Cozmanca, Bogdan-Octavian; Manea, Florentina - Institutul de Prognoza Economica, Institutul National … - 2009
The article examines the asymmetries of the exchange rate pass-through (ERPT) into import, producer and consumer price indices for the Romanian economy. Using three econometric methods naturally equipped to capture various types of asymmetries (MS-VAR, TAR and SETAR), important asymmetries with...
