Browsing Departamentos by Author "Salcedo Cisneros, Rodrigo"
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Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto; Rodríguez, Gabriel; Salcedo Cisneros, Rodrigo (Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2022-05)We use a set of VAR models with time-varying parameters and stochastic volatility (TVP-VARSV) to estimate the evolution of the exchange rate pass-through (ERPT) into prices for Peru over 1995Q2-2019Q4. According to two ...