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Exchange Rate Pass-through in Russia

Yuriy Ponomarev, Pavel Trunin and Alexei Uluykaev
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Alexei Uluykaev: Ministry of Economic Development

Working Papers from Gaidar Institute for Economic Policy

Abstract: In 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. exchange rate pass-through; asymmetry of exchange rate pass-through; exchange rate volatility; inflation; monetary policy; vector error correction model. (search for similar items in EconPapers)
JEL-codes: C32 E31 E52 F31 F41 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2014, Revised 2014
New Economics Papers: this item is included in nep-cba, nep-cis, nep-mac, nep-mon, nep-opm and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
https://www.iep.ru/files/RePEc/gai/wpaper/0099Trunin.pdf Revised version, 2014 (application/pdf)

Related works:
Journal Article: Exchange Rate Pass-through in Russia (2014) Downloads
Working Paper: Exchange Rate Pass-through in Russia (2014) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:gai:wpaper:0099

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