Exchange Rate Pass-through in Russia

Yuriy Ponomarev, Pavel Trunin and Aleksej V. Uljukaev

EconStor Preprints from ZBW - Leibniz Information Centre for Economics

Abstract: 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 (search for similar items in EconPapers)
JEL-codes: C32 E31 E52 F31 F41 (search for similar items in EconPapers)
Date: 2014-03
New Economics Papers: this item is included in nep-cis, nep-mac, nep-mon and nep-opm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

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https://www.econstor.eu/bitstream/10419/121960/1/prepeng%20%284%29.pdf (application/pdf)

Related works:
Journal Article: 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:zbw:esprep:121960

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