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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economics Bulletin
2017
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| Online Access: | http://psasir.upm.edu.my/id/eprint/60965/1/Asymmetric%20behavior%20of%20exchange%20rate%20pass-through%20in%20Thailand.pdf |