DocumentCode :
2378946
Title :
Asymmetric Exchange Rate Pass-through of Categorized Import Price Index - An Empirical Study of Taiwan
Author :
Chen, Tzu-Ying ; Tseng, Yi-Heng
Author_Institution :
Dept. of Int. Bus., Yuan Ze Univ., Chungli, Taiwan
fYear :
2011
fDate :
25-27 May 2011
Firstpage :
343
Lastpage :
347
Abstract :
Most of researches focused on the asymmetry in exchange rate pass-through (ERPT) to general import price. However, the result of regression for different categories of commodity may diverge from the general products. Therefore, the main purpose of this thesis is to investigate different categorized commodity would bring about different threshold value and threshold effect or not. Using the threshold regression model, the empirical results shows that different categorized commodity has respective threshold value and all of them have threshold effect.
Keywords :
commodity trading; exchange rates; international trade; pricing; regression analysis; asymmetric exchange rate pass-through; categorized import price index; commodity; general products; threshold regression model; Correlation; Exchange rates; Fluctuations; Indexes; Industries; Textiles; asymmetry; exchang rate passthrough; exchange rate; threshold regression model;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Service Sciences (IJCSS), 2011 International Joint Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4577-0326-3
Electronic_ISBN :
978-0-7695-4421-2
Type :
conf
DOI :
10.1109/IJCSS.2011.76
Filename :
5960133
Link To Document :
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