Nonlinear pass-through of exchange rate shocks on inflation : a bayesian smooth transition VAR approach

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dc.coverage.sucursalBogotáspa
dc.creatorRincón-Castro, Hernán
dc.creatorRodríguez-Niño, Norberto
dc.creator.firmaHernán Rincón-Castro
dc.date.accessioned2016-03-02T08:30:10Zeng
dc.date.available2016-03-02T08:30:10Zspa
dc.date.created2016-03-02spa
dc.date.issued2016-03-02eng
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 theng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6241spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6241spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.930spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 930
dc.relation.numberBorrador 930spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/930.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:930spa
dc.subject.jelC52 - Model Evaluation, Validation, and Selectioneng
dc.subject.jelF31 - Foreign Exchangeeng
dc.subject.jelE31 - Price Level; Inflation; Deflationeng
dc.subject.jelE52 - Monetary Policyeng
dc.subject.jelC51 - Model Construction and Estimationeng
dc.subject.jelspaC51 - Construcción de modelos y estimaciónspa
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelosspa
dc.subject.jelspaE52 - Política monetariaspa
dc.subject.jelspaF31 - Tipos de cambiospa
dc.subject.jelspaE31 - Nivel de precios; Inflación; Deflaciónspa
dc.subject.keywordExchange rate pass-througheng
dc.subject.keywordPricing along the distribution chaineng
dc.subject.keywordEndogeneityeng
dc.subject.keywordNonlinearityeng
dc.subject.keywordAsymmetryeng
dc.subject.keywordLogistic smooth transition VAR (LST-VAR)eng
dc.subject.keywordBayesian approacheng
dc.subject.lembInflaciónspa
dc.subject.lembPolítica monetariaspa
dc.subject.lembTipos de cambiospa
dc.subject.lembIncertidumbre (Economía)spa
dc.titleNonlinear pass-through of exchange rate shocks on inflation : a bayesian smooth transition VAR approachspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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