LEADER 00000cam a2200649Ia 4500 
001    ocn809826549 
003    OCoLC 
005    20160527041727.3 
006    m     o  d         
007    cr ||||||||||| 
008    120912s2012    dcu     o     000 0 eng d 
019    813209375|a874360420 
020    9781475589801|qelectronic book 
020    1475589808|qelectronic book 
020    |z9781475510232 
020    |z1475510233 
020    |z9781475580617 
020    |z1475580614 
035    (OCoLC)809826549|z(OCoLC)813209375|z(OCoLC)874360420 
040    SIMAS|beng|cSIMAS|dOCLCO|dAU@|dE7B|dCCO|dOCLCF|dDKDLA|dOTZ
       |dOCLCO|dOCLCQ|dYDXCP|dN$T|dOCLCO|dN$T|dOCLCO 
049    RIDW 
050 14 HG3821|b.C46 2012eb 
072  7 BUS|x027000|2bisacsh 
082 04 332.4/5|223 
090    HG3821|b.C46 2012eb 
100 1  Choudhri, Ehsan U.,|0https://id.loc.gov/authorities/names/
       n89614008|eauthor. 
245 14 The exchange rate pass-through to import and export prices
       :|bthe role of nominal rigidities and currency choice /
       |cEhsan U. Choudhri and Dalia S. Hakura. 
264  1 Washington, D.C. :|bInternational Monetary Fund, Institute
       for Capacity Development,|c2012. 
300    1 online resource (34 pages). 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file|2rdaft 
490 1  IMF working paper ;|vWP/12/226 
500    "September 2012". 
504    Includes bibliographical references. 
520    "Using both regression- and VAR-based estimates, the paper
       finds that the exchange rate pass-through to import prices
       for a large number of countries is incomplete and larger 
       than the pass-through to export prices. Previous studies 
       have reported similar results, which give rise to the 
       puzzle that while local currency pricing is needed to 
       account for incomplete import price pass-through, it would
       not imply a lower export price passthrough. Recent 
       explanations of this puzzle have emphasized markup 
       adjustment in response to exchange rate changes. This 
       paper suggests an alternative explanation based on the 
       presence of both producer and local currency pricing. 
       Using a dynamic general equilibrium model, the paper shows
       that a mix of producer and local currency pricing can  
       explain the pass-through evidence even with a constant 
       markup. The model can also explain the observed exchange 
       rate and inflation variability as well as the fact that 
       the regression and VAR estimates tend to be similar."- -
       Abstract. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Foreign exchange rates|xEconometric models.|0https://
       id.loc.gov/authorities/subjects/sh2008120473 
650  0 Imports|0https://id.loc.gov/authorities/subjects/
       sh87004893|xEconometric models.|0https://id.loc.gov/
       authorities/subjects/sh99005483 
650  0 Exports|0https://id.loc.gov/authorities/subjects/
       sh87004892|xEconometric models.|0https://id.loc.gov/
       authorities/subjects/sh99005483 
650  7 Foreign exchange rates|xEconometric models.|2fast|0https:/
       /id.worldcat.org/fast/931818 
650  7 Imports|xEconometric models.|2fast|0https://
       id.worldcat.org/fast/968201 
650  7 Imports.|2fast|0https://id.worldcat.org/fast/968197 
650  7 Exports|xEconometric models.|2fast|0https://
       id.worldcat.org/fast/918770 
650  7 Exports.|2fast|0https://id.worldcat.org/fast/918764 
655  4 Electronic books. 
700 1  Hakura, Dalia S.|0https://id.loc.gov/authorities/names/
       no2010104633 
710 2  International Monetary Fund.|bInstitute for Capacity 
       Development.|0https://id.loc.gov/authorities/names/
       no2012075144 
830  0 IMF working paper ;|0https://id.loc.gov/authorities/names/
       no89010263|vWP/12/226. 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=568202|zOnline eBook. Access restricted to 
       current Rider University students, faculty, and staff. 
856 42 |3Instructions for reading/downloading this eBook|uhttp://
       guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d20160607|cEBSCO|tebscoebooksacademic|lridw 
994    92|bRID