Pass-through of external shocks along the pricing chain: A panel estimation approach for the euro area



5. References

Alvarez Luis J., E. Dhyne, M.M. Hoeberichts, C. Kwapil, H. Le Bihan, P. Lünnemann, F.
Martins, R. Sabbatini, H. Stahl, P. Vermeulen and J. Vilmunen (2006), Sticky Prices in the
Euro Area: A Summary of New Micro Evidence, Journal of the European Economic
Association, 4: 575-584.

Bailliu, J. and E. Fujii (2004), Exchange Rate Pass-Through and the Inflation Environment in
Industrialised Countries: an Empirical Investigation, Bank of Canada Working Paper Series,
04-21.

Bussière, M., and T. Peltonen (2008), Exchange Rate Pass-Through - the Role of Emerging
Market Economies, ECB Working Paper Series, 951.

Campa, J. M. and L. Goldberg (2006a), Distribution Margins, Imported Inputs, and the
Sensitivity of the CPI to Exchange Rates, NBER Working Papers, 12121.

Campa, J. M. and L. Goldberg (2006b), Pass Through of Exchange Rates to Consumption
Prices: What has Changed and Why?, NBER Working Papers, 12547.

Campa, J. M. and J. M. Gonzalez Minguez (2006), Differences in Exchange Rate Pass-
Through in the Euro Area, European Economic Review, 50 (1): 121-45.

Choudhri, E. U., H. Faruqee and D. S. Hakura (2002), Explaining the Exchange Rate Pass-
Through in Different Prices, IMF Working Papers, WP/02/224.

Choudhri, E. U. and D. S. Hakura (2002), Exchange Rate Pass-Through to Domestic Prices:
Does the Inflationary Environment Matter?, IMF Working Paper WP/01/194.

European Central Bank (2004), Oil Prices and the Euro Area Economy, Monthly Bulletin,
November, 51-64.

European Commission (2004), How Vulnerable is the Euro Area Economy to Higher Oil
Prices?, Quarterly Report on the Euro Area, 3(2):15-20.

Faruqee, H. (2006), Exchange Rate Pass-Through in the Euro Area, IMF Staff Papers, 53(1):
63-88.

Gagnon, J. E. and J. Ihrig (2004), Monetary Policy and Exchange Rate Pass-Through,
International Journal of Finance and Economics, 9 (4): 315-38.

Hahn, E. (2003), Pass-Through of External Shocks to Euro Area Inflation, ECB Working
Paper Series, 243.

Hahn, E. (2007), The Impact of Exchange Rate Shocks on Sectoral Activity and Prices in the
Euro Area, ECB Working Paper Series, 796.

Hüfner, F. P. and M. Schroder (2002), Exchange Rate Pass-Through to Consumer Prices: A
European Perspective, ZEW Discussion Papers, 02-20.

Judson, R. and A.L. Owen (1999), Estimating Dynamic Panel Data Models: A Guide for
Macroeconomists, Economics Letters, 65(1): 9-15.

McCarthy, J. (2000), Pass-Through of Exchange Rates and Import Prices to Domestic
Inflation in Some Industrialized Economies, Federal Reserve Bank of New York, Staff
Report, 3.

Musso, A., L. Stracca and D. van Dijk (2009), Instability and Nonlinearity in the Euro Area
Phillips Curve, International Journal of Central Banking, 5(2): 181-212.

Я ECB

Working Paper Series No 1104

November 2009



More intriguing information

1. The name is absent
2. CHANGING PRICES, CHANGING CIGARETTE CONSUMPTION
3. The Environmental Kuznets Curve Under a New framework: Role of Social Capital in Water Pollution
4. FASTER TRAINING IN NONLINEAR ICA USING MISEP
5. The Determinants of Individual Trade Policy Preferences: International Survey Evidence
6. NEW DEVELOPMENTS IN FARM PRICE AND INCOME POLICY PROGRAMS: PART I. SITUATION AND PROBLEM
7. he Virtual Playground: an Educational Virtual Reality Environment for Evaluating Interactivity and Conceptual Learning
8. The Evolution
9. The name is absent
10. On the job rotation problem
11. Female Empowerment: Impact of a Commitment Savings Product in the Philippines
12. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
13. Passing the burden: corporate tax incidence in open economies
14. Prizes and Patents: Using Market Signals to Provide Incentives for Innovations
15. Rural-Urban Economic Disparities among China’s Elderly
16. Testing Gribat´s Law Across Regions. Evidence from Spain.
17. SOME ISSUES CONCERNING SPECIFICATION AND INTERPRETATION OF OUTDOOR RECREATION DEMAND MODELS
18. The name is absent
19. The name is absent
20. SME'S SUPPORT AND REGIONAL POLICY IN EU - THE NORTE-LITORAL PORTUGUESE EXPERIENCE