Estimation of the Exchange Rate Pass-Through: Evidence from Korean Domestic Prices
The purpose of this paper is to measure the exchange rate pass-through to domestic prices by using VAR model, and to estimate the long- and short-run and dynamic coefficients of exchange rate pass-through by building the price behavioral equation, which was set up by the error correction model Accor...
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| Format: | Article |
| Language: | English |
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Korea Institute for International Economic Policy
2004-12-01
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| Series: | East Asian Economic Review |
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| Online Access: | http://dx.doi.org/10.11644/KIEP.JEAI.2004.8.2.128 |