Inflation and Exchange Rate Pass-Through (English)

The degree to which domestic prices adjust to exchange rate movements is key to understanding inflation dynamics, and hence to guiding monetary policy. However, the exchange rate pass-through to inflation varies considerably across countries and over time. By estimating structural factor-augmented vector-autoregressive models for 47 countries, this paper brings to light two fundamental factors accounting for these variations: the nature of the shock...

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Author

Ha,Jongrim;

Stocker,Marc;

Yilmazkuday,Hakan;
Document Date
2019/03/13
Document Type
Policy Research Working Paper
Report Number
WPS8780
Volume No
1
Total Volume(s)
1
Country
World,
Region
Other,
Disclosure Date
2019/03/13
Disclosure Status
Disclosed
Doc Name
Inflation and Exchange Rate Pass-Through
Keywords
inflation

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Citation

Ha,Jongrim; Stocker,Marc; Yilmazkuday,Hakan.

Inflation and Exchange Rate Pass-Through (English). Policy Research working paper|no. WPS 8780 Washington, D.C. : World Bank Group. http://documents.worldbank.org/curated/en/880231552490402888

Inflation and Exchange Rate Pass-Through (English)

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