Advanced search
Publication Cover
Applied Economics Letters Volume 25, 2018 - Issue 5
Submit an article Journal homepage
421
Views
13
CrossRef citations to date
0
Altmetric
Article

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

Siew-Voon SoonDepartment of Economics, Faculty of Economics and Management, Universiti Putra Malaysia, Serdang, Malaysia;Department of Economics, Faculty of Management, Multimedia University, Cyberjaya, MalaysiaView further author information
,
Ahmad Zubaidi BaharumshahDepartment of Economics, Faculty of Economics and Management, Universiti Putra Malaysia, Serdang, MalaysiaCorrespondence[email protected]
View further author information
&
Mark E. WoharDepartment of Economics, University of Nebraska at Omaha, Omaha, NE, USA;School of Business and Economics, Loughborough University, Loughborough, UKView further author information
Pages 309-312 | Published online: 21 Apr 2017

References

  • Abo-Zaid, S., and D. Tuzemen. 2012. “Inflation Targeting: A Three-Decade Perspective.” Journal of Policy Modeling 34 (5): 621–645. doi:10.1016/j.jpolmod.2011.08.004.
  • Aleem, A., and A. Lahiani. 2014. “Monetary Policy Credibility and Exchange Rate Pass-Through: Some Evidence from Emerging Countries.” Economic Modelling 43 (Dec.): 21–29. doi:10.1016/j.econmod.2014.06.020.
  • Ben Cheikh, N., and W. Louhichi. 2016. “Revisiting the Role of Inflation Environment in Exchange Rate Pass-Through: A Panel Threshold Approach.” Economic Modelling 52 (Part A): 233–238. doi:10.1016/j.econmod.2014.11.004.
  • Ben Cheikh, N., and C. Rault. 2016. “The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland.” Journal of Quantitative Economics 14 (1): 15–27. doi:10.1007/s40953-015-0025-0.
  • Campa, J., and L. Goldberg. 2005. “Exchange Rate Pass-Through into Import Prices.” The Review of Economics and Statistics 87 (4): 679–690. doi:10.1162/003465305775098189.
  • Choudhri, E. U., and D. S. Hakura. 2006. “Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?” Journal of International Money and Finance 25 (4): 614–639. doi:10.1016/j.jimonfin.2005.11.009.
  • Hansen, B. E. 1999. “Threshold Effects in Non-Dynamic Panels: Estimation, Testing, and Inference.” Journal of Econometrics 93 (2): 345–368. doi:10.1016/S0304-4076(99)00025-1.
  • Hansen, B. E. 2000. “Sample Splitting and Threshold Estimation.” Econometrica 68 (3): 575–603. doi:10.1111/1468-0262.00124.
  • Ozkan, I., and L. Erden. 2015. “Time-Varying Nature and Macroeconomic Determinants of Exchange Rate Pass-Through.” International Review of Economics and Finance 38 (Jul.): 56–66. doi:10.1016/j.iref.2015.01.007.
  • Parsons, C. R., and K. Sato. 2006. “Exchange Rate Pass-Through and Currency Invoicing: Implications for Monetary Integration in East Asia.” The World Economy 29 (12): 1759–1788. doi:10.1111/j.1467-9701.2006.00867.x.
  • Taylor, J. B. 2000. “Low Inflation, Pass-Through, and the Pricing Power of Firms.” European Economic Review 44 (7): 1389–1408. doi:10.1016/S0014-2921(00)00037-4.
  • Yanamandra, V. 2015. “Exchange Rate Changes and Inflation in India: What Is the Extent of Exchange Rate Pass-Through to Imports?” Economic Analysis and Policy 47 (Sep.): 57–68. doi:10.1016/j.eap.2015.07.004.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.