Exchange Rate Pass-Through in the Euro Area : The Role of Asymmetric Pricing Behavior /

Exchange rate pass-through in a set of euro area prices along the pricing chain is examined. Using a vector autoregression (VAR) approach, the empirics analyze the joint time-series behavior of the euro exchange rate and a system of euro-area prices in response to an exchange rate shock. The impulse...

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Detalles Bibliográficos
Autor Principal: Faruqee, Hamid
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2004.
Series:IMF Working Papers; Working Paper ; No. 2004/014
Acceso en liña:Full text available on IMF