Volume 21, Number 5, 629-654, DOI: 10.1007/s11079-008-9105-5

The International Transmission of Monetary Policy in a Dollar Pricing Model

Juha Tervala

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Abstract

This paper analyses the international transmission of monetary policy in the case where all export prices are set in US dollars. “Dollar pricing” implies that the international effects of US monetary shocks are different from those of European shocks because of an asymmetric exchange rate pass-through to import prices. A dollar pricing model can explain the observed asymmetry in the transmission of monetary policy: US monetary policy affects US output more than European monetary policy affects European output. I also show that the current account is an important channel through which monetary policy affects welfare. The paper concludes that under dollar pricing a monetary expansion is a beggar-thy-neighbour policy.

Keywords  Open economy macroeconomics - Monetary policy - International policy transmission

JEL Classification  F41 - F42 - F30


Financial support from the Yrjö Jahnsson Foundation is gratefully acknowledged. I am grateful to Vesa Kanniainen, Mika Kortelainen, Anne Mikkola, Tapio Palokangas, Jouko Vilmunen and seminar participants at the University of Helsinki and HECER for comments. In addition, I am especially grateful to the referees for their many useful comments.

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