Non-Price Competition and Exchange Rate Pass-Through

dc.contributor.author	ASCIONE, Aurora
dc.date.accessioned	2007-12-14T08:27:09Z
dc.date.available	2007-12-14T08:27:09Z
dc.date.issued	2007
dc.description.abstract	A substantial body of empirical works document that exchange rate pass-through to con- sumer prices is incomplete. This evidence has cast doubts on the ability of flexible exchange rates to generate expenditure switching. In a dynamic stochastic discrete-time duopoly game, non-price competition among firms endogenously originates a degree of exchange rate pass-through close to zero together with an expenditure switching effect stronger than in the standard models.	en
dc.format.mimetype	application/pdf
dc.identifier.issn	1725-6704
dc.identifier.uri	https://hdl.handle.net/1814/7661
dc.language.iso	en	en
dc.neeo.contributor	ASCIONE\|Aurora\|aut\|
dc.publisher	European University Institute
dc.relation.ispartofseries	EUI ECO	en
dc.relation.ispartofseries	2007/54	en
dc.rights	info:eu-repo/semantics/openAccess
dc.subject	Pass-through	en
dc.subject	Non-price competition	en
dc.subject	Expenditure switching	en
dc.subject	F40	en
dc.subject	L16	en
dc.title	Non-Price Competition and Exchange Rate Pass-Through	en
dc.type	Working Paper	en
dspace.entity.type	Publication
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