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Appendix 1: Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
m. level. 1. st. difference. 0.50. 4.18. 0.67. 7.31. IPD. x. ... level. 1. st. difference. 0.55. 4.49. 0.69. 8.07. WP. m. level.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-1.html

The Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
m. TWI. x. TWI with weights proportional to manufactured export shares to the countries used in WP. ... WP. m. is based on the world price index constructed by Richards and Stevens (1987).
https://www.rba.gov.au/publications/rdp/1993/9304/data.html

Appendix 4: Error Correction Model Results

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
Variable. Lag. Coefficient. Standard error. t-statistic. IPD. m. t1. 0.382. 0.058. ... Long-run coefficients. Variable. Coefficient. TWI. m. 1.072. WP. m. 0.766. Footnote.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-4.html

References

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
Gagnon, J.E. and M.M. Knetter (1992), ‘Markup Adjustment and Exchange Rate Fluctuations: Evidence From Panel Data on Automobile Exports’, NBER Working Paper No. ... Imports of Manufactures’,. Brookings Papers on Economic Activity. , 1:297–337.
https://www.rba.gov.au/publications/rdp/1993/9304/references.html

The Analytical Framework

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
The price of a traded good can now be defined as the sum of the costs of producing the good (c) and a margin (m).
https://www.rba.gov.au/publications/rdp/1993/9304/analytical-framework.html

Estimating the Pass-Through Relationship | RDP9304 Exchange Rate Pass-Through: The Different Responses of Importers and Exporters

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
Long-Run Elasticities. TWI. m. WP. m. IPD. m. 0.93. 0.96. standard errors. ... Over this period, the TWI. m. depreciated by 13.4 per cent.
https://www.rba.gov.au/publications/rdp/1993/9304/estimating-pass-through-relationship.html