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
Authors:	Rodriguez, Gabriel ; Castillo B., Paul ; Calero, Roberto ; Salcedo Cisneros, Rodrigo ; Ataurima Arellano, Miguel
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

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