Series: IMF Working Papers
Author(s): Marco Rossi , and Daniel Leigh
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2002
Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation
In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...