Exchange rate pass-through to domestic prices: the case of Colombia

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Borradores de Economía; No. 254
Date published
2003-08-16
Date of last update
2003-08-16
Author
Rowland, Peter
Document language
spa
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Las 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.
Abstract
This study uses two different econometric frameworks to study exchange rate pass-through to import, producer and consumer prices in Colombia. Both frameworks are based on vector autoregressive (VAR) models, the first using an unrestricted VAR model, and t
JEL Codes
C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal ModelsF34 - International Lending and Debt ProblemsF21 - International Investment; Long-Term Capital Movements
Keywords
Creditworthiness ; OLS regression ; PIB ; Per capita ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5272
https://hdl.handle.net/20.500.12134/5272
https://doi.org/10.32468/be.254
https://ideas.repec.org/p/bdr/borrec/254.html
https://ideas.repec.org/p/col/000094/002683.html
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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