Exchange Rate Pass-through in Russia

The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000–2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate volatility effect on pass-through are also provided.

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Year of publication:	2014-03
Authors:	Ponomarev, Yuri ; Trunin, Pavel V. ; Uljukaev, Aleksej V.
Publisher:	Moscow : Gajdar Institute for Economic Policy
Subject:	exchange rate pass-through \| asymmetry of exchange rate pass-through \| exchange rate volatility \| inflation \| monetary policy \| vector error correction model

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Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Preprint
Language:	English
Other identifiers:	84256408X [GVK] hdl:10419/121960 [Handle] RePEc:zbw:esprep:121960 [RePEc]
Classification:	C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics
Source:	EconStor

Persistent link: https://www.econbiz.de/10011379941