Template-Type: ReDIF-Paper 1.0
Author-Name:Yuri Ponomarev
Author-Name-First: Yuri                
Author-Name-Last: Ponomarev 
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name:Pavel Trunin
Author-Name-First: Pavel                 
Author-Name-Last: Trunin 
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name:Alexei Uluykaev
Author-Name-First: Alexei 
Author-Name-Last: Uluykaev 
Author-Workplace-Name: Ministry of Economic Development 
Title: Exchange Rate Pass-through in Russia
Abstract: In 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.
Length:  22 pages
Creation-Date: 2014
Revision-Date:   2014
Classification-JEL: C32, E31, E52, F31, F41.
Keywords:  exchange rate pass-through, asymmetry of exchange rate pass-through, exchange rate volatility, inflation, monetary policy, vector error correction model. exchange rate pass-through, asymmetry of exchange rate pass-through, exchange rate volatility, inflation, monetary policy, vector error correction model.
File-URL: https://www.iep.ru/files/RePEc/gai/wpaper/0099Trunin.pdf
File-Format: Application/pdf
File-Function: Revised version, 2014
Handle: RePEc:gai:wpaper:0099