Setting caching headers for proxied content?

[Marcin Kasperski]

As this is my first post to the list... great thanks to the author of
nginx and all people who helped to develop this excellent piece of
software. Fantastic example of well written and very useful
software. Thank you.

Now to the subject. Maybe I missed some part of the docs, but ... is
it possible to manage caching headers for the (reversy)-proxied
content from nginx configuration?