Pass-Through of Shocks into Different U.S. Prices

Hakan Yilmazkuday

No 2401, Working Papers from Florida International University, Department of Economics

Abstract: This paper 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.

Keywords: Pass-Through; Oil Prices; Exchange Rates; Import Prices; Producer Prices; Consumer Prices (search for similar items in EconPapers)
JEL-codes: E31 F31 Q43 (search for similar items in EconPapers)
Pages: 45 pages
Date: 2024-01
New Economics Papers: this item is included in nep-ene, nep-mon and nep-opm
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https://economics.fiu.edu/research/working-papers/2024/2401.pdf First version, 2024 (application/pdf)

Related works:
Journal Article: Pass‐through of shocks into different U.S. prices (2024)
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Persistent link: https://EconPapers.repec.org/RePEc:fiu:wpaper:2401

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