重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
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2013-09-30

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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1 則留言:

yinung 提到...

要貼 Paper 的連結喔!

奕農

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每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [
範例]
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2. 你的學習紀錄頁, 見 [範例]
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== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上
標籤:「已選」
在你的 學習紀錄頁加上標籤:學習記事