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変動為替レート制下の国際収支と為替レートのラグ構造 : 円対ドル為替レートの実証的分析
http://hdl.handle.net/10649/391
http://hdl.handle.net/10649/3914aab7cb2-2069-469c-9b64-736290540c47
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
K9_13.pdf (1.1 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2011-02-15 | |||||
| タイトル | ||||||
| タイトル | 変動為替レート制下の国際収支と為替レートのラグ構造 : 円対ドル為替レートの実証的分析 | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Floating exchange rate system | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | balance of payments | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | yen vs. dollar exchange rate | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | lagged correlation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | distributed-lag | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
平田, 純一
× 平田, 純一 |
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| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1592 | |||||
| 姓名 | ヒラタ, ジュンイチ | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1593 | |||||
| 姓名 | Hirata, Junichi | |||||
| 著者所属 | ||||||
| 値 | 長岡技術科学大学計画・経営系 | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | Although, the Japanese foreign exchange rate system had maintained the fixed exchange rate system during its rapid growth period, it is already fifteen years since the ‘Nixson Crisis’ and the adaptation of the floating exchange rate system. Before its introduction, the floating exchange rate system was considered as an ideal exchange rate system, and had strong support from various economists. However, once floating exchange rate system was introduced, it was realized that although the exchange rate itself moved more than expected, the system does not have the power to adjust the balance of payments, at least in the short-run. In this paper, we shall evaluate the relations between the yen vs. dollar exchange rate and balance of payments in Japan under the floating exchange rate system. There is an interrelation between the exchange rate and the balance of payments, but to evaluate the effect of changing exchange rate on the balance of payments, we need a complete macro-econometric model. So, we leave which problem for another paper. This paper is organized as follows: After a brief introduction in section 1, we shall graphically review relations between the exchange rate and various measures of balance of payments, in section 2. In section 3, we shall consider the lagged correlation between the yen vs. dollar exchange rate and the balance of payments. In section 4, we shall present estimated results on the yen vs. dollar exchange rate by various distributed-lag models of the balance of payments. Finally, in section 5, we shall summarize our conclusions and state possible extentions for the future. | |||||
| 書誌情報 |
長岡技術科学大学研究報告 巻 9, p. 77-89, 発行日 1987-08-10 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0388-5631 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AN00177120 | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
| その他のタイトル | ||||||
| その他のタイトル | Lag structure between the balance of payments and the exchange rate under the floating exchange rate system : an empirical analysis on the yen vs. dollar exchange rate | |||||
| 出版者 | ||||||
| 出版者 | 長岡技術科学大学 | |||||
