Browsing Produção Intelectual em Bases Externas by Title "State space models for the exchange rate pass-through: determinants and null/full pass-through hypotheses"

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State space models for the exchange rate pass-through: determinants and null/full pass-through hypotheses

Souza, Rafael Martins de; Maciel, Luiz Felipe Pires; Pizzinga, Adrian Heringer
2013-12-01

In this article, we formulate linear Gaussian state space models for the estimation of the exchange rate pass-through of the Brazilian Real against the US Dollar, using monthly data from August 1999 to August 2008. The ...