Exchange rate pass-through in India
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More about this item
Keywords
Exchange rate pass-through; ARDL; NARDL; Nominal effective exchange rate; Inflation dynamics;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-10-24 (Central Banking)
- NEP-MON-2022-10-24 (Monetary Economics)
- NEP-OPM-2022-10-24 (Open Economy Macroeconomics)
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