Regime Shift of Japanese Foreign Exchange Policy: Some Findings

作者:

Hoshikawa, Takeshi

作者關係機構:

Kinki U

資料來源:

Applied Economics Letters, January-February 2012, v. 19, iss. 1-3, pp. 25-28

出版日期:

January-February 2012

摘要:

This article examines the regime shift of Japanese foreign exchange policy using monthly data from 1973:1 to 2005:9. We employ the residual-based tests for cointegration with regime shifts proposed by Gregory and Hansen (1996) to detect the change of Japanese exchange rate policy. The result of cointegration test with break shows that exchange rate and Japanese international reserves have long-run relationship.

描述項:

Monetary Policy (E520)
Foreign Exchange (F310)

關鍵字:

Exchange Rate; Foreign Exchange; International Reserves; Policy; Reserves

地理位置描述項:

Japan

Geographic Region:

Asia

ISSN:

13504851

出版品類型:

Journal Article

有無:

http://www.tandf.co.uk/journals/titles/13504851.asp

更新代碼:

201207

入藏號碼:

1304003

全文資料庫：

Business Source Complete

數據資料

1.台灣外匯存底1980/01-2005/12，單位：億美元

2.台幣對美元匯率 1980/01-2005/12

原始論文連結點：

Regime Shift of Japanese Foreign Exchange Policy: Some Findings

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