Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017
Komain Jiranyakul ()
MPRA Paper from University Library of Munich, Germany
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 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)
New Economics Papers: this item is included in nep-ets, nep-mac, nep-opm and nep-sea
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:87492
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