Asymmetric exchange rate pass-through: Evidence from Peru
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References listed on IDEAS
- Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012.
"Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
- Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez, 2011. "Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007," Documentos de Trabajo / Working Papers 2011-314, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Delatte, Anne-Laure & López-Villavicencio, Antonia, 2012.
"Asymmetric exchange rate pass-through: Evidence from major countries,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 833-844.
- Anne-Laure Delatte & Antonia Lòpez-Villavicencio, 2012. "Asymmetric exchange rate pass-through: Evidence from major countries," Post-Print hal-00779761, HAL.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cengiz TUNC & Mustafa Kilinc, 2018.
"Exchange Rate Pass‐Through In A Small Open Economy: A Structural Var Approach,"
Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 410-422, October.
- Tunc, Cengiz & Kılınç, Mustafa, 2016. "Exchange Rate Pass-Through in a Small Open Economy: A Structural VAR Approach," MPRA Paper 72770, University Library of Munich, Germany, revised 28 Jul 2016.
- Castellares, Renzo & Toma, Hiroshi, 2020.
"Effects of a mandatory local currency pricing law on the exchange rate pass-through,"
Journal of International Money and Finance, Elsevier, vol. 106(C).
- Renzo Castellares & Hiroshi Toma, 2019. "Effects of a mandatory local currency pricing law on the exchange rate pass-through," BIS Working Papers 785, Bank for International Settlements.
- Castellares, Renzo & Toma, Hiroshi, 2019. "Effects of a Mandatory Local Currency Pricing Law on the Exchange Rate Pass-Through," Working Papers 2019-001, Banco Central de Reserva del Perú.
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- Renzo Rossini & Marco Vega & Zenón Quispe & Fernando Perez, 2016. "Inflation expectations and dollarisation in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.),Inflation mechanisms, expectations and monetary policy, volume 89, pages 275-289, Bank for International Settlements.
- Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
- Castellares, Renzo, 2017. "Condiciones de mercado y calidad como determinantes del traspaso del tipo de cambio," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 29-41.
More about this item
KeywordsExchange rate pass-through; asymmetric impulse responses; non-linear models;
- 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
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MAC-2015-12-08 (Macroeconomics)
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