Title page for etd-0519113-105459


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URN etd-0519113-105459
Author JUNG-TSUNG LEE
Author's Email Address No Public.
Statistics This thesis had been viewed 5361 times. Download 78 times.
Department Finance
Year 2012
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title Exchange Rate Pass-Through Effect to Taiwan Export Price
Date of Defense 2013-06-14
Page Count 38
Keyword
  • the changes in exchange rate
  • export price index
  • Exchange rate pass-through
  • Exchange rate
  • threshold regression
  • Abstract This paper discusses the relationship between the changes in exchange rate and the effects of exchange pass-through of Taiwan’s export industry. Data are selected to NTD-dominated export price index. With general index, there are eight industrial export indexes. With monthly data from January 1991 to December 2012, there are 263 monthly data in total. Using threshold regression to test whether there are differences between the level of the changes in exchange rate and the effects of exchange pass-through. The empirical results pointed out that there is the incomplete pass- through in Taiwan’s export industry. There is an exchange rate asymmetry in the general index of Taiwan’s export industry, chemical industry and computer industry. That is to say there are different effects in exchange pass-through when the degree of the changes in exchange rate varies in export industry, chemical industry and computer industry.
    Advisory Committee
  • Jen-Jsung,Huang - chair
  • Chien-Yuan, Sher - co-chair
  • Chang-chiang Chin - advisor
  • Files
  • etd-0519113-105459.pdf
  • Indicate in-campus at 5 year and off-campus access at 5 year.
    Date of Submission 2013-06-19

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