| 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
|
