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Exchange Rate Pass-Through in Russia

2016; M. E. Sharpe; Volume: 58; Issue: 1 Linguagem: Inglês

10.1080/10611991.2016.1162046

ISSN

1557-931X

Autores

Iu. Ponomarev, Павел Трунин, A. Ulyukaev,

Tópico(s)

Market Dynamics and Volatility

Resumo

This article provides estimates of short-term and medium-term exchange rate pass-through in Russia during 2000–12, using a vector error correction model. Estimates of the asymmetry of exchange rate pass-through in different subperiods and the effect of exchange rate volatility on its magnitude are also presented.

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