Pass‐through of shocks into different U.S. prices
Hakan Yilmazkuday
Review of International Economics, 2024, vol. 32, issue 3, 1300-1315
Abstract:
This article estimates the pass‐through of different shocks into different U.S. prices that are important for policy makers. The investigation is based on a structural vector autoregression model, where quarterly data are used. The empirical results depict oil price pass‐through, exchange rate pass‐through, import‐price pass‐through, and producer price pass‐through into import prices, producer prices, and consumer prices for the U.S. economy. Policy implications suggest that achieving and sustaining consumer price stability highly depend on monitoring the developments in oil prices, followed by import prices and producer prices.
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1111/roie.12726
Related works:
Working Paper: Pass-Through of Shocks into Different U.S. Prices (2024) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:reviec:v:32:y:2024:i:3:p:1300-1315
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0965-7576
Access Statistics for this article
Review of International Economics is currently edited by E. Kwan Choi
More articles in Review of International Economics from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().