Does exchange rate volatility matter for the balancing item of balance of payments accounts in Japan? : An empirical note

Authors

T.C. TangFollow

Document Type

Article

Publication Date

1-1-2005

Abstract

This study provides preliminary empirical support on the impact of exchange rate volatility on Japan’s balancing item using subset VAR (Vector Autoregression) approach although small. The finding of this study adds an empirical dimension on the trade literature, particularly for Japan, and opens a door for further debate.

Keywords

Exchange Rate Volatility, Balancing Item, Japan, Subset VAR

Divisions

FacultyofEconomicsAdministration

Publication Title

Rivista Internazionale di Scienze Economiche e Commerciali - RiSEC (International Review of Economics and Business)

Volume

52

Issue

4

Publisher

Cedam Casa Editrice Dott Antonio Milani