Logo
Munich Personal RePEc Archive

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

Jiranyakul, Komain (2018): Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017.

[img]
Preview
PDF
MPRA_paper_109934.pdf

Download (87kB) | Preview

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.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.