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A Comparative Analysis of Export Price Pass-through in Three Open Asian Economies: Korea, Singapore and Thailand

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Author Info
Amit Ghosh
Ramkishen S. Rajan

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Abstract

The degree of exchange rate pass-through is of paramount importance to small and open economies as it has a direct impact on domestic inflation as well as the effectiveness of exchange rate as an adjustment tool. High exchange rate pass-through (ERPT) is often cited as a reason for a "fear of floating". This article analyzes the degree of ERPT into the export prices of three Asian economies - Korea, Thailand and Singapore for the period 1980: Q1-2006: Q4 using both US dollar bilateral rates as well as nominal effective exchange rates. The study also examines whether there are asymmetries in ERPT between exchange rate appreciation and depreciation.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/12265080701562016&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Global Economic Review.

Volume (Year): 36 (2007)
Issue (Month): 3 ()
Pages: 287-299
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Handle: RePEc:taf:glecrv:v:36:y:2007:i:3:p:287-299

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Related research
Keywords: Asia exchange rate export prices inflation pass-through (ERPT) nominal effective exchange rate (NEER) pricing-to-market (PTM)

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This page was last updated on 2008-10-8.


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