Exchange rate pass-through in ASEAN : implications for the prospects of monetary integration in the region

This paper investigates, for the first time, the degree of exchange rate pass-through to domestic prices in all five founding members of ASEAN. For this purpose, a three variable recursive VAR model was applied which uses the Choleski decomposition method along the distribution chain of pricing, usi...

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Detalhes bibliográficos
Autor principal: Cortinhas, Carlos (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2007
Assuntos:
Texto completo:http://hdl.handle.net/1822/6106
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/6106