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Autor principal: Carlos Noton Norambuena
Formato: Artículo científico
Lenguaje:en
Publicado: Universidad de Chile 2003
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Acceso en línea:https://www.redalyc.org/articulo.oa?id=22130106
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author Carlos Noton Norambuena
author_facet Carlos Noton Norambuena
contents The pass-through from depreciation to inflation: Chile 1986-2001 Carlos Noton Norambuena Economía y Finanzas up Pass through Inflation Devaluation A microeconomic model of imperfect Cournot competition is used to derive anexplicit endogenous relationship between price level and the nominal exchangerate. We obtain a mark-up that varies endogenously with consumer real income.Using the model, the estimated pass-through ?namely the impact of devaluationon inflation? ranges between 9-11% in the short run and between 21-32% in the long run for the period 1986-2001. However, the data supports astructural change in 1991, after which the pass-through coefficient declinessignificantly. Moreover, contrary to conventional wisdom, we find no evidence of procyclical pass-through. 2003 artículo científico 0304-2758 https://www.redalyc.org/articulo.oa?id=22130106 en http://www.redalyc.org/revista.oa?id=221 Estudios de Economía application/pdf Universidad de Chile Estudios de Economía (Chile) Num.1 Vol.30
format Artículo científico
id redalyc_22130106
language en
publishDate 2003
publisher Universidad de Chile
spellingShingle The pass-through from depreciation to inflation: Chile 1986-2001
Carlos Noton Norambuena
Economía y Finanzas
up
Pass
through
Inflation
Devaluation
The pass-through from depreciation to inflation: Chile 1986-2001 Carlos Noton Norambuena Economía y Finanzas up Pass through Inflation Devaluation A microeconomic model of imperfect Cournot competition is used to derive anexplicit endogenous relationship between price level and the nominal exchangerate. We obtain a mark-up that varies endogenously with consumer real income.Using the model, the estimated pass-through ?namely the impact of devaluationon inflation? ranges between 9-11% in the short run and between 21-32% in the long run for the period 1986-2001. However, the data supports astructural change in 1991, after which the pass-through coefficient declinessignificantly. Moreover, contrary to conventional wisdom, we find no evidence of procyclical pass-through. 2003 artículo científico 0304-2758 https://www.redalyc.org/articulo.oa?id=22130106 en http://www.redalyc.org/revista.oa?id=221 Estudios de Economía application/pdf Universidad de Chile Estudios de Economía (Chile) Num.1 Vol.30
title The pass-through from depreciation to inflation: Chile 1986-2001
topic Economía y Finanzas
up
Pass
through
Inflation
Devaluation
url https://www.redalyc.org/articulo.oa?id=22130106