Asymmetric behavior of exchange rate pass-through in Thailand

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Asymmetric behavior of exchange rate pass-through in Thailand

The purpose of this paper is to examine the asymmetric behavior in the adjustment of exchange rate pass-through to consumer price index in Thailand. This research applies advanced threshold cointegration model proposed by Enders and Siklos (2001). Both the Threshold Autoregressive (TAR) and Momentum...

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Bibliographic Details
Main Authors:	Bala, Umar, Songsiengchai, Patchaya, Lee, Chin
Format:	Article
Language:	English
Published:	Economics Bulletin 2017
Online Access:	http://psasir.upm.edu.my/id/eprint/60965/ http://psasir.upm.edu.my/id/eprint/60965/1/Asymmetric%20behavior%20of%20exchange%20rate%20pass-through%20in%20Thailand.pdf

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