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Macroeconomic determinants of exchange rate pass-through in India

by Rajan, Ramkishen S., Ghosh, Amit

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.

Note

Acquired as PDF from Colorado College Department of Economics and Business. Converted to PDF/A1.b using Adobe Acrobat Professional.

Includes bibliographical references.

Administrative Notes

Acquired as PDF from Colorado College Department of Economics and Business. Converted to PDF/A1.b using Adobe Acrobat Professional.

Copyright
Copyright restrictions apply. Contact the author for permission to publish.
Publisher
None
PID
coccc:2619
Digital Origin
born digital
Extent
16 pages : illustrations