Exchange rate pass-through in central and eastern European EU Member States

This paper provides estimates of exchange rate pass-through (ERPT) to consumer prices for nine central and eastern European Member States. Using a five-variate cointegrated VAR (vector autoregression) for each country and impulse responses derived from the VECM (vector error correction model), we sh...

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Veröffentlicht in:	Journal of policy modeling 2011-03, Vol.33 (2), p.241-254
Hauptverfasser:	Beirne, John, Bijsterbosch, Martin
Format:	Artikel
Sprache:	eng
Schlagworte:	Central and eastern Europe Central Eastern Europe Cointegration Cointegration analysis Consumer Price Index Consumer prices Economic models Estimation EU membership Exchange rate pass-through Exchange rate pass-through Inflation Central and eastern Europe Exchange rates Fixed exchange rates Foreign exchange rates Impulse response functions Inflation Regional analysis Regression analysis Studies Vector-autoregressive models
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