패널자료를 이용한 수출가격의 환율전가도 추정

• 영문명: The Estimation of Exchange Rate Pass-through on Korean Export Price Using Panel Data
• 발행기관: 한국무역연구원
• 저자명: 최용재(Yong-Jae Choi)
• 간행물 정보: 『무역연구』제9권 제3호, 105~129쪽, 전체 25쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2013.06.30

영문 초록

The purpose of this paper is to investigate the extent of exchange rate pass-through on export prices in terms of buyer's currency in Korea manufacturing. To do this, I used the panel data model consisting of 30 industries. The evidence shows that there is imperfect exchange pass-through which is -0.25 to -0.49 across estimation models. In addition, there exists the indirect effect of exchange on export prices through the cost change due to changing exchange rate. Finally, the result shows that in the period of appreciation, the degree of exchange rate pass-through is less weak.

목차

Abstract

Ⅰ. 서론

Ⅱ. 환율전가도 예비분석

Ⅲ. 추정모형과 자료

Ⅳ. 실증분석 결과

Ⅴ. 결론

부록

참고문헌

키워드

Exchange Rate Pass-Through Panel Estimation Export Price