data for the period 1988-98, it shows that price pass-through is much larger for exports from Japan than for imports to Japan.
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Opis:1 online resource (20 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Pristup:Electronic access restricted to authorized BRAC University faculty, staff and students