English, Article, Journal or magazine article edition: O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL Osmani Teixeira de Carvalho de Guillén; Carlos Hamilton Vasconcelos Araújo

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Bookmark: http://trove.nla.gov.au/version/123638
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • O MECANISMO DE TRANSMISSÃO DA TAXA DE CÂMBIO PARA ÍNDICES DE PREÇOS: UMA ANÁLISE VECM PARA O BRASIL
Author
  • Osmani Teixeira de Carvalho de Guillén
  • Carlos Hamilton Vasconcelos Araújo
Physical Description
  • preprint
Notes
  • This article uses a Vector Error Correction Model (VECM) framework to study exchange rate pass-through to producer and consumer prices in Brasil. We identify two long-run and one short-run relations in data. We calculate the impulse-response function of domestic prices to exchange rate shock. Exchange rate pass-through is shown to be incomplete. We verify that passthrough is modest for producer prices and very small for consumer prices. An exchange rate shock does, therefore, have a limited impact on consumer price inflation.
  • RePEc:anp:en2005:034
Language
  • English
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