Examining the effect of oil price pass-through on the domestic prices: asymmetric versus symmetric adjustment modelling
We study the effect of oil price pass-through on the domestic prices, namely on the consumer price index (CPI) and producer price index (PPI), based on the asymmetric adjustment modelling approach. The behaviour of domestic prices in response to oil price changes was examined by comparing two groups...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
2020
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Online Access: | http://journalarticle.ukm.my/15086/1/jqma-16-1-paper1.pdf http://journalarticle.ukm.my/15086/ http://www.ukm.my/jqma/current.html |
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