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

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://ebvufind01.dmz1.zbw.eu/10014549830