Peer-Reviewed Journal Details
Mandatory Fields
Doyle, E
2004
March
Applied Economics
Exchange rate pass-through in a small open economy: the Anglo-Irish case
Validated
WOS: 12 ()
Optional Fields
MANUFACTURING-INDUSTRIES PRICE DETERMINATION IRELAND MARKET COINTEGRATION INFLATION BEHAVIOR EXPORTS GOODS
36
443
455
Bilateral import unit values are constructed to investigate the extent and speed of exchange rate and production cost pass-through into the unit values of Irish imports (total and sectoral) from the UK using Menon's (1996 ) mark-up model. The approach used to measure exchange rate pass-through is based on cointegration and error-correction modelling and the period of analysis is from 1979 to 1995. Full pass-through from the bilateral Irish pound-Sterling exchange rate and from UK producer costs could not be rejected for total and sectoral import unit values for the sample period 1979q1-1995q4. This implies no role for domestic competing prices in explaining the long-run relationship determining unit values of Irish imports from the UK. The results indicate that for aggregate and sectoral unit values of Irish imports from the UK pass-through is incomplete in the short-run.
ABINGDON
0003-6846
10.1080/00036840410001682142
Grant Details