Asymmetric behavior of exchange rate pass-through in Thailand
The purpose of this paper is to examine the asymmetric behavior in the adjustment of exchange rate pass-through to consumer price index in Thailand. This research applies advanced threshold cointegration model proposed by Enders and Siklos (2001). Both the Threshold Autoregressive (TAR) and Momentum...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Economics Bulletin
2017
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/60965/1/Asymmetric%20behavior%20of%20exchange%20rate%20pass-through%20in%20Thailand.pdf http://psasir.upm.edu.my/id/eprint/60965/ http://www.accessecon.com/Pubs/EB/2017/Volume37/EB-17-V37-I2-P117.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!