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Macroeconomic Determinants of Exchange Rate Pass-Through in India


Amit Ghosh


Colorado College Department of Economics and Business

Ramkishen S. Rajan


George Mason University - School of Public Policy; Institute of Southeast Asian Studies, Singapore
April 2007


Abstract:     
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.

Number of Pages in PDF File: 16

Keywords: Exchange rate pass-though (ERPT), Exchange rate volatility, India, Inflation

JEL Classification: E31, F31, F41, O53

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Date posted: May 8, 2007  

Suggested Citation

Ghosh, Amit and Rajan, Ramkishen S., Macroeconomic Determinants of Exchange Rate Pass-Through in India (April 2007). Available at SSRN: http://ssrn.com/abstract=984332 or http://dx.doi.org/10.2139/ssrn.984332

Contact Information

Amit Ghosh (Contact Author)
Colorado College Department of Economics and Business ( email )
14 East Cache La Poudre Street
Colorado Springs, CO 80903
Ramkishen S. Rajan
George Mason University - School of Public Policy ( email )
3351 Fairfax Dr
Arlington, VA 22201
United States
(1) 703-993-8215 (Fax)

Institute of Southeast Asian Studies, Singapore ( email )
30 Heng Mui Terrace
Pasir Panjang
Feedback to SSRN (Beta)


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