VIETNAM’s INCOMPLETE EXCHANGE RATE PASS-THROUGH

Pham Thi Thanh Xuan ()
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Pham Thi Thanh Xuan: Finance-Banking department, University of Finance - Marketing, Ho Chi Minh City, Vietnam

The Singapore Economic Review (SER), 2021, vol. 66, issue 04, 1087-1104

Abstract: We measure exchange rate pass-through (ERPT) for Vietnam and find that Vietnam’s ERPT is low, incomplete, and time varying. Our results also indicate that during appreciation periods ERPT is modest, but that during downturns ERPT effects are much larger. Moreover, our results indicate that the flexible exchange rate regime has successfully anchored the ERPT.

Keywords: Exchange-rate pass-through; incomplete pass-through; time varying pass-through; depreciation inflation; Vietnam (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:serxxx:v:66:y:2021:i:04:n:s0217590820490041

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DOI: 10.1142/S0217590820490041

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