Exchange Rate Pass-Through in Russia
21 Pages Posted: 27 Jun 2014
Date Written: March 25, 2014
The article provides estimates of short-run and medium-run exchange rate pass-through into domestic prices in Russia during the period of 2000-2012 using vector error correction model. Exchange rate pass-through asymmetry estimates, its assessments on different sub-periods and exchange rate volatility effect on pass-through are also provided.
Keywords: exchange rate pass-through, asymmetry of exchange rate pass-through, exchange rate volatility, inflation, monetary policy, vector error correction model
JEL Classification: C32, E31, E52, F31, F41
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