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Exchange rate Pass-through in russia

2014; Redaktsiya zhurnala Voprosy Ekonomiki; Issue: 3 Linguagem: Inglês

10.32609/0042-8736-2014-3-21-35

ISSN

0042-8736

Autores

Y. Ponomarev, Павел Трунин, A. Ulyukayev,

Tópico(s)

Market Dynamics and Volatility

Resumo

The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000-2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect are also presented.

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