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

Detalles Bibliográficos
Autor Principal: Rowland, Peter
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2003
Materias:
PIB
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5272
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recordtype dspace
spelling 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