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Sticky Prices, a Volatile Exchange Rate and the Border

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Author Info
Mark David Witte (University of North Carolina at Chapel Hill)

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Abstract

This paper introduces a method that leads to more accurate estimates of the proportion of the border effect attributable to the nominal price/nominal exchange rate relationship. Employing this method on data from “How Wide is the Border?” (1996), this paper finds that the proportion of the border effect directly attributable to a volatile exchange rate and incomplete pass-through varies from good to good. Some goods have a small proportion of their border effect caused by the nominal price/nominal exchange rate relationship (7%-8%), while other goods have a larger proportion, up to 90%.

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File URL: http://129.3.20.41/eps/it/papers/0508/0508010.doc
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Publisher Info
Paper provided by EconWPA in its series International Trade with number 0508010.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 23 pages
Date of creation: 26 Aug 2005
Date of revision:
Handle: RePEc:wpa:wuwpit:0508010

Note: Type of Document - doc; pages: 23
Contact details of provider:
Web page: http://129.3.20.41

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Related research
Keywords: Law of One Price (LOOP); pass-through; border; sticky price; exchange rate;

Find related papers by JEL classification:
F15 - International Economics - - Trade - - - Economic Integration
F31 - International Economics - - International Finance - - - Foreign Exchange

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This page was last updated on 2009-11-13.


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