Series: IMF Working Papers
Author(s): Francesca Caselli , and Agustin Roitman
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 05 January 2016
Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange
This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...