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Rafael Martins de Souza

Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças

Praia de Botafogo 190/1125, CEP

Rio de Janeiro RJ 22253-900

Brazil

  • Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças

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Exchange Rate Pass-Through Evolution in Brazil: A State Space Approach

Posted: 13 Jul 2009
Rafael Martins de Souza, Luiz Felipe Pires Maciel and Adrian Heringer Pizzinga
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Pontifical Catholic University of Rio de Janeiro (PUC-Rio)

Abstract:

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Exchange rate pass-through, state space models, restricted Kalman filter, endogeneity