Ấn phẩm
Exchange rate pass-through into inflation in Vietnam: evidence from VAR model
Xem mô tả
159
Xem & Tải
6
Nhan đề khác
Tóm tắt
Purpose – The purpose of this paper is to examine and analyze the exchange rate pass-through into inflation (ERPT) in Vietnam. Design/methodology/approach – The paper examines and analyzes the ERPT in Vietnam by applying vector autoregression model over the period 2008‒2018. Findings – The key finding of the research is that from the impulse response results, the transmission of exchange rate shocks to inflation is significant in Vietnam, and this is incomplete exchange rate pass-through. Moreover, the evidence from variance decompositions argues that exchange rate is an important factor to explain the fluctuation of inflation. Originality/value – In overall, the depreciation or appreciation of exchange rate in Vietnam will considerably impact inflation.
Mô tả
Financial banking
Tác giả
Pham, Van Anh
Tác giả khác
Người hướng dẫn
Nơi xuất bản
Nhà xuất bản
Kinh Tế Quốc Dân
Năm xuất bản
2019
ISSN tạp chí
Nhan đề tập
Từ khóa chủ đề
Vietnam , Vector autoregression , Exchange rate pass-through into inflation
