Oleksandr Faryna
This
paper
aims
to
estimate
the
degree
of
exchange
rate
pass-through
(ERPT)
to
domestic
prices
in
Ukraine
considering
nonlinearities
with
respect
to
the
size
and
direction
of
exchange
rate
movements.
We
use
disaggregated
consumer
price
data
and
employ
a
panel
...
Tetiana Yukhymenko
This
research
highlights
the
role
played
by
the
media
in
the
formation
of
inflation
expectations
among
various
respondents
in
Ukraine.
Using
a
large
news
corpus
and
machine-learning
techniques,
I
have
constructed
newsbased
metrics
that
produce
quantitative
indicators
for
texts,
which
...
Nadiia Shapovalenko
In
this
paper,
I
examine
the
forecasting
performance
of
a
Bayesian
Vector
Autoregression
(BVAR)
model
with
a
steady-state
prior
and
compare
the
accuracy
of
the
forecasts
against
the
QPM
and
official
NBU
forecasts
during
the
Q1
2016–Q1
2020
period.
My
...