voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2014-3-21-35voprecotest-622Research ArticleМАКРОЭКОНОМИКАMACROECONOMICSЭффект переноса динамики обменного курса на цены в россииExchange Rate Pass-through in RussiaПономаревЮ. Ю.PonomarevY.

научный сотрудник Института прикладных экономических исследований РАНХиГС, аспирант Института экономической политики имени Е. Т. Гайдара (Москва)

ponomarev@iet.ruТрунинП. В.TruninP.

к. э. н., руководитель научного направления «Макроэкономика и финансы» Института экономической политики имени Е. Т. Гайдара, зам­директора Центра изучения проблем центральных банков РАНХиГС (Москва)

pt@iet.ruУлюкаевА. В.UlyukayevA.

д.  э.  н., министр экономического развития Российской Федерации (Москва)

noemail@neicon.ruРАНХиГС (Москва); Институт экономической политики имени Е. Т. Гайдара (Москва)РоссияRussian Presidential Academy of National Economy and Public Administration (Moscow, Russia); Gaidar Institute for Economic Policy (Moscow, Russia)Russian FederationИнститут экономической политики имени Е. Т. Гайдара; РАНХиГС (Москва)РоссияRussian Presidential Academy of National Economy and Public Administration (Moscow, Russia); Gaidar Institute for Economic Policy (Moscow, Russia)Russian FederationМинистерство экономического развития Российской Федерации (Москва)РоссияMinistry of Economic Development of RF (Moscow, Russia)Russian Federation201420032014032135Copyright © Voprosy Ekonomiki, NP, 20142014Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/622

В статье с помощью построенной векторной модели коррекции ошибок определяется величина кратко- и среднесрочного эффекта переноса колебаний обменного курса на цены в России за период 2000-2012 гг. Оценивается асимметрия эффекта переноса на различных подпериодах, анализируется влияние волатильности обменного курса на его величину.

The article provides estimates of short-run and medium-run exchange rate pass-through in Russia during the period of 2000-2012 using vector error correction model. Estimates of asymmetry of exchange rate pass-through, its assessments in different sub-periods and exchange rate volatility effect are also presented.

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The authors declare that there are no conflicts of interest present.