In this paper, we have employed the Kourtellos et al. (2007) threshold model to examine the relationship between inflation and relative price variability in Hong Kong, Argentina, Germany, Japan, Mexico and Philippines. Empirical results from Hong Kong, Japan and Mexico show that inflation are endogenous variables, and the relationship between these two variables appears to be a V shape for Hong Kong and
Japan. However, the relationship appears to be positive for Mexico. Empirical results fail to reject the hypothesis of exogenous inflation for Argentina, Germany and Philippines, and the relationship between these two variables appears to be a V shape
for Philippines and Argentina. There is no significant relationship between these two variables for Germany.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0628111-122528 |
| Date | 28 June 2011 |
| Creators | Lee, Ya-hsuan |
| Contributors | Yu-hau Hu, Jyh-lin Wu, Ching-nun Lee |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-122528 |
| Rights | campus_withheld, Copyright information available at source archive |
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