Nonlinear Exchange Rate Pass-Through to Domestic Prices in Ukraine
This paper aims to estimate the degree of exchange rate pass-through (ERPT) to domestic prices in Ukraine considering nonlinearities with respect to the size and direction of exchange rate movements. We use disaggregated consumer price data and employ a panel autoregressive distributed lag model (AR...
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| Format: | Article |
| Language: | English |
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National Bank of Ukraine
2016-06-01
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| Series: | Visnyk of the National Bank of Ukraine |
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| Online Access: | https://journal.bank.gov.ua/en/article/2016/236/03 |