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Asymmetric Exchange Rate Pass-Through to Domestic Price Indexes with the Approach of SVAR

Javid Bahrami; Teimour Mohammadi; Shadi Bozorg

Volume 19, Issue 60 , October 2014, , Pages 37-65

Abstract
  Tracing the impact of exchange rate movements on prices is one the most important issues in monetary policy making. In this paper by applying a SVAR model to a quarterly data set spanning from 1990q1 to 2013q4, we assess the effect of exchange rate variations on domestic prices in Iran. In addition to ...  Read More