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Replication data for: Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through

Version
V0
Resource Type
Dataset
Creator
  • Boz, Emine
  • Gopinath, Gita
  • Plagborg-Møller, Mikkel
Publication Date
2019-01-01
Description
  • Abstract

    We show empirically that the variation across country pairs in exchange rate pass-through and trade elasticity is meaningfully explained by the dollar's dominance as invoicing currency. We use a hierarchical Bayesian approach to directly and flexibly model pass-through heterogeneity conditional on the invoicing currency share. We estimate that the importer's country-level dollar invoicing share explains 15 percent of the overall variance across trading pairs in dollar exchange rate pass-through into bilateral prices.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/pandp.20191009 (Text)
Publications
  • Boz, Emine, Gita Gopinath, and Mikkel Plagborg-Møller. “Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through.” AEA Papers and Proceedings 109 (May 2019): 527–32. https://doi.org/10.1257/pandp.20191009.
    • ID: 10.1257/pandp.20191009 (DOI)

Update Metadata: 2020-02-27 | Issue Number: 2 | Registration Date: 2019-12-07

Boz, Emine; Gopinath, Gita; Plagborg-Møller, Mikkel (2019): Replication data for: Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E116454