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3 edition of Modeling exchange-rate passthrough after large devaluations found in the catalog.

Modeling exchange-rate passthrough after large devaluations

Ariel T. Burstein

Modeling exchange-rate passthrough after large devaluations

by Ariel T. Burstein

  • 319 Want to read
  • 10 Currently reading

Published by National Bureau of Economic Research in Cambridge, Mass .
Written in English

    Subjects:
  • Foreign exchange rates -- Econometric models,
  • Devaluation of currency

  • Edition Notes

    StatementAriel Burstein, Martin Eichenbaum, Sergio Rebelo.
    SeriesNBER working paper series -- no. 11638., Working paper series (National Bureau of Economic Research) -- working paper no. 11638.
    ContributionsEichenbaum, Martin S., Rebelo, Sergio., National Bureau of Economic Research.
    The Physical Object
    Pagination30, [6] p. ;
    Number of Pages30
    ID Numbers
    Open LibraryOL17628053M
    OCLC/WorldCa62083241

    Modeling Exchange Rate Passthrough After Large Devaluations by Ariel Burstein & Martin Eichenbaum & Sergio Rebelo; Firm-specific capital, nominal rigidities and the business cycle by David E. Altig & Lawrence J. Christiano & Martin Eichenbaum & Jesper Linde; Testing the Calvo model of sticky prices by Martin Eichenbaum & Jonas D. M. Fisher. Welfare Costs of Inflation in a Menu Cost Model American Economic Review, , 98, (2), View citations (40) Modeling exchange rate passthrough after large devaluations Journal of Monetary Economics, , 54, (2), View citations (61) See also Working Paper () Pricing-to-Market in a Ricardian Model of International Trade.

    In standard exchange rate pass-through regressions, foreign inflation is used to proxy for marginal costs, and prices are regressed separately on costs and exchange rates. The coffee market is an ideal laboratory to study how costs pass through into prices because a large fraction of marginal costs are observ- able for this industry. Chapter File Downloads Abstract Views; Last month: 3 months: 12 months: Total: Last month: 3 months: 12 months: Total: Capital Utilization and Returns to Scale: 0: 0.

    We show that even when the exchange rate cannot be devalued, a small set of conventional fiscal instruments can robustly replicate the real allocations attained under a nominal exchange rate devaluation in a dynamic New Keynesian open economy perform the analysis under alternative pricing assumptions—producer or local currency pricing, along with nominal wage . Real Effects of Exchange-Rate-Based Stabilization: An Analysis of Competing Theories. by Rebelo, S. & Vegh, C. A. Modeling Exchange Rate Passthrough After Large Devaluations by Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio; Modeling Exchange-Rate Passthrough After Large Devaluations by Ariel Burstein & Martin Eichenbaum & Sergio.


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Modeling exchange-rate passthrough after large devaluations by Ariel T. Burstein Download PDF EPUB FB2

Large devaluations are generally associated with large declines in real exchange rates. We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations.

The first force is sticky nontradable-goods by: Modeling Exchange-Rate Passthrough After Large Devaluations Ariel Burstein, Martin Eichenbaum, Sergio Rebelo.

NBER Working Paper No. Issued in September NBER Program(s):Economic Fluctuations and Growth, International Finance and Macroeconomics. Large devaluations are generally associated with large declines in real exchange by: Journals & Books; Register Sign in. Sign in Register.

Journals & Books; Help Download PDF Download. Share. Export. Advanced. Journal of Monetary Economics. Vol Issue 2, MarchPages Modeling exchange rate passthrough after large devaluations Cited by: Abstract Large devaluations are generally associated with large declines in real exchange rates.

We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations. The –rst force is sticky nontradable. Modeling Exchange Rate Passthrough After Large Devaluations Large devaluations are generally associated with large declines in real exchange rates.

We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations.

We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations. The first force is sticky nontradable goods prices.

Modeling Exchange Rate Passthrough After Large. Modeling Exchange Rate Passthrough After Large Devaluations By Ariel Burstein, Martin Eichenbaum and Sergio Rebelo Get PDF ( KB). " Modeling exchange rate passthrough after large devaluations," Journal of Monetary Economics, Elsevier, vol.

54(2), pagesMarch. Burstein, Ariel Tomas & Eichenbaum, Martin & Rebelo, Sérgio, " Modeling Exchange Rate Passthrough After Large Devaluations," CEPR Discussion PapersC.E.P.R. Discussion Papers. Large devaluations are generally associated with large declines in real exchange rates.

We develop a model which embodies two complementary forces that account for the large declines in the real. "Large devaluations are generally associated with large declines in real exchange rates. We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations.

The first force is sticky nontradable-goods prices. Large devaluations are generally associated with large declines in real exchange rates.

We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations.

The first force is sticky nontradable-goods prices. References An, L and J Wang [] Exchange rate pass-through: Evidence based on vector autoregression with sign restrictions. Open Economies Review, 23 (2), – Crossref, Google Scholar; Aron, J, R Macdonald and J Muellbauer [] Exchange rate pass-through in developing and emerging markets: A survey of conceptual, methodological and policy issues, and selected empirical.

We estimate exchange rate pass-through (PT) into import, producer and consumer price indexes for nine OECD countries, using a method proposed by Uhlig (). In a Vector Autoregression (VAR) model, we identify the exchange rate shock by imposing restrictions on the signs of impulse responses for a small subset of variables.

These restrictions are consistent with a large class of. “Modeling Exchange Rate Passthrough After Large Devaluations” (with A. Burstein and M. Eichenbaum), Journal of Monetary Economics, ; March “Government Finance in the Wake of Currency Crises” (with C.

Burnside and M. Eichenbaum), Journal of. “ Modeling Exchange Rate Passthrough After Large Devaluations,” with Martin Eichenbaum and Sergio Rebelo, Journal of Monetary Economics, March “ Trade, production sharing and the international transmission of business cycles,” with Chris Kurz and Linda.

We develop a model which embodies two complementary forces that account for the large declines in the real exchange rate that occur in the aftermath of large devaluations. The first force is. Burstein, Ariel, Martin Eichenbaum, and Sergio Rebelo (). "Modeling Exchange Rate Pass-through after Large Devaluations", Journal of Monetary Economics, vol.

54 (March), pp. Campa, J. and Goldberg, L. () “Exchange Rate Pass-Through into Import Prices”, CEPR Discussion Paper No. Modeling Exchange Rate Passthrough After Large Devaluations CEPR Discussion Papers, C.E.P.R.

Discussion Papers View citations (7) Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) () View citations (8) NBER Working Papers, National Bureau of Economic Research, Inc () View citations (8). " Modeling Exchange Rate Passthrough after Large Devaluations," Journal of Monetary Economics, vol.

54 (March), pp. Campa, José Manuel, and Linda S. Goldberg (). " Exchange Rate Pass-through into Import Prices," Review of Economics and Statistics, vol. 87 (November), pp. Campa, Jose, and Linda Goldberg ().

“Modeling Exchange Rate Pass through After Large Devaluations,” Journal of Monetary Economics, 54, – CrossRef Google Scholar Campa, J.M. and L.S. Goldberg ().Using input–output data from Symmetric Input–Output Tables for the year and relevant price models, this paper provides empirical estimations of medium- and long-run effects of wage and currency devaluations on international price competitiveness and income distribution for two ‘PIIGS economies’, i.e.

Greece and Italy. The findings reveal certain differentiated socio-technical.Ariel Burstein, Martin Eichenbaum and Sergio Rebelo, `Modeling Exchange Rate Passthrough After Large Devaluations’, Journal of Monetary Economics, ; March– Craig Burnside, Martin Eichenbaum and Sergio Rebelo, ` Government Finance in the Wake of Currency Crises’, Journal of Monetary Economics, ; April