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

Abdulnasser Hatemi-J; Manuchehr Irandoust

doi:10.1023/B:EMPI.0000024045.78590.3d

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

Abdulnasser Hatemi-J, Manuchehr Irandoust

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	55-67
Number of pages	13
Journal	Empirica
Volume	31
Issue number	1
DOIs	https://doi.org/10.1023/B:EMPI.0000024045.78590.3d
Publication status	Published - Jun 4 2004
Externally published	Yes

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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10.1023/B:EMPI.0000024045.78590.3d

Cite this

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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.",

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AB - 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.

KW - Exchange rate pass-through

KW - Panel cointegration

KW - Panel unit roots

KW - Pricing to market

KW - Sweden

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

Abstract

Keywords

ASJC Scopus subject areas

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