Equivalence Results for Optimal Pass-Through, Optimal Indexing to Exchange Rates, and Optimal Choice of Currency for Export Pricing
By Charles M. Engel. 2006
160 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/cdb0f3aa14820bc0f15a91f17bb3843252220c04
How researchers see this paper
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In Economics and Econometrics
- Gita Gopinath
- Jeremy C. Stein
- A. Matsumoto
- Mototsugu Shintani
- Akiko Terada-Hagiwara
- Charles M. Engel
- Tomoyoshi Yabu
- Oleg Itskhoki
Citations in the corpus
- Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis (2013, background): “For example, a recent study by Gopinath, Itskhoki and Rigobon (2007) extends the model of Engel (2006) and investigates the role of the invoice currency in determining the observed ERPT.”
- The International Price System (2015, background): “…the sticky price environment and flexible price determinants in the works of Giovannini (1988), Donnenfeld and Zilcha (1991), Friberg (1998), Engel (2006), Devereux et al. (2004), Bacchetta and van Wincoop (2005), Gopinath et al. (2010), Goldberg and Tille (2008) and Goldberg and Tille…”
- International Prices and Exchange Rates (2013, unknown): “As demonstrated in Engel (2006) (for one period ahead price stickiness) and Gopinath et al. (2010) (for Calvo pricing) this is consistent with a model where firms optimally choose what currency to set their prices in.”
- Banking, Trade, and the Making of a Dominant Currency* (2020, methodology): “As a maer of empirical reality, the existing evidence suggests that a signicant amount of the exchange-rate risk is borne by the non-nancial corporate sector in emerging 11Either version of our model is silent with respect to any higher frequency aspect of UIP violations such as the forward premi”
- The International Diversification Puzzle When Goods Prices are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios (2009, background): “Or we might even have prices indexed to the exchange rate, as in Giancarlo Corsetti and Pesenti (2005) or Charles Engel (2006).”