Citation
Soon, Siew View and Baharumshah, Ahmad Zubaidi and Wohar, Mark E.
(2018)
Exchange rate pass-through in the Asian countries: does inflation volatility matter?
Applied Economics Letters, 25 (5).
309 - 312.
ISSN 1350-4851; ESSN: 1466-4291
Abstract
This paper presents a nonlinear relationship between exchange rate pass-through (ERPT) and inflation volatility. Through the lens of a threshold framework, we uncover a clear evidence of near to one ERPT to consumer prices once inflation volatility crosses a threshold level of 4.17. Clearly, there are significant differences in the degree of ERPT between the high and low inflation volatility in the inflation targeting (IT) and non-IT Asian countries.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Economics and Management |
| DOI Number: | https://doi.org/10.1080/13504851.2017.1319553 |
| Publisher: | Routledge |
| Keywords: | Exchange rate pass-through; Inflation; Threshold; Inflation volatility |
| Depositing User: | Nurul Ainie Mokhtar |
| Date Deposited: | 23 Nov 2020 07:33 |
| Last Modified: | 23 Nov 2020 07:33 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/13504851.2017.1319553 |
| URI: | http://psasir.upm.edu.my/id/eprint/72658 |
| Statistic Details: | View Download Statistic |
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