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Full-Text Articles in International Economics

Three Essays On Exchange Rate Models And Their Applications, Azza A. Mansour Sep 2021

Three Essays On Exchange Rate Models And Their Applications, Azza A. Mansour

Dissertations, Theses, and Capstone Projects

Chapter 1: This chapter attempts to identify the determinant of exchange rate pass-through into producer and destination prices using highly disaggregated firm-level data of importers and exporters of the Egyptian economy from 2009 to 2013. The main findings assert the hypothesis of complete exchange rate pass-through into destination prices at the lowest level of significance for the average exporting firm that is also importing. Furthermore, the firm with the highest import intensity has a lower percentage of pass-through into destination prices, indicating that the marginal cost channel plays a more significant role in determining the speed of the exchange rate …


Essays On Market Structure, Price-Setting, And Spillovers, Nicholas J. Bauer Jun 2021

Essays On Market Structure, Price-Setting, And Spillovers, Nicholas J. Bauer

Dissertations, Theses, and Capstone Projects

Chapter 01: This paper explores the firm’s pricing-setting behavior through the lens of market structure and exchange rate pass-through. The basis for this chapter stems from a four-tiered nested constant elasticity of substitution demand function, where firms have non-negligible sector and subsector market shares. This model allows the firm to compete against firms within the same subsector, as well as against firms within other subsectors. From this model, I identify three propositions. First, a u-shaped price response in both sector and subsector market shares to an exchange rate movement. Second, a hump-shaped price response in subsector market share and a …