Non-Linear Exchange Rate Pass-Through in Emerging Markets /

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate fluctuations to prices using local projection techniques to obtain state dependent impu...

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Bibliographic Details
Main Author: Caselli, Francesca
Other Authors: Roitman, Agustin
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2016.
Series:IMF Working Papers; Working Paper ; No. 2016/001
Online Access:Full text available on IMF