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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.

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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 import price index. The findings give some implications for risk perception by firms and investors regarding the future inflationary environment of the country.

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