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Impact of exchange rate shocks on Japanese exports : quantitative assessment using a structural VAR model

Iwaisako, Tokuo; Nakata, Hayato - In: Journal of the Japanese and international economies : … 46 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011911821

The impact of CHF/EUR exchange rate uncertainty on swiss exports to the Eurozone : evidence from a threshold VAR1

Loermann, Julius Ferdinand - 2018

In light of the recent discussion regarding the measurement of uncertainty and its impact on economic activity, this paper derives forward-looking measures of uncertainty and directional expectations for the CHF/EUR exchange rate based on over-the-counter option data and analyses its impact on...

Persistent link: https://www.econbiz.de/10011946988

The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone : evidence from a threshold VAR

Loermann, Julius - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1363-1385

Persistent link: https://www.econbiz.de/10012490550

Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021

Persistent link: https://www.econbiz.de/10012543257

The Effect of Exchange Rate Changes on Japanese Consumption Exports

Thorbecke, Willem - 2011

This paper investigates how exchange rates affect Japanese exports. This is difficult because many of Japan's exports … imported inputs from Japan. To correct for this bias the authors examine consumption exports. Using a panel dataset of Japan …'s consumption exports to 17 countries over the 1988–2009 period, they found that a 10% appreciation of the yen would reduce Japan …

Persistent link: https://www.econbiz.de/10013122130

Foreign currency denominated assets and international shock absorption in Switzerland and Japan

Schnabl, Gunther - 2015

Currencies of countries with persistent current account surpluses and high foreign currency denominated assets such as the Swiss franc and Japanese yen are under a persistent appreciation pressure, what restricts the degree of freedom in the choice of exchange rate regime. Official announcements...

Persistent link: https://www.econbiz.de/10011392509

Exchange rate volatility and exports for selected East Asian countries : evidence from error correction model

Poon, Wai-ching; Choong, Chee-keong; Habibhullah, … - In: ASEAN economic bulletin 22 (2005) 2, pp. 144-159

Persistent link: https://www.econbiz.de/10003090483

The RMB Debate : Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan

Kim, Soyoung - 2012

shocks on output and the current account for China and Japan. We use structural vector auto-regression models and find that … yen appreciation reduces current account surpluses while having no strong effect on output in Japan. RMB appreciation, on …

Persistent link: https://www.econbiz.de/10013105952

A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries

Wong, Douglas Kai Tim - In: Applied economics 52 (2020) 50, pp. 5491-5515

Persistent link: https://www.econbiz.de/10012307745

The trade and FDI effects of EMU enlargement

Brouwer, Jelle; Paap, Richard; Viaene, Jean-Marie - 2007

This paper considers the nature and the distribution of trade and FDI effects of a potential enlargement of the European Monetary Union (EMU) to the 10 countries that obtained EU membership in 2004. One-way and two-way error component gravity models are estimated using a data set of unbalanced...

Persistent link: https://www.econbiz.de/10011372974

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