The pass-through of exchange rate changes to the prices of Australian exports of dairy and livestock products
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| Title | The pass-through of exchange rate changes to the prices of Australian exports of dairy and livestock products |
|---|---|
| Author | Swift, Robyn Frances |
| Journal Name | The Australian Journal of Agricultural and Resource Economics |
| Year Published | 2004 |
| Place of publication | Oxford UK |
| Publisher | Australian Agricultural and Resource Economics Society Inc. and Blackwell Publishing |
| Abstract | Agricultural exports are usually assumed to operate in perfectly competitive international markets, but many are subject to non-tariff barriers to trade that can affect the degree of pass-through of exchange rate changes to foreign currency prices. The present study uses multivariate cointegration techniques to examine the effects of exchange rate changes on the prices of Australian exports of milk products, cheese, beef, sheepmeat, and hides and skins. The results indicate that Australian dairy exports operate in competitive markets in which pass-through is complete, but there is no stable long-run relationship between exchange rates and prices for any of the other livestock products. |
| Peer Reviewed | Yes |
| Published | Yes |
| Publisher URI | http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-8489.2004.t01-1-00233.x |
| Alternative URI | http://www.blackwell-synergy.com/links/doi/10.1111%2Fj.1467-8489.2004.t01-1-00233.x |
| Copyright Statement | Copyright 2004 Blackwell Publishing. The definitive version is available at [www.blackwell-synergy.com.] |
| Volume | 48 |
| Issue Number | 1 |
| Page from | 159 |
| Page to | 185 |
| ISSN | 1364-985X |
| Date Accessioned | 2005-02-09 |
| Date Available | 2007-03-18T21:41:18Z |
| Language | en_AU |
| Faculty | Griffith Business School |
| Subject | International Economics and International Finance |
| URI | http://hdl.handle.net/10072/5403 |
| Publication Type | Journal Articles (Refereed Article) |
| Publication Type Code | c1 |
Please use this identifier to cite this record: http://hdl.handle.net/10072/5403
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