Is pricing to market behavior a long-run phenomenon? A non-stationary panel analysis

Abdulnasser Hatemi-J, Manuchehr Irandoust

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

This paper examines how the Swedish imports prices react to exchange rate changes in the long run. It finds, through non-stationary panel analysis, that the Swedish import prices (for the majority of industries) change but not in proportion to exchange rate changes. The evidence from panel cointegration also shows that pricing behavior of the Swedish imports varies across industries and such variations could be related to industry-specific characteristics.

Original languageEnglish
Pages (from-to)55-67
Number of pages13
JournalEmpirica
Volume31
Issue number1
DOIs
Publication statusPublished - 2004
Externally publishedYes

Keywords

  • Exchange rate pass-through
  • Panel cointegration
  • Panel unit roots
  • Pricing to market
  • Sweden

ASJC Scopus subject areas

  • Geography, Planning and Development
  • Development

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