Exchange rate pass-through to domestic prices: the case of Colombia
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
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Banco de la República
2003
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Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5272 |
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oai:RI-BanRep:20.500.12134-52722019-04-16T16:11:03Z Exchange rate pass-through to domestic prices: the case of Colombia Rowland, Peter F21 - International Investment; Long-Term Capital Movements C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models F34 - International Lending and Debt Problems Creditworthiness OLS regression PIB Per capita Cambio exterior -- Colombia Precios del productor -- Colombia Precios al consumidor -- Colombia Precios -- Colombia Econometría -- Colombia C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio F21 - Inversión internacional; Movimientos de capital a largo plazo F34 - Préstamos internacionales y problemas relacionados con la deuda externa 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 2003-08-16 2003-08-16 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5272 http://hdl.handle.net/20.500.12134/5272 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 254 https://ideas.repec.org/p/bdr/borrec/254.html https://ideas.repec.org/p/col/000094/002683.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 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. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República |
institution |
Repositorio Institucional del Banco de la República de Colombia |
collection |
DSpace |
language |
Español (Spanish) |
topic |
F21 - International Investment; Long-Term Capital Movements C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models F34 - International Lending and Debt Problems Creditworthiness OLS regression PIB Per capita Cambio exterior -- Colombia Precios del productor -- Colombia Precios al consumidor -- Colombia Precios -- Colombia Econometría -- Colombia C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio F21 - Inversión internacional; Movimientos de capital a largo plazo F34 - Préstamos internacionales y problemas relacionados con la deuda externa |
spellingShingle |
F21 - International Investment; Long-Term Capital Movements C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models F34 - International Lending and Debt Problems Creditworthiness OLS regression PIB Per capita Cambio exterior -- Colombia Precios del productor -- Colombia Precios al consumidor -- Colombia Precios -- Colombia Econometría -- Colombia C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio F21 - Inversión internacional; Movimientos de capital a largo plazo F34 - Préstamos internacionales y problemas relacionados con la deuda externa Rowland, Peter Exchange rate pass-through to domestic prices: the case of Colombia |
description |
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 |
format |
Documento de trabajo (Working Paper) |
author |
Rowland, Peter |
author_facet |
Rowland, Peter |
author_sort |
Rowland, Peter |
title |
Exchange rate pass-through to domestic prices: the case of Colombia |
title_short |
Exchange rate pass-through to domestic prices: the case of Colombia |
title_full |
Exchange rate pass-through to domestic prices: the case of Colombia |
title_fullStr |
Exchange rate pass-through to domestic prices: the case of Colombia |
title_full_unstemmed |
Exchange rate pass-through to domestic prices: the case of Colombia |
title_sort |
exchange rate pass-through to domestic prices: the case of colombia |
publisher |
Banco de la República |
publishDate |
2003 |
url |
http://repositorio.banrep.gov.co/handle/20.500.12134/5272 |
_version_ |
1637299101759438848 |
score |
12,131701 |