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Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto.
In: Borradores de Economia.
RePEc:bdr:borrec:982.

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  1. ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1077.

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  2. Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto.
    In: BIS Working Papers.
    RePEc:bis:biswps:690.

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References

References cited by this document

    References contributed by pav73-2640998

  1. Binning, A. (2013). Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions. Working Paper, No. 14, Norges Bank.

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  5. Canova, F., & De Nicolo, Y. (2002). Monetary disturbances matter for business fluctuations in G-7. Journal of Monetary Economics, 49, 1131-1159.

  6. Faust, J., & Rogers, J. (2003). Monetary policy’s role in exchange rate behavior. Journal of Monetary Economics, 50(7), 1403-1424.

  7. Forbes, K., Hjortsoe, I., & Nenova, T. (2015). The Shocks Matter: New Evidence on Exchange Rate Pass-Through. Discussion Paper No. 43, Bank of England.
    Paper not yet in RePEc: Add citation now

  8. Fry, R., & Pagan, A. (2011). Sign Restrictions in Structural Vector Autoregressions: A Critical Review. Journal of Economic Literature, 49(4), 938-960.

  9. Gali, J. (1999). Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations? American Economic Review, 88(1), 249-271.
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  10. Kilian. L. (2009). Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market. American Economic Review, 99(3), 1053-1069.

  11. López, E., Montes, E., Garavito, A., & Collazos, M. (2013), en H. Rincón and A. Velasco (eds.), Flujos de capitales, choques externos y respuestas de política en países emergentes, Banco de la República.
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  12. Ouliaris, S., Pagan, A. & Restrepo, J. (2016). Quantitative macroeconimic modeling with structural vector autoregressions- an e-Views implementation, IMF Institute for Capacity Development.
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  13. Rincón-Castro, H., & and Rodríguez-Niño, N. (2016). Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. Borradores de Economía, No. 930, Banco de la República.
    Paper not yet in RePEc: Add citation now

  14. Rubio-Ramírez, J., Waggoner, D., & Zha, T. (2010). Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference. Review of Economic Studies, 77(2),665-696.

  15. Shambaugh, Jay (2008). A new look at pass-through. Journal of International Money and Finance, 27(4), 560-591.

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  12. The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through. (2018). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin.
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