Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data

Nagengast, Arne J.; Bursian, Dirk; Menz, Jan-Oliver

doi:10.1016/j.euroecorev.2021.103662

Cited by 5 publications

(5 citation statements)

References 65 publications

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“…Moreover, macroeconomic elements are considered in the dynamic pricing research field. Nagengast et al (2021) conducted a study investigating how prices respond to fluctuations in exchange rates within three distinct forms of dynamic pricing: clearance sales, seasonality of demand and advance-purchase discounts.…”

Section: Research On Price Determinantsmentioning

confidence: 99%

Focal Points in Recent Tourism Price Research

Nemec Rudež

2024

Tourism (Zagreb, Online)

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The article aims to provide a comprehensive overview of recent academic studies on pricing in tourism and to deepen the understanding of the recently prevailing research streams on this topic. This article reviews research articles on tourism pricing published in journals in the Scopus database between 2017 and early 2023. An analysis of the selected literature identifies three research streams on pricing: research on price determinants, price development and customers’ price decisions. In terms of methodology, empirical studies predominate, and in terms of period, the distribution over the years shows a stable and consistent level of research activity. The article is essential for further research in the field by presenting a synthesis of recent academic work.

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Section: Research On Price Determinantsmentioning

confidence: 99%

Focal Points in Recent Tourism Price Research

Nemec Rudež

2024

Tourism (Zagreb, Online)

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“…In formula (8), i is the return on assets in domestic currency, i * + ΔR is the expected return on foreign assets, R and R * are the respective risks of investors holding domestic currency assets and foreign currency assets, respectively, and κ(i, i * + ΔR, R, R * ), S 1 (i, i * + ΔR, R, R * ), and S 2 (i, i * + ΔR, R, R * ) are the proportions of three assets held respectively. It can be analyzed from formula (4) that when other factors are determined and remain unchanged, if the expected exchange rate level increases, investors will increase the holding proportion of this part of assets in order to obtain greater income.…”

Section: Portfolio Balancementioning

confidence: 99%

“…e study in [8] proposed dynamic pricing and exchange rate transmission (evidence from transaction-level data). Enterprises pricing flexibly considers the current market conditions and other factors.…”

Section: Introductionmentioning

confidence: 99%

Exchange Rate Transaction of International Trade Goods Based on Fuzzy Granulation and Deep Learning

Jin¹,

Han

2021

Scientific Programming

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The change of international trade goods exchange rate transaction has an impact on economic operations and economic stability. Therefore, an international trade goods exchange rate transaction based on fuzzy granulation and in-depth learning is proposed. Based on fuzzy information granulation and BP neural network, this paper analyzes the interest rate evaluation theory. For the future expectation of currency exchange rate, portfolio equilibrium determines the proportional relationship of each component in the portfolio and analyzes the impact of asset price and exchange rate change according to this relationship. Then, it points out the risk evaluation index system, calculates the risk degree of exchange rate transaction of international trade goods, and then evaluates the risk of exchange rate transaction of international trade goods. It completes the research on exchange rate transactions of international trade goods based on fuzzy granulation and in-depth learning. The experimental results show that excessive exchange rate fluctuation will bring the same proportion fluctuation to the asset price in the financial market, and the coordination between exchange rates and the coordination of exchange rate and asset price can promote the steady growth of national economy.

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“…In 2023, package holidays make up 3.5% of the German inflation rate, compared to 0.2% in France and 0.5% in Italy.10 The dataset has been used byHenn, Islam, Schwind, and Wieland (2019) for price measurement and byNagengast, Bursian, and Menz (2021) to estimate the exchange rate pass-through.11 Tobacco products are not available in the scanner data set since households are typically reluctant to reveal reliable information about their actual purchases.12 The graphs for "energy" and "package holidays" are shown in FigureA1in the appendix. An online appendix to this paper (available upon request) plots the high-frequency inflation rates together with the official rates for all of the about 180 product groups which could be mapped to scanner data.…”

mentioning

confidence: 99%

Nowcasting Consumer Price Inflation Using High-Frequency Scanner Data: Evidence from Germany

Beck,

Carstensen,

Menz

et al. 2024

SSRN Journal

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Dynamic pricing and exchange rate pass-through: Evidence from transaction-level data

Cited by 5 publications

References 65 publications

Focal Points in Recent Tourism Price Research

Focal Points in Recent Tourism Price Research

Exchange Rate Transaction of International Trade Goods Based on Fuzzy Granulation and Deep Learning

Nowcasting Consumer Price Inflation Using High-Frequency Scanner Data: Evidence from Germany

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