Competition Effects and Terms of Trade Effects of Exchange Rates and International Prices: Evidence for Germany

Résumé


The effects of the latest period of Euro appreciation from 2006 to 2007 on the German economy, especially on exports, are cushioned, in the short run, by the regional pattern of foreign buyers, invoicing practices and hedging activities, enterprises' favorable cost development and their currently comfortable profit situation. In the longer run, volume effects (competition effects) may be expected to occur owing to the incomplete pricing-to-market of exporters and importers. Purchasing power effects on real incomes must also be taken into account. Although these two effects have, in some years, had a rather powerful impact on real income growth, their overall impact was virtually neutral on average over the 1993-2007 observation period. [PUB ABSTRACT]

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Competition Effects and Terms of Trade Effects of Exchange Rates and International Prices: Evidence for Germany

1 Introduction

Participating in the international division of labor gives an economy the potential to achieve additional growth and greater welfare. The evolution of real net exports and the (commodity) terms of trade can considerably affect the cyclical dynamics, too. The degree of price competitiveness and the gain or reduction in real incomes depend on (nominal) exchange rate movements and, additionally, on changes in the domestic country's price and cost situation relative to prices and costs in the importing countries and in competitor nations.

Both changes in exchange rates and wage cost developments have played a significant role in Germany's export and import markets in the past few years. The sharp hikes in energy prices have probably not so much impaired Germany's competitive position since all of Germany's competitors are likely to have been similarly affected, depending on their energy intensity or productivity, as reduced Germany's real income through international redistribution.1 This paper places focuses more on exchange rate effects, with special attention being paid to exporters' and importers' price-setting behavior.2

We begin by looking at Germany's exposure to the exchange rate movements observed since the beginning of the monetary union. Then, we analyze the relationship between exchange rates and the German economy's price competitiveness, a key determinant of domestic exports. The emphasis here is initially on the short-term impacts of exchange rate changes on German foreign trade, with invoicing practices and hedging activities, the development of corporate costs and profits and the persistence of exchange rate movements all playing a role...

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