Economics, Econometrics and Finance
4 years ago

Russian prices soar as exchange rate volatility hits economy hard

RePEc: Research Papers in Economics
Exchange Rate Pass-through in Russia
Yuriy Ponomarev, Павел Трунин, Alexei Uluykaev

Paper Summary

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The article examines how changes in exchange rates affect prices in Russia from 2000 to 2012. They used a vector error correction model to estimate how quickly these changes in exchange rates impact domestic prices. The study found that exchange rate pass-through into prices was different in the short-run compared to the medium-run. They also discovered that exchange rate volatility had an effect on how much prices changed in response to exchange rate fluctuations.