Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017

Komain Jiranyakul

MPRA Paper from University Library of Munich, Germany

Abstract: This paper explores the degree of exchange rate pass-through to domestic prices in Thailand using quarterly data from 2000Q1 to 2017Q4. Johansen cointegration tests are employed in the analysis. The degree of exchange rate pass-through is found to be partial and modest. The stable pass-through effect, in the long run, is found for the import price index. The findings give some implications for risk perception by firms and investors regarding the future inflationary environment of the country.

Keywords: Exchange rate; domestic prices; cointegration (search for similar items in EconPapers)
JEL-codes: C22 E31 F31 (search for similar items in EconPapers)
Date: 2018-06
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:109934

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