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Collection: Faculty Working Papers  
 
Title Macroeconomic Determinants of Exchange Rate Pass-Through in India
Author Ghosh, Amit
Rajan, Ramkishen S.
Type of Resource text
Digital Origin born digital
Date Created 2007-04
Abstract This paper examines the evolution of exchange rate pass-through (ERPT)into India’s consumer price index (CPI) at the aggregate level over the period 1980Q1-2006Q4. It also investigates whether the extent of exchange rate pass-through is impacted by common macro fundamentals such as inflation and exchange rate volatility. Finally, the paper also tests for possible asymmetries of ERPT during periods of depreciation versus appreciation.
Keywords exchange rate pass-through (ERPT)
exchange rate volatility
India
inflation
Rights Statement Copyright restrictions apply. Contact the author for permission to publish.
Note (admin) Acquired as PDF from Colorado College Department of Economics and Business. Converted to PDF/A1.b using Adobe Acrobat Professional.
Publisher Colorado College
Place of Publication Colorado Springs, Colorado
Local Identifier 2007-02
Handle http://hdl.handle.net/10176/coccc:2619
 
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MacroeconomicDeterminants.pdf   master application/pdf 765.01KB 0

 
 
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Created: Thu, 14 Jan 2010, 13:46:44 MST by Christine Ashlock (admin) . Detailed History