An evaluation of pass-through in Argentina using multivariate quantile impulse response functions

This article implements multivariate quantiles econometric models to evaluate the heterogeneity in price and product pass-through in Argentina 2004-2018. The novel analysis reveals response heterogeneity after an exchange rate shock. First, the mean effects computed using standard VAR techniques on...

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Autor Principal: Montes Rojas, Gabriel Victorio
Formato: Online
Idioma:spa
Publicado: EdiUNS 2019
Acceso en línea:https://revistas.uns.edu.ar/ee/article/view/1436
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