Examining the effect of oil price pass-through on the domestic prices: asymmetric versus symmetric adjustment modelling

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Examining the effect of oil price pass-through on the domestic prices: asymmetric versus symmetric adjustment modelling

We study the effect of oil price pass-through on the domestic prices, namely on the consumer price index (CPI) and producer price index (PPI), based on the asymmetric adjustment modelling approach. The behaviour of domestic prices in response to oil price changes was examined by comparing two groups...

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Bibliographic Details
Main Authors:	Koh, Yan Chyi, Lim, Wei Hong, Sek, Siok Kun
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:	http://journalarticle.ukm.my/15086/ http://journalarticle.ukm.my/15086/1/jqma-16-1-paper1.pdf

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