Pass-Through of Imported Input Prices to Domestic Producer Prices : Evidence from Sector-Level Data /

Motivated by stylized facts pointing to a dominant role of imported inputs in transmitting external price shocks to domestic prices, this paper zooms in to study the pass-through of imported input costs to domestic producer prices. Our approach constructs effective input price indices from sector-le...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Ahn, JaeBin
Muut tekijät: Park, Chang-Gui, Park, Chanho
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2016.
Sarja:IMF Working Papers; Working Paper ; No. 2016/023
Linkit:Full text available on IMF
Kuvaus
Yhteenveto:Motivated by stylized facts pointing to a dominant role of imported inputs in transmitting external price shocks to domestic prices, this paper zooms in to study the pass-through of imported input costs to domestic producer prices. Our approach constructs effective input price indices from sector-level price data combined with sector-level information on input-output linkages. Applying an error correction model specification to sector-level output and input prices, the long-run pass-through rate of effective imported input costs to domestic producer prices is estimated to be around 70 percent in Korea and almost 100 percent in selected European countries.
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Ulkoasu:1 online resource (24 pages)
Aineistotyyppi:Mode of access: Internet
ISSN:1018-5941
Pääsy:Electronic access restricted to authorized BRAC University faculty, staff and students