Data and Codes for: "Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation"
Principal Investigator(s): View help for Principal Investigator(s) Raphael Auer, BIS; Ariel Burstein, UCLA; Sarah Lein, University of Basel
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
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| Codes | 10/06/2020 10:39:AM | ||
| Data | 10/06/2020 10:39:AM | ||
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application/pdf | 182 KB | 10/16/2020 11:48:AM |
Project Citation:
Auer, Raphael, Burstein, Ariel, and Lein, Sarah. Data and Codes for: “Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation.” Nashville, TN: American Economic Association [publisher], 2021. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2021-01-28. https://doi.org/10.3886/E120564V1
Project Description
Summary:
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We dissect the impact of a large and sudden exchange rate appreciation on Swiss
border import prices, retail prices, and consumer expenditures on domestic and imported
non-durable goods, following the removal of the EUR/CHF floor in January 2015.
Cross-sectional variation in border price changes by currency of invoicing carries over
to consumer prices and allocations, impacting retail prices of imports and competing
domestic goods, as well as import expenditures. We provide measures of the sensitivity of
retail import prices to border prices and the sensitivity of import shares to relative prices,
which is higher when using retail prices than border prices.
Scope of Project
JEL Classification:
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F31 Foreign Exchange
F41 Open Economy Macroeconomics
L11 Production, Pricing, and Market Structure; Size Distribution of Firms
F31 Foreign Exchange
F41 Open Economy Macroeconomics
L11 Production, Pricing, and Market Structure; Size Distribution of Firms
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