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The Review of Economics and Statistics Vol. 79 No. 1 1997

Exchange Rate Pass-Through in U.S. Manufacturing Industries

Jiawen Yang

George Washington University

Abstract

This paper studies exchange rate pass-through in U.S. manufacturing industries and its cross-sectional variation. Through an adapted Dixit–Stiglitz model of product differentiation, the paper predicts that pass-through is positively related to the degree of product differentiation and inversely related to the elasticity of marginal cost with respect to output. Empirical estimates of the pass-through elasticities show that pass-through is incomplete and varies across industries. The degree of pass-through is found to be positively correlated to different proxies for product differentiation, and negatively to a proxy for the elasticity of marginal cost.

DOI
10.1162/003465397556430
Volume
79
Issue
1
Pages
95-104
Language
en
Sources
openalex crossref

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