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State space models for the exchange rate pass-through: determinants and null/full pass-through hypotheses
(Routledge Journals, Taylor & Francis Ltd, 2013-12-01)
In this article, we formulate linear Gaussian state space models for the estimation of the exchange rate pass-through of the Brazilian Real against the US Dollar, using monthly data from August 1999 to August 2008. The ...
Exchange rate pass-through and inflation targets in Chile
(2015-12)
Using quarterly data on the Chilean economy from 1986 to 2009, this article looks at the effect of gradual implementation of an inflation-targeting regime on exchange rate pass-through to prices. Initially, the introduction ...
Pass-through of exchange rate shocks in Brazil as a small open economy
(2023-04)
An econometric model is used to analyse pass-through from the exchange rate to inflation, considering the monetary policy instrument variable, the target variable, the level of economic activity, the level of credit and ...
Pass-through dos preços das commodities à inflação brasileira e a pandemia de Covid-19
(Universidade Federal de São CarlosUFSCarCâmpus SorocabaCiências Econômicas - CEc-So, 2022-04-19)
The present study examines the pass-through of commodity prices to the Brazilian National Consumer Price Index (IPCA). The Covid-19 pandemic has once again raised concerns about inflation in Brazil and issues related to ...