Exchange rate pass-through in the Asian countries: does inflation volatility matter?

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Exchange rate pass-through in the Asian countries: does inflation volatility matter?

This paper presents a nonlinear relationship between exchange rate pass-through (ERPT) and inflation volatility. Through the lens of a threshold framework, we uncover a clear evidence of near to one ERPT to consumer prices once inflation volatility crosses a threshold level of 4.17. Clearly, there a...

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Bibliographic Details
Main Authors:	Soon, Siew View, Baharumshah, Ahmad Zubaidi, Wohar, Mark E.
Format:	Article
Language:	English
Published:	Routledge 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/72658/ http://psasir.upm.edu.my/id/eprint/72658/1/Exchange%20rate%20pass-through%20in%20the%20Asian%20countries.pdf

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