Exchange Rate Pass-Through to Domestic Prices: The Case of Colombia

Borradores de Economia
Número: 
254
Publicado: 
Clasificación JEL: 
C33, F21, F34
Palabras clave: 
Creditworthiness, OLS regression, PIB, Per capita

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This study uses two different econometric frameworks to study exchange rate pass-through to import, producer and consumer prices in Colombia. Both frameworks are based on vector autoregressive (VAR) models, the first using an unrestricted VAR model, and t