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: | Ming-Fang Yang, 楊明芳 |
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Other Authors: | Po-Chin Wu |
Format: | Others |
Language: | zh-TW |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/53522894717438690922 |
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