Exchange rate pass-through for Taiwan
碩士 === 國立臺北大學 === 經濟學系 === 103 === In recent years, governments have substantially changed financial policy to affect economies all over the world. Exchange rate effect on import prices the literature called exchange rate pass-through (ERPT). This paper based on cost-plus pricing model and used the...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55462072251344426533 |
| Summary: | 碩士 === 國立臺北大學 === 經濟學系 === 103 === In recent years, governments have substantially changed financial policy to affect economies all over the world. Exchange rate effect on import prices the literature called exchange rate pass-through (ERPT). This paper based on cost-plus pricing model and used the threshold autoregressive model (TAR). The empirical results provide evidence that Taiwan does exist non-linear exchange rate pass-through .We focus on money supply growth rate, inflation rate, margin of exchange rate will result in exchange rate pass-through of different degrees effect.
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