Time-Varying Exchange Rate Pass-through in Eastern Europe
نویسندگان
چکیده
Using quarterly data for the 1998-2021 period, and with application of Kalman filter estimates it is shown that incomplete exchange rate pass-through (ERPT) somewhat stronger countries a floating regime, especially producer prices. Since middle 2000s, ERPT to consumer prices 11 Central Eastern European (CEE) countries, as well Baltic States, seems be stable in most countries. With exception Czech Republic, Romania, Estonia Latvia, there tendency strengthening wake world financial crisis 2008-2009.
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ژورنال
عنوان ژورنال: Metody Ilo?ciowe w Badaniach Ekonomicznych
سال: 2022
ISSN: ['2082-792X', '2543-8565']
DOI: https://doi.org/10.22630/mibe.2022.23.3.9