Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Roberto Calero, Gabriel Rodríguez y Rodrigo Salcedo Cisneros
| Year of publication: |
mayo, 2022 ; Primera edición
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| Authors: | Calero, Roberto ; Rodriguez, Gabriel ; Salcedo Cisneros, Rodrigo |
| Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
| Subject: | Exchange Rate Pass-Through into Prices | Vector Autoregressive Model with Time Varying Parameters | Stochastic Volatility | Bayesian Estimation and Comparison of Models | Deviance Information Criterion | Marginal Likelihood | Peruvian Economy | Peru | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Schätzung | Estimation | Volatilität | Volatility | Exchange Rate Pass-Through | Exchange rate pass-through | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 52 Seiten) Illustrationen |
|---|---|
| Series: | Documento de trabajo. - Lima, Perú : Departamento de Economía, ZDB-ID 2405751-4. - Vol. no 510 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.18800/2079-8474.0510 [DOI] hdl:123456789/184976 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013273080