vector autoregressive model (VAR) using monthly data from January 1997 to December 2010. The pass-through effects are … have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …

vector autoregressive model (VAR) using monthly data from January 1997 to December 2010. The pass-through effects are … have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …

, we estimate Vector Autoregressive Models (VAR). Subsequently, we estimate Autoregressive Distributed Lags Models (ARDL … above its long-run trend, the point estimation of the exchange rate pass through is larger on average. Finally, we provide … some evidence of asymmetry in the exchange rate pass through, that is, the point estimation of the exchange rate pass …

, we estimate Vector Autoregressive Models (VAR). Subsequently, we estimate Autoregressive Distributed Lags Models (ARDL … above its long-run trend, the point estimation of the exchange rate pass through is larger on average. Finally, we provide … some evidence of asymmetry in the exchange rate pass through, that is, the point estimation of the exchange rate pass …

vector autoregressive model (VAR) using monthly data from January 1997 to December 2010. The pass-through effects are … have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco … de Mexico. -- Exchange rate pass-through ; import price ; consumer price ; distribution chain ; inflation. …