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Has exchange rate pass-through really declined? Evidence from Canada

Citations

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Cited by:

  1. Bouakez, Hafedh & Eyquem, Aurélien, 2015. "Government spending, monetary policy, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 178-201.
  2. Pierpaolo Benigno & Ester Faia, 2016. "Globalization, Pass-Through, and Inflation Dynamics," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 263-306, December.
  3. Antonia Lopez Villavicencio & Valérie Mignon, 2016. "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?," Post-Print hal-01411695, HAL.
  4. Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2018. "Exchange rate pass-through into euro area inflation. An estimated structural model," Temi di discussione (Economic working papers) 1192, Bank of Italy, Economic Research and International Relations Area.
  5. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
  6. López-Villavicencio, Antonia & Pourroy, Marc, 2019. "Does inflation targeting always matter for the ERPT? A robust approach," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 360-377.
  7. Olivier de Bandt & Tovonony Razafindrabe, 2014. "Does nominal rigidity mislead our perception of the exchange rate pass-through?," Working Papers hal-04141321, HAL.
  8. Saha, Shrabani & Zhang, Zhaoyong, 2013. "Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 128-138.
  9. Emi Nakamura & Dawit Zerom, 2010. "Accounting for Incomplete Pass-Through," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(3), pages 1192-1230.
  10. Michael B. Devereux & Ben Tomlin & Wei Dong, 2015. "Exchange Rate Pass-Through, Currency of Invoicing and Market Share," NBER Working Papers 21413, National Bureau of Economic Research, Inc.
  11. Ali Dib, 2011. "Monetary Policy in Estimated Models of Small Open and Closed Economies," Open Economies Review, Springer, vol. 22(5), pages 769-796, November.
  12. Antonia López-Villavicencio & Valérie Mignon, 2020. "Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 835-858, November.
  13. Murase, Koichi, 2013. "Asymmetric effects of the exchange rate on domestic corporate goods prices," Japan and the World Economy, Elsevier, vol. 25, pages 80-89.
  14. repec:ipg:wpaper:2014-576 is not listed on IDEAS
  15. José De Gregorio, 2009. "Exchange Rates, Real Adjustment and Monetary Policy," Economic Policy Papers Central Bank of Chile 34, Central Bank of Chile.
  16. Corbo, Vesna & Di Casola, Paola, 2020. "Drivers of consumer prices and exchange rates in small open economies," Working Paper Series 387, Sveriges Riksbank (Central Bank of Sweden).
  17. Yan Carrière-Swallow & Bertrand Gruss & Nicolas E. Magud & Fabián Valencia, 2021. "Monetary Policy Credibility and Exchange Rate Pass-Through," International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 61-94, September.
  18. Flaccadoro, Marco, 2024. "Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada," Journal of International Economics, Elsevier, vol. 148(C).
  19. Boris Blagov, 2019. "Exchange rate uncertainty and import prices in the euro area," Review of International Economics, Wiley Blackwell, vol. 27(5), pages 1537-1572, November.
  20. Bouakez, Hafedh & Normandin, Michel, 2010. "Fluctuations in the foreign exchange market: How important are monetary policy shocks?," Journal of International Economics, Elsevier, vol. 81(1), pages 139-153, May.
  21. Yushi Yoshida, 2009. "Market Share and Exchange Rate Pass-through:Competition among Exporters of the Same Nationality," Discussion Papers 37, Kyushu Sangyo University, Faculty of Economics.
  22. Chou, K.W., 2019. "Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 331-351.
  23. Strasser, Georg, 2013. "Exchange rate pass-through and credit constraints," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 25-38.
  24. Antonia López-Villavicencio & Valérie Mignon, 2021. "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 35-59, Springer.
  25. Augusto de la Torre & Eduardo Levy Yeyati & Samuel Pienknagura, "undated". "Latin America’s Deceleration and the Exchange Rate Buffer : LAC Semiannual Report, October 2013," World Bank Publications - Reports 16107, The World Bank Group.
  26. Lodovico Muratori & Susanne Fricke, 2017. "Spatial price transmission and trade policies: new evidence for agricultural products from selected sub-Saharan African countries with high frequency data," Jena Economics Research Papers 2017-006, Friedrich-Schiller-University Jena.
  27. Juste Somé, 2023. "Oil Demand and Supply Shocks in Canada’s Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 363-394, June.
  28. Janine Aron & Ronald Macdonald & John Muellbauer, 2014. "Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 101-143, January.
  29. Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," Working Papers hal-04141363, HAL.
  30. García-Cicco, Javier & García-Schmidt, Mariana, 2020. "Revisiting the exchange rate pass through: A general equilibrium perspective," Journal of International Economics, Elsevier, vol. 127(C).
  31. Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017. "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, vol. 41(C), pages 247-259.
  32. Shi, Kang & Xu, Juanyi, 2010. "Intermediate goods trade and exchange rate pass-through," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 571-583, June.
  33. Devereux, Michael B. & Dong, Wei & Tomlin, Ben, 2017. "Importers and exporters in exchange rate pass-through and currency invoicing," Journal of International Economics, Elsevier, vol. 105(C), pages 187-204.
  34. Cao, Shutao & Dong, Wei & Tomlin, Ben, 2015. "Pricing-to-market, currency invoicing and exchange rate pass-through to producer prices," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 128-149.
  35. Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
  36. Philippe Andrade, 2010. "Competition and Pass-through on international markets: Firm-level evidence from VAT shocks," 2010 Meeting Papers 820, Society for Economic Dynamics.
  37. Marcelo Sánchez, 2011. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, vol. 8(3), pages 247-273, September.
  38. Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.
  39. Zhe Chen & Michael B. Devereux & Beverly Lapham, 2017. "The Canadian border and the US dollar: The impact of exchange rate changes on US retailers," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1525-1555, December.
  40. repec:ipg:wpaper:2014-083 is not listed on IDEAS
  41. Razafindrabe, Tovonony M., 2016. "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, vol. 52(PA), pages 78-100.
  42. Sadettin Haluk Citci & Hüseyin Kaya, 2023. "Exchange Rate Uncertainty and Connectedness of Inflation," Working Papers 2022-01, Gebze Technical University, Department of Economics.
  43. William Powers & David Riker, 2015. "The Effect of Exchange Rates on the Costs of Exporters When Inputs Are Denominated in Foreign Currencies," The International Trade Journal, Taylor & Francis Journals, vol. 29(1), pages 3-18, March.
  44. Mohammad Shakeri & Richard S. Gray, 2013. "The Industry Determinants of Exchange Rate Pass-Through into Canadian Producer Prices," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 20(1), pages 15-38, February.
  45. beldi, lamia & djelassi, mouldi & kadria, mohamed, 2017. "Revisiting the Exchange Rate Pass-through in Emerging Markets," MPRA Paper 80311, University Library of Munich, Germany.
  46. Lin, Po-Chun & Wu, Chung-Shu, 2012. "Exchange rate pass-through in deflation: The case of Taiwan," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 101-111.
  47. Felipe Santos Tostes & Helder Ferreira De Mendonça, 2016. "Credibility On Pass-Through In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 022, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  48. López-Villavicencio, Antonia & Mignon, Valérie, 2017. "Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 20-38.
  49. Bouakez, Hafedh & Cardia, Emanuela & Ruge-Murcia, Francisco, 2014. "Sectoral price rigidity and aggregate dynamics," European Economic Review, Elsevier, vol. 65(C), pages 1-22.
  50. Kiliç, Rehim, 2016. "Regime-dependent exchange-rate pass-through to import prices," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 295-308.
  51. Waldyr Areosa & Marta Areosa, 2012. "The Signaling Effect of Exchange Rates: pass-through under dispersed information," Working Papers Series 282, Central Bank of Brazil, Research Department.
  52. Corbo, Vesna & Di Casola, Paola, 2022. "Drivers of consumer prices and exchange rates in small open economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
  53. Charles Engel, 2009. "Pass‐Through, Exchange Rates, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 177-185, February.
  54. Wei Dong, 2013. "Do central banks respond to exchange rate movements? Some new evidence from structural estimation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(2), pages 555-586, May.
  55. Sri Isnowati & Fx Sugiyanto & Akhmad Syakir Kurnia & Endang Tjahjaningsih, 2020. "Exchange Rate Pass Through Viewed from Wholesale Price in Indonesia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 16(3), pages 137-147.
  56. Helder Mendonça & Felipe Tostes, 2015. "The Effect of Monetary and Fiscal Credibility on Exchange Rate Pass-Through in an Emerging Economy," Open Economies Review, Springer, vol. 26(4), pages 787-816, September.
  57. Sri Isnowati & Mulyo Budi Setiawan, 2017. "Exchange Rate Pass-through to Import Prices in Indonesia: Evidence Post Free Floating Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 323-328.
  58. Dong, Wei, 2012. "The role of expenditure switching in the global imbalance adjustment," Journal of International Economics, Elsevier, vol. 86(2), pages 237-251.
  59. Hafedh Bouakez & Nooman Rebei & Désiré Vencatachellum, 2008. "Optimal Pass-Through of Oil Prices in an Economy with Nominal Rigidities," Cahiers de recherche 0831, CIRPEE.
  60. Emi Nakamura & Jón Steinsson, 2012. "Lost in Transit: Product Replacement Bias and Pricing to Market," American Economic Review, American Economic Association, vol. 102(7), pages 3277-3316, December.
  61. Antonia López-Villavicencio & Marc Pourroy, 2017. "IT Countries: A Breed Apart? the case of Exchange Rate Pass-Through," Working Papers halshs-01614817, HAL.
  62. Ms. Janet Gale Stotsky & Mr. Manuk Ghazanchyan & Mr. Olumuyiwa S Adedeji & Mr. Nils O Maehle, 2012. "The Relationship Between the Foreign Exchange Regime and Macroeconomic Performance in Eastern Africa," IMF Working Papers 2012/148, International Monetary Fund.
  63. Christian Pinshi & Emmanuel Sungani, 2018. "The Relevance Of Pass-Through Effect: Should We Revisit Monetary Policy Regime?," Post-Print hal-02566800, HAL.
  64. Ozkan, Ibrahim & Erden, Lutfi, 2015. "Time-varying nature and macroeconomic determinants of exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 56-66.
  65. Cuitiño, María Fernanda & Medina, Juan Pablo & Zacheo, Laura, 2022. "Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile," Economic Modelling, Elsevier, vol. 114(C).
  66. Antonia Lopez Villavicencio & Marc Pourroy, 2019. "Does Inflation Targeting Always Matter for the ERPT? A robust approach," Working Papers hal-02082568, HAL.
  67. Wei Dong, 2013. "The Quantitative Importance of the Expenditure-Switching Effect," Open Economies Review, Springer, vol. 24(2), pages 311-338, April.
  68. Donayre, Luiggi & Panovska, Irina, 2016. "State-dependent exchange rate pass-through behavior," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 170-195.
  69. Fernanda Cuitiño & Juan Pablo Medina & Laura Zacheo, 2021. "Exchange Rate Pass-Through Conditional on Shocks and Monetary Policy Credibility. The Case of Uruguay," Documentos de trabajo 2021008, Banco Central del Uruguay.
  70. Chatri, Abdellatif & Maarouf, Abdelwahab & Ragbi, Aziz, 2016. "Pass-through du taux de change aux prix au Maroc [An empirical investigation of the exchange rate pass-through to prices in Morocco]," MPRA Paper 71757, University Library of Munich, Germany.
  71. GHARDACH, jaouad, 2014. "The Exchange Rate Pass-Through To Import Prices: A Panel Evidence From Developing Countries," MPRA Paper 64938, University Library of Munich, Germany.
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