Korhonen, Iikka; Wachtel, Paul - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2005
We assess the extent and speed of exchange rate pass-through in the countries of the Commonwealth of Independent States (CIS). We do this in the framework of vector autoregressive regressions, utilising impulse functions and variance decompositions with monthly data that starts in 1999 in order...