The Effects of Interest Rate and Price Level onTime-Varying Exchange Rate Pass-Through
碩士 === 中原大學 === 國際經營與貿易研究所 === 103 === This study uses the panel smooth transition regression (PSTR) model to evaluate the time-varying and threshold effects of interest rate and the change in consumer price index (CPI) on export exchange rate pass-through. In the PSTR models, the transition variabl...
| Main Authors: | , |
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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/53522894717438690922 |