Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Gabriel Rodriguez, Paul Castillo B., Roberto Calero, Rodrigo Salcedo Cisneros, Miguel Ataurima Arellano
| Year of publication: |
2024
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|---|---|
| Authors: | Rodriguez, Gabriel ; Castillo B., Paul ; Calero, Roberto ; Salcedo Cisneros, Rodrigo ; Ataurima Arellano, Miguel |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 142.2024, Art.-No. 103023, p. 1-25
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| Subject: | Bayesian estimation and comparison of models | Deviance information criterion | Exchange rate pass-through into prices | Marginal likelihood | Peruvian economy | Stochastic volatility | Vector autoregressive model with time-varying parameters | Peru | Exchange Rate Pass-Through | Exchange rate pass-through | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Theorie | Theory | Wechselkurs | Exchange rate | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549830