Macroeconomic Determinants of Exchange Rate Pass-Through in India
Ghosh, Amit; Rajan, Ramkishen S.
2007

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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.

Details

Title
Macroeconomic Determinants of Exchange Rate Pass-Through in India
Creator
Ghosh, Amit
Rajan, Ramkishen S.
Pagination
16 pages
Other Physical Details
illustrations
Content Type
text
Geographic Coverage
India
Subject (Topic)
Language
English
Series
Faculty working papers (Colorado College. Dept. of Economics and Business)
Notes
Acquired as PDF from Colorado College Department of Economics and Business. Converted to PDF/A1.b using Adobe Acrobat Professional.
Contact the author for permission to publish.
Standard Rights Statement
Copyright Reserved, Non-exclusive rights granted to Colorado College for distribution.
Record Appears in
Academic Departments > Economics and Business Department > Economics and Business Department Faculty Working Papers > Economics and Business Department Faculty Working Papers 2007
Record Created
2023-05-16

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