Exchange Rate Pass-through in Russia

Y. Ponomarev (), Pavel Trunin and A. Ulyukayev ()

Voprosy Ekonomiki, 2014, issue 3

Abstract: 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.

Date: 2014
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Exchange Rate Pass-through in Russia (2014)
Working Paper: Exchange Rate Pass-through in Russia (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:nos:voprec:y:2014:id:622

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

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