Borradores de Economia
Número:
330
Publicado:
Clasificación JEL:
F31, F41, E31, E52, C32, C51, C52
Palabras clave:
Pass-through effects, PPP, Imperfect competition, Floating regime
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Luis Armando Galvis-Aponte, Adriana Isabel Ortega-Arrieta, Adriana Marcela Rivera-Zárate
Carola Müller, Matias Ossandon Busch, Miguel Sarmiento, Freddy A. Pinzón-Puerto
Colombian monthly data covering the period from 1995:01 to 2002:11 and ECM, fixed and time-varying parameters and Kalman filter techniques are used in this paper to quantify the exchange rate pass-through effects on import prices within a sample of manufa