Abstract
The purpose of this paper is to examine whether or not there is a pass-through influence of the USD/VND exchange rate on the import price index (IMP), producer price index (PPI) and consumer price index (CPI) in Vietnam. By using vector autoregressive model - VAR with quarterly data for the period from 2005 to 2022 to estimate the pass-through impact of exchange rate of USD/VND on 3 price indices including import price index imports (IMP), producer price index (PPI) and consumer price index (CPI). The results indicate that the exchange rate affects all selected price indices on a desending scale. Based on the empirical outcomes, some recommendations are proposed for policy-makers to implement appropriate monetary and exchange rate policies.
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