Exchange rate pass-through in the Netherlands: has it changed?

Robert-Paul Berben

Applied Economics Letters, 2004, vol. 11, issue 3, 141-143

Abstract: This study assesses whether the degree of exchange rate pass-through in the Netherlands has changed during the run-up to Economic and Monetary Union. VAR models are estimated on rolling sample periods to show that the pass-through of changes in the guilder-mark exchange rate has increased, while the pass-through of changes in the guilder-pound and guilder-dollar have remained more or less stable. This supports the view that the Netherlands and Germany have become increasingly integrated. This is in contrast to Taylor's (Economic Review 44, 1384-408, 2000) claim that the decline in inflation has been associated with a significant decline in the degree to which firms pass-through changes in costs.

Date: 2004
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DOI: 10.1080/1350485042000203733

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