Macroeconomic Determinants of Exchange Rate Pass-Through in India

This paper examines the evolution of exchange rate pass-through (ERPT) into India's consumer price index (CPI) at the aggregate level over the period 1980Q1-2006Q4. It also investigates whether the extent of exchange rate pass-through is impacted by common macro fundamentals such as inflation and exchange rate volatility. Finally, the paper also tests for possible asymmetries of ERPT during periods of depreciation versus appreciation

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Year of publication:	2009
Authors:	Ghosh, Amit ; Rajan, Ramkishen S.
Publisher:	[S.l.] : SSRN
Subject:	Indien \| India \| Exchange Rate Pass-Through \| Exchange rate pass-through

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Extent:	1 Online-Ressource (16 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2007 erstellt
Other identifiers:	10.2139/ssrn.984332 [DOI]
Classification:	E31 - Price Level; Inflation; Deflation ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; O53 - Asia including Middle East
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014050858