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Effect of Exchange Rate in the Russian Economy

Author

Listed:
  • Trunin, Pavel

    (RANEPA)

  • Ponomarev, Yury

    (RANEPA)

Abstract

The main purpose of the present paper is the evaluation of exchange rate pass-through effect in Russian economy. To achieve this objective the following tasks were fulfilled: • a review of theoretical and empirical models of exchange rate pass-through was conducted; • the extent of pass-through in the world and its main determinants were analyzed; • a taking into account account the pass-through asymmetry, the temporal structure of pass-through, pass-through structural changes caused by changes in the state of the economy and monetary policy methodology for the exchange rate pass-through estimation in Russian economy was developed; • estimates of exchange rate pass-through effect in Russia for various consumer price indices, including consumer prices for food and non-food products, core consumer price index were received. As initial data for estimation authors used The Central Bank of the Russian Federation and Russian Federal State Statistics Service data, as well as scientific, analytical and statistical papers in Russian and foreign sources, including international organizations reports.

Suggested Citation

  • Trunin, Pavel & Ponomarev, Yury, "undated". "Effect of Exchange Rate in the Russian Economy," Published Papers nvg156, Russian Presidential Academy of National Economy and Public Administration.
    • Handle: RePEc:rnp:ppaper:nvg156
    as

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    File URL: https://repec.ranepa.ru/rnp/ppaper/nvg156.pdf
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    Citations

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    Cited by:

    1. Sinyakov, A. & Chernyadyev, D. & Sapova, A., 2019. "Estimating the Exchange Rate Pass-Through Effect on Producer Prices of Final Products Based on Micro-Data of Russian Companies," Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 128-157.
    2. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.

    More about this item

    Keywords

    Russia; exchange rate; economy;
    All these keywords.

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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