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      • Bilkent Theses
      • Theses - Department of Economics
      • Dept. of Economics - Master's degree
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      Asymmetric behavior of exchange rate pass through in Turkey

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      Author(s)
      Şen, Bahar
      Advisor
      Özlale, Ümit
      Date
      2009
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      This thesis investigates the presence of asymmetry in pass through from exchange rates to manufacturing industry prices in Turkey. In the analysis, to detect a possible nonlinear response of prices, threshold regression models are employed. The results indicate that reactions of prices to exchange rate movements differ depending on the aggregate demand conditions. In particular, when the economy is booming, exchange rate changes are transmitted into prices in a larger extent. On the other hand, during slowdowns, fluctuations of exchange rates are not reflected on prices and past inflation has more important role in determining prices.
      Keywords
      Exchange Rate Pass Through
      Threshold Regression Models
      Inflation
      Permalink
      http://hdl.handle.net/11693/15005
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      • Dept. of Economics - Master's degree 325
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