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dc.creatorRincón-Castro, Hernán
dc.creatorRodríguez-Niño, Norberto
dc.date.created2016-03-02
dc.date.issued2016-03-02
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6241
dc.description.abstractDetermining the exchange rate pass-through on inflation is a necessity for central banks as well as for firms and households. This is an apparently easy and intuitive task, but it faces high complexity and uncertainty. This paper examines the nature of th
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 930
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleNonlinear pass-through of exchange rate shocks on inflation : a bayesian smooth transition VAR approach
dc.typeWorking Paper
dc.subject.jelC52 - Model Evaluation, Validation, and Selection
dc.subject.jelF31 - Foreign Exchange
dc.subject.jelE31 - Price Level; Inflation; Deflation
dc.subject.jelE52 - Monetary Policy
dc.subject.jelC51 - Model Construction and Estimation
dc.subject.keywordExchange rate pass-through
dc.subject.keywordPricing along the distribution chain
dc.subject.keywordEndogeneity
dc.subject.keywordNonlinearity
dc.subject.keywordAsymmetry
dc.subject.keywordLogistic smooth transition VAR (LST-VAR)
dc.subject.keywordBayesian approach
dc.subject.lembInflación
dc.subject.lembPolítica monetaria
dc.subject.lembTipos de cambio
dc.subject.lembIncertidumbre (Economía)
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC51 - Construcción de modelos y estimación
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelos
dc.subject.jelspaE52 - Política monetaria
dc.subject.jelspaF31 - Tipos de cambio
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflación
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.930
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 930
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/930.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6241
dc.creator.firmaHernán Rincón-Castro
dc.source.handleRepecRePEc:bdr:borrec:930


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit